CME Japanese Yen Future March 2013
| Trading Metrics calculated at close of trading on 14-Feb-2013 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
13-Feb-2013 |
14-Feb-2013 |
Change |
Change % |
Previous Week |
| Open |
1.0726 |
1.0725 |
-0.0001 |
0.0% |
1.0776 |
| High |
1.0777 |
1.0793 |
0.0016 |
0.1% |
1.0866 |
| Low |
1.0666 |
1.0672 |
0.0006 |
0.1% |
1.0633 |
| Close |
1.0701 |
1.0753 |
0.0052 |
0.5% |
1.0777 |
| Range |
0.0111 |
0.0121 |
0.0010 |
9.0% |
0.0233 |
| ATR |
0.0139 |
0.0138 |
-0.0001 |
-0.9% |
0.0000 |
| Volume |
162,152 |
176,967 |
14,815 |
9.1% |
1,098,118 |
|
| Daily Pivots for day following 14-Feb-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.1102 |
1.1049 |
1.0820 |
|
| R3 |
1.0981 |
1.0928 |
1.0786 |
|
| R2 |
1.0860 |
1.0860 |
1.0775 |
|
| R1 |
1.0807 |
1.0807 |
1.0764 |
1.0834 |
| PP |
1.0739 |
1.0739 |
1.0739 |
1.0753 |
| S1 |
1.0686 |
1.0686 |
1.0742 |
1.0713 |
| S2 |
1.0618 |
1.0618 |
1.0731 |
|
| S3 |
1.0497 |
1.0565 |
1.0720 |
|
| S4 |
1.0376 |
1.0444 |
1.0686 |
|
|
| 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 |
1.0854 |
1.0588 |
0.0266 |
2.5% |
0.0164 |
1.5% |
62% |
False |
False |
205,842 |
| 10 |
1.0945 |
1.0588 |
0.0357 |
3.3% |
0.0149 |
1.4% |
46% |
False |
False |
213,790 |
| 20 |
1.1360 |
1.0588 |
0.0772 |
7.2% |
0.0147 |
1.4% |
21% |
False |
False |
211,241 |
| 40 |
1.1939 |
1.0588 |
0.1351 |
12.6% |
0.0125 |
1.2% |
12% |
False |
False |
170,004 |
| 60 |
1.2345 |
1.0588 |
0.1757 |
16.3% |
0.0111 |
1.0% |
9% |
False |
False |
123,943 |
| 80 |
1.2658 |
1.0588 |
0.2070 |
19.3% |
0.0102 |
0.9% |
8% |
False |
False |
92,988 |
| 100 |
1.2934 |
1.0588 |
0.2346 |
21.8% |
0.0089 |
0.8% |
7% |
False |
False |
74,397 |
| 120 |
1.2950 |
1.0588 |
0.2362 |
22.0% |
0.0080 |
0.7% |
7% |
False |
False |
62,002 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.1307 |
|
2.618 |
1.1110 |
|
1.618 |
1.0989 |
|
1.000 |
1.0914 |
|
0.618 |
1.0868 |
|
HIGH |
1.0793 |
|
0.618 |
1.0747 |
|
0.500 |
1.0733 |
|
0.382 |
1.0718 |
|
LOW |
1.0672 |
|
0.618 |
1.0597 |
|
1.000 |
1.0551 |
|
1.618 |
1.0476 |
|
2.618 |
1.0355 |
|
4.250 |
1.0158 |
|
|
| Fisher Pivots for day following 14-Feb-2013 |
| Pivot |
1 day |
3 day |
| R1 |
1.0746 |
1.0733 |
| PP |
1.0739 |
1.0714 |
| S1 |
1.0733 |
1.0694 |
|