CME Japanese Yen Future December 2013
| Trading Metrics calculated at close of trading on 26-Feb-2013 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
25-Feb-2013 |
26-Feb-2013 |
Change |
Change % |
Previous Week |
| Open |
1.0655 |
1.0925 |
0.0270 |
2.5% |
1.0690 |
| High |
1.1000 |
1.1000 |
0.0000 |
0.0% |
1.0807 |
| Low |
1.0655 |
1.0890 |
0.0235 |
2.2% |
1.0664 |
| Close |
1.0829 |
1.0907 |
0.0078 |
0.7% |
1.0738 |
| Range |
0.0345 |
0.0110 |
-0.0235 |
-68.1% |
0.0143 |
| ATR |
0.0100 |
0.0105 |
0.0005 |
5.1% |
0.0000 |
| Volume |
5 |
37 |
32 |
640.0% |
77 |
|
| Daily Pivots for day following 26-Feb-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.1262 |
1.1195 |
1.0968 |
|
| R3 |
1.1152 |
1.1085 |
1.0937 |
|
| R2 |
1.1042 |
1.1042 |
1.0927 |
|
| R1 |
1.0975 |
1.0975 |
1.0917 |
1.0954 |
| PP |
1.0932 |
1.0932 |
1.0932 |
1.0922 |
| S1 |
1.0865 |
1.0865 |
1.0897 |
1.0844 |
| S2 |
1.0822 |
1.0822 |
1.0887 |
|
| S3 |
1.0712 |
1.0755 |
1.0877 |
|
| S4 |
1.0602 |
1.0645 |
1.0847 |
|
|
| Weekly Pivots for week ending 22-Feb-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.1165 |
1.1095 |
1.0817 |
|
| R3 |
1.1022 |
1.0952 |
1.0777 |
|
| R2 |
1.0879 |
1.0879 |
1.0764 |
|
| R1 |
1.0809 |
1.0809 |
1.0751 |
1.0844 |
| PP |
1.0736 |
1.0736 |
1.0736 |
1.0754 |
| S1 |
1.0666 |
1.0666 |
1.0725 |
1.0701 |
| S2 |
1.0593 |
1.0593 |
1.0712 |
|
| S3 |
1.0450 |
1.0523 |
1.0699 |
|
| S4 |
1.0307 |
1.0380 |
1.0659 |
|
|
|
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.1468 |
|
2.618 |
1.1288 |
|
1.618 |
1.1178 |
|
1.000 |
1.1110 |
|
0.618 |
1.1068 |
|
HIGH |
1.1000 |
|
0.618 |
1.0958 |
|
0.500 |
1.0945 |
|
0.382 |
1.0932 |
|
LOW |
1.0890 |
|
0.618 |
1.0822 |
|
1.000 |
1.0780 |
|
1.618 |
1.0712 |
|
2.618 |
1.0602 |
|
4.250 |
1.0423 |
|
|
| Fisher Pivots for day following 26-Feb-2013 |
| Pivot |
1 day |
3 day |
| R1 |
1.0945 |
1.0881 |
| PP |
1.0932 |
1.0854 |
| S1 |
1.0920 |
1.0828 |
|