CME Japanese Yen Future June 2013
| Trading Metrics calculated at close of trading on 12-Feb-2013 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
11-Feb-2013 |
12-Feb-2013 |
Change |
Change % |
Previous Week |
| Open |
1.0814 |
1.0615 |
-0.0199 |
-1.8% |
1.0780 |
| High |
1.0827 |
1.0775 |
-0.0052 |
-0.5% |
1.0872 |
| Low |
1.0600 |
1.0607 |
0.0007 |
0.1% |
1.0650 |
| Close |
1.0715 |
1.0703 |
-0.0012 |
-0.1% |
1.0785 |
| Range |
0.0227 |
0.0168 |
-0.0059 |
-26.0% |
0.0222 |
| ATR |
0.0126 |
0.0129 |
0.0003 |
2.4% |
0.0000 |
| Volume |
597 |
588 |
-9 |
-1.5% |
2,549 |
|
| Daily Pivots for day following 12-Feb-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.1199 |
1.1119 |
1.0795 |
|
| R3 |
1.1031 |
1.0951 |
1.0749 |
|
| R2 |
1.0863 |
1.0863 |
1.0734 |
|
| R1 |
1.0783 |
1.0783 |
1.0718 |
1.0823 |
| PP |
1.0695 |
1.0695 |
1.0695 |
1.0715 |
| S1 |
1.0615 |
1.0615 |
1.0688 |
1.0655 |
| S2 |
1.0527 |
1.0527 |
1.0672 |
|
| S3 |
1.0359 |
1.0447 |
1.0657 |
|
| S4 |
1.0191 |
1.0279 |
1.0611 |
|
|
| Weekly Pivots for week ending 08-Feb-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.1435 |
1.1332 |
1.0907 |
|
| R3 |
1.1213 |
1.1110 |
1.0846 |
|
| R2 |
1.0991 |
1.0991 |
1.0826 |
|
| R1 |
1.0888 |
1.0888 |
1.0805 |
1.0940 |
| PP |
1.0769 |
1.0769 |
1.0769 |
1.0795 |
| S1 |
1.0666 |
1.0666 |
1.0765 |
1.0718 |
| S2 |
1.0547 |
1.0547 |
1.0744 |
|
| S3 |
1.0325 |
1.0444 |
1.0724 |
|
| S4 |
1.0103 |
1.0222 |
1.0663 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1.0861 |
1.0600 |
0.0261 |
2.4% |
0.0149 |
1.4% |
39% |
False |
False |
601 |
| 10 |
1.1026 |
1.0600 |
0.0426 |
4.0% |
0.0135 |
1.3% |
24% |
False |
False |
553 |
| 20 |
1.1398 |
1.0600 |
0.0798 |
7.5% |
0.0134 |
1.2% |
13% |
False |
False |
402 |
| 40 |
1.2010 |
1.0600 |
0.1410 |
13.2% |
0.0103 |
1.0% |
7% |
False |
False |
254 |
| 60 |
1.2400 |
1.0600 |
0.1800 |
16.8% |
0.0077 |
0.7% |
6% |
False |
False |
174 |
| 80 |
1.2650 |
1.0600 |
0.2050 |
19.2% |
0.0065 |
0.6% |
5% |
False |
False |
132 |
| 100 |
1.2927 |
1.0600 |
0.2327 |
21.7% |
0.0054 |
0.5% |
4% |
False |
False |
106 |
| 120 |
1.2953 |
1.0600 |
0.2353 |
22.0% |
0.0046 |
0.4% |
4% |
False |
False |
89 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.1489 |
|
2.618 |
1.1215 |
|
1.618 |
1.1047 |
|
1.000 |
1.0943 |
|
0.618 |
1.0879 |
|
HIGH |
1.0775 |
|
0.618 |
1.0711 |
|
0.500 |
1.0691 |
|
0.382 |
1.0671 |
|
LOW |
1.0607 |
|
0.618 |
1.0503 |
|
1.000 |
1.0439 |
|
1.618 |
1.0335 |
|
2.618 |
1.0167 |
|
4.250 |
0.9893 |
|
|
| Fisher Pivots for day following 12-Feb-2013 |
| Pivot |
1 day |
3 day |
| R1 |
1.0699 |
1.0731 |
| PP |
1.0695 |
1.0721 |
| S1 |
1.0691 |
1.0712 |
|