CME Japanese Yen Future March 2013
| Trading Metrics calculated at close of trading on 11-Feb-2013 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
08-Feb-2013 |
11-Feb-2013 |
Change |
Change % |
Previous Week |
| Open |
1.0675 |
1.0804 |
0.0129 |
1.2% |
1.0776 |
| High |
1.0854 |
1.0819 |
-0.0035 |
-0.3% |
1.0866 |
| Low |
1.0670 |
1.0588 |
-0.0082 |
-0.8% |
1.0633 |
| Close |
1.0777 |
1.0707 |
-0.0070 |
-0.6% |
1.0777 |
| Range |
0.0184 |
0.0231 |
0.0047 |
25.5% |
0.0233 |
| ATR |
0.0132 |
0.0139 |
0.0007 |
5.4% |
0.0000 |
| Volume |
249,956 |
148,561 |
-101,395 |
-40.6% |
1,098,118 |
|
| Daily Pivots for day following 11-Feb-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.1398 |
1.1283 |
1.0834 |
|
| R3 |
1.1167 |
1.1052 |
1.0771 |
|
| R2 |
1.0936 |
1.0936 |
1.0749 |
|
| R1 |
1.0821 |
1.0821 |
1.0728 |
1.0763 |
| PP |
1.0705 |
1.0705 |
1.0705 |
1.0676 |
| S1 |
1.0590 |
1.0590 |
1.0686 |
1.0532 |
| S2 |
1.0474 |
1.0474 |
1.0665 |
|
| S3 |
1.0243 |
1.0359 |
1.0643 |
|
| S4 |
1.0012 |
1.0128 |
1.0580 |
|
|
| 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 |
1.0588 |
0.0278 |
2.6% |
0.0158 |
1.5% |
43% |
False |
True |
212,381 |
| 10 |
1.1074 |
1.0588 |
0.0486 |
4.5% |
0.0138 |
1.3% |
24% |
False |
True |
200,763 |
| 20 |
1.1396 |
1.0588 |
0.0808 |
7.5% |
0.0146 |
1.4% |
15% |
False |
True |
208,358 |
| 40 |
1.2038 |
1.0588 |
0.1450 |
13.5% |
0.0122 |
1.1% |
8% |
False |
True |
164,060 |
| 60 |
1.2601 |
1.0588 |
0.2013 |
18.8% |
0.0112 |
1.0% |
6% |
False |
True |
113,449 |
| 80 |
1.2727 |
1.0588 |
0.2139 |
20.0% |
0.0098 |
0.9% |
6% |
False |
True |
85,106 |
| 100 |
1.2934 |
1.0588 |
0.2346 |
21.9% |
0.0087 |
0.8% |
5% |
False |
True |
68,092 |
| 120 |
1.2950 |
1.0588 |
0.2362 |
22.1% |
0.0078 |
0.7% |
5% |
False |
True |
56,746 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.1801 |
|
2.618 |
1.1424 |
|
1.618 |
1.1193 |
|
1.000 |
1.1050 |
|
0.618 |
1.0962 |
|
HIGH |
1.0819 |
|
0.618 |
1.0731 |
|
0.500 |
1.0704 |
|
0.382 |
1.0676 |
|
LOW |
1.0588 |
|
0.618 |
1.0445 |
|
1.000 |
1.0357 |
|
1.618 |
1.0214 |
|
2.618 |
0.9983 |
|
4.250 |
0.9606 |
|
|
| Fisher Pivots for day following 11-Feb-2013 |
| Pivot |
1 day |
3 day |
| R1 |
1.0706 |
1.0721 |
| PP |
1.0705 |
1.0716 |
| S1 |
1.0704 |
1.0712 |
|