CME Japanese Yen Future March 2013
| Trading Metrics calculated at close of trading on 01-Feb-2013 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
31-Jan-2013 |
01-Feb-2013 |
Change |
Change % |
Previous Week |
| Open |
1.0983 |
1.0903 |
-0.0080 |
-0.7% |
1.0989 |
| High |
1.1023 |
1.0945 |
-0.0078 |
-0.7% |
1.1074 |
| Low |
1.0897 |
1.0760 |
-0.0137 |
-1.3% |
1.0760 |
| Close |
1.0945 |
1.0785 |
-0.0160 |
-1.5% |
1.0785 |
| Range |
0.0126 |
0.0185 |
0.0059 |
46.8% |
0.0314 |
| ATR |
0.0126 |
0.0130 |
0.0004 |
3.4% |
0.0000 |
| Volume |
157,560 |
260,531 |
102,971 |
65.4% |
916,167 |
|
| Daily Pivots for day following 01-Feb-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.1385 |
1.1270 |
1.0887 |
|
| R3 |
1.1200 |
1.1085 |
1.0836 |
|
| R2 |
1.1015 |
1.1015 |
1.0819 |
|
| R1 |
1.0900 |
1.0900 |
1.0802 |
1.0865 |
| PP |
1.0830 |
1.0830 |
1.0830 |
1.0813 |
| S1 |
1.0715 |
1.0715 |
1.0768 |
1.0680 |
| S2 |
1.0645 |
1.0645 |
1.0751 |
|
| S3 |
1.0460 |
1.0530 |
1.0734 |
|
| S4 |
1.0275 |
1.0345 |
1.0683 |
|
|
| Weekly Pivots for week ending 01-Feb-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.1815 |
1.1614 |
1.0958 |
|
| R3 |
1.1501 |
1.1300 |
1.0871 |
|
| R2 |
1.1187 |
1.1187 |
1.0843 |
|
| R1 |
1.0986 |
1.0986 |
1.0814 |
1.0930 |
| PP |
1.0873 |
1.0873 |
1.0873 |
1.0845 |
| S1 |
1.0672 |
1.0672 |
1.0756 |
1.0616 |
| S2 |
1.0559 |
1.0559 |
1.0727 |
|
| S3 |
1.0245 |
1.0358 |
1.0699 |
|
| S4 |
0.9931 |
1.0044 |
1.0612 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1.1074 |
1.0760 |
0.0314 |
2.9% |
0.0113 |
1.0% |
8% |
False |
True |
183,233 |
| 10 |
1.1360 |
1.0760 |
0.0600 |
5.6% |
0.0138 |
1.3% |
4% |
False |
True |
208,850 |
| 20 |
1.1522 |
1.0760 |
0.0762 |
7.1% |
0.0139 |
1.3% |
3% |
False |
True |
194,948 |
| 40 |
1.2231 |
1.0760 |
0.1471 |
13.6% |
0.0111 |
1.0% |
2% |
False |
True |
138,315 |
| 60 |
1.2658 |
1.0760 |
0.1898 |
17.6% |
0.0103 |
1.0% |
1% |
False |
True |
92,682 |
| 80 |
1.2830 |
1.0760 |
0.2070 |
19.2% |
0.0089 |
0.8% |
1% |
False |
True |
69,525 |
| 100 |
1.2950 |
1.0760 |
0.2190 |
20.3% |
0.0081 |
0.8% |
1% |
False |
True |
55,627 |
| 120 |
1.2950 |
1.0760 |
0.2190 |
20.3% |
0.0071 |
0.7% |
1% |
False |
True |
46,357 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.1731 |
|
2.618 |
1.1429 |
|
1.618 |
1.1244 |
|
1.000 |
1.1130 |
|
0.618 |
1.1059 |
|
HIGH |
1.0945 |
|
0.618 |
1.0874 |
|
0.500 |
1.0853 |
|
0.382 |
1.0831 |
|
LOW |
1.0760 |
|
0.618 |
1.0646 |
|
1.000 |
1.0575 |
|
1.618 |
1.0461 |
|
2.618 |
1.0276 |
|
4.250 |
0.9974 |
|
|
| Fisher Pivots for day following 01-Feb-2013 |
| Pivot |
1 day |
3 day |
| R1 |
1.0853 |
1.0894 |
| PP |
1.0830 |
1.0857 |
| S1 |
1.0808 |
1.0821 |
|