CME Japanese Yen Future December 2013
| Trading Metrics calculated at close of trading on 21-Feb-2013 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
20-Feb-2013 |
21-Feb-2013 |
Change |
Change % |
Previous Week |
| Open |
1.0762 |
1.0802 |
0.0040 |
0.4% |
1.0743 |
| High |
1.0762 |
1.0807 |
0.0045 |
0.4% |
1.0859 |
| Low |
1.0689 |
1.0773 |
0.0084 |
0.8% |
1.0720 |
| Close |
1.0689 |
1.0773 |
0.0084 |
0.8% |
1.0737 |
| Range |
0.0073 |
0.0034 |
-0.0039 |
-53.4% |
0.0139 |
| ATR |
|
|
|
|
|
| Volume |
44 |
20 |
-24 |
-54.5% |
60 |
|
| Daily Pivots for day following 21-Feb-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.0886 |
1.0864 |
1.0792 |
|
| R3 |
1.0852 |
1.0830 |
1.0782 |
|
| R2 |
1.0818 |
1.0818 |
1.0779 |
|
| R1 |
1.0796 |
1.0796 |
1.0776 |
1.0790 |
| PP |
1.0784 |
1.0784 |
1.0784 |
1.0782 |
| S1 |
1.0762 |
1.0762 |
1.0770 |
1.0756 |
| S2 |
1.0750 |
1.0750 |
1.0767 |
|
| S3 |
1.0716 |
1.0728 |
1.0764 |
|
| S4 |
1.0682 |
1.0694 |
1.0754 |
|
|
| Weekly Pivots for week ending 15-Feb-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.1189 |
1.1102 |
1.0813 |
|
| R3 |
1.1050 |
1.0963 |
1.0775 |
|
| R2 |
1.0911 |
1.0911 |
1.0762 |
|
| R1 |
1.0824 |
1.0824 |
1.0750 |
1.0798 |
| PP |
1.0772 |
1.0772 |
1.0772 |
1.0759 |
| S1 |
1.0685 |
1.0685 |
1.0724 |
1.0659 |
| S2 |
1.0633 |
1.0633 |
1.0712 |
|
| S3 |
1.0494 |
1.0546 |
1.0699 |
|
| S4 |
1.0355 |
1.0407 |
1.0661 |
|
|
|
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.0952 |
|
2.618 |
1.0896 |
|
1.618 |
1.0862 |
|
1.000 |
1.0841 |
|
0.618 |
1.0828 |
|
HIGH |
1.0807 |
|
0.618 |
1.0794 |
|
0.500 |
1.0790 |
|
0.382 |
1.0786 |
|
LOW |
1.0773 |
|
0.618 |
1.0752 |
|
1.000 |
1.0739 |
|
1.618 |
1.0718 |
|
2.618 |
1.0684 |
|
4.250 |
1.0629 |
|
|
| Fisher Pivots for day following 21-Feb-2013 |
| Pivot |
1 day |
3 day |
| R1 |
1.0790 |
1.0761 |
| PP |
1.0784 |
1.0748 |
| S1 |
1.0779 |
1.0736 |
|