CME Japanese Yen Future March 2013
| Trading Metrics calculated at close of trading on 08-Feb-2013 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
07-Feb-2013 |
08-Feb-2013 |
Change |
Change % |
Previous Week |
| Open |
1.0694 |
1.0675 |
-0.0019 |
-0.2% |
1.0776 |
| High |
1.0748 |
1.0854 |
0.0106 |
1.0% |
1.0866 |
| Low |
1.0650 |
1.0670 |
0.0020 |
0.2% |
1.0633 |
| Close |
1.0691 |
1.0777 |
0.0086 |
0.8% |
1.0777 |
| Range |
0.0098 |
0.0184 |
0.0086 |
87.8% |
0.0233 |
| ATR |
0.0128 |
0.0132 |
0.0004 |
3.2% |
0.0000 |
| Volume |
211,539 |
249,956 |
38,417 |
18.2% |
1,098,118 |
|
| Daily Pivots for day following 08-Feb-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.1319 |
1.1232 |
1.0878 |
|
| R3 |
1.1135 |
1.1048 |
1.0828 |
|
| R2 |
1.0951 |
1.0951 |
1.0811 |
|
| R1 |
1.0864 |
1.0864 |
1.0794 |
1.0908 |
| PP |
1.0767 |
1.0767 |
1.0767 |
1.0789 |
| S1 |
1.0680 |
1.0680 |
1.0760 |
1.0724 |
| S2 |
1.0583 |
1.0583 |
1.0743 |
|
| S3 |
1.0399 |
1.0496 |
1.0726 |
|
| S4 |
1.0215 |
1.0312 |
1.0676 |
|
|
| Weekly Pivots for week ending 08-Feb-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.1458 |
1.1350 |
1.0905 |
|
| R3 |
1.1225 |
1.1117 |
1.0841 |
|
| R2 |
1.0992 |
1.0992 |
1.0820 |
|
| R1 |
1.0884 |
1.0884 |
1.0798 |
1.0938 |
| PP |
1.0759 |
1.0759 |
1.0759 |
1.0786 |
| S1 |
1.0651 |
1.0651 |
1.0756 |
1.0705 |
| S2 |
1.0526 |
1.0526 |
1.0734 |
|
| S3 |
1.0293 |
1.0418 |
1.0713 |
|
| S4 |
1.0060 |
1.0185 |
1.0649 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1.0866 |
1.0633 |
0.0233 |
2.2% |
0.0135 |
1.2% |
62% |
False |
False |
219,623 |
| 10 |
1.1074 |
1.0633 |
0.0441 |
4.1% |
0.0124 |
1.1% |
33% |
False |
False |
201,428 |
| 20 |
1.1396 |
1.0633 |
0.0763 |
7.1% |
0.0139 |
1.3% |
19% |
False |
False |
210,483 |
| 40 |
1.2132 |
1.0633 |
0.1499 |
13.9% |
0.0119 |
1.1% |
10% |
False |
False |
162,702 |
| 60 |
1.2630 |
1.0633 |
0.1997 |
18.5% |
0.0109 |
1.0% |
7% |
False |
False |
110,974 |
| 80 |
1.2727 |
1.0633 |
0.2094 |
19.4% |
0.0096 |
0.9% |
7% |
False |
False |
83,250 |
| 100 |
1.2934 |
1.0633 |
0.2301 |
21.4% |
0.0085 |
0.8% |
6% |
False |
False |
66,607 |
| 120 |
1.2950 |
1.0633 |
0.2317 |
21.5% |
0.0076 |
0.7% |
6% |
False |
False |
55,508 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.1636 |
|
2.618 |
1.1336 |
|
1.618 |
1.1152 |
|
1.000 |
1.1038 |
|
0.618 |
1.0968 |
|
HIGH |
1.0854 |
|
0.618 |
1.0784 |
|
0.500 |
1.0762 |
|
0.382 |
1.0740 |
|
LOW |
1.0670 |
|
0.618 |
1.0556 |
|
1.000 |
1.0486 |
|
1.618 |
1.0372 |
|
2.618 |
1.0188 |
|
4.250 |
0.9888 |
|
|
| Fisher Pivots for day following 08-Feb-2013 |
| Pivot |
1 day |
3 day |
| R1 |
1.0772 |
1.0766 |
| PP |
1.0767 |
1.0755 |
| S1 |
1.0762 |
1.0744 |
|