CME Japanese Yen Future March 2013
| Trading Metrics calculated at close of trading on 04-Feb-2013 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
01-Feb-2013 |
04-Feb-2013 |
Change |
Change % |
Previous Week |
| Open |
1.0903 |
1.0776 |
-0.0127 |
-1.2% |
1.0989 |
| High |
1.0945 |
1.0848 |
-0.0097 |
-0.9% |
1.1074 |
| Low |
1.0760 |
1.0734 |
-0.0026 |
-0.2% |
1.0760 |
| Close |
1.0785 |
1.0827 |
0.0042 |
0.4% |
1.0785 |
| Range |
0.0185 |
0.0114 |
-0.0071 |
-38.4% |
0.0314 |
| ATR |
0.0130 |
0.0129 |
-0.0001 |
-0.9% |
0.0000 |
| Volume |
260,531 |
184,773 |
-75,758 |
-29.1% |
916,167 |
|
| Daily Pivots for day following 04-Feb-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.1145 |
1.1100 |
1.0890 |
|
| R3 |
1.1031 |
1.0986 |
1.0858 |
|
| R2 |
1.0917 |
1.0917 |
1.0848 |
|
| R1 |
1.0872 |
1.0872 |
1.0837 |
1.0895 |
| PP |
1.0803 |
1.0803 |
1.0803 |
1.0814 |
| S1 |
1.0758 |
1.0758 |
1.0817 |
1.0781 |
| S2 |
1.0689 |
1.0689 |
1.0806 |
|
| S3 |
1.0575 |
1.0644 |
1.0796 |
|
| S4 |
1.0461 |
1.0530 |
1.0764 |
|
|
| 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 |
1.0734 |
0.0340 |
3.1% |
0.0119 |
1.1% |
27% |
False |
True |
189,144 |
| 10 |
1.1360 |
1.0734 |
0.0626 |
5.8% |
0.0143 |
1.3% |
15% |
False |
True |
208,638 |
| 20 |
1.1522 |
1.0734 |
0.0788 |
7.3% |
0.0136 |
1.3% |
12% |
False |
True |
193,476 |
| 40 |
1.2188 |
1.0734 |
0.1454 |
13.4% |
0.0112 |
1.0% |
6% |
False |
True |
142,518 |
| 60 |
1.2658 |
1.0734 |
0.1924 |
17.8% |
0.0104 |
1.0% |
5% |
False |
True |
95,761 |
| 80 |
1.2830 |
1.0734 |
0.2096 |
19.4% |
0.0090 |
0.8% |
4% |
False |
True |
71,834 |
| 100 |
1.2950 |
1.0734 |
0.2216 |
20.5% |
0.0082 |
0.8% |
4% |
False |
True |
57,474 |
| 120 |
1.2950 |
1.0734 |
0.2216 |
20.5% |
0.0072 |
0.7% |
4% |
False |
True |
47,897 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.1333 |
|
2.618 |
1.1146 |
|
1.618 |
1.1032 |
|
1.000 |
1.0962 |
|
0.618 |
1.0918 |
|
HIGH |
1.0848 |
|
0.618 |
1.0804 |
|
0.500 |
1.0791 |
|
0.382 |
1.0778 |
|
LOW |
1.0734 |
|
0.618 |
1.0664 |
|
1.000 |
1.0620 |
|
1.618 |
1.0550 |
|
2.618 |
1.0436 |
|
4.250 |
1.0250 |
|
|
| Fisher Pivots for day following 04-Feb-2013 |
| Pivot |
1 day |
3 day |
| R1 |
1.0815 |
1.0879 |
| PP |
1.0803 |
1.0861 |
| S1 |
1.0791 |
1.0844 |
|