CME Japanese Yen Future March 2013
| Trading Metrics calculated at close of trading on 15-Feb-2013 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
14-Feb-2013 |
15-Feb-2013 |
Change |
Change % |
Previous Week |
| Open |
1.0725 |
1.0769 |
0.0044 |
0.4% |
1.0804 |
| High |
1.0793 |
1.0846 |
0.0053 |
0.5% |
1.0846 |
| Low |
1.0672 |
1.0658 |
-0.0014 |
-0.1% |
1.0588 |
| Close |
1.0753 |
1.0706 |
-0.0047 |
-0.4% |
1.0706 |
| Range |
0.0121 |
0.0188 |
0.0067 |
55.4% |
0.0258 |
| ATR |
0.0138 |
0.0141 |
0.0004 |
2.6% |
0.0000 |
| Volume |
176,967 |
267,592 |
90,625 |
51.2% |
1,046,846 |
|
| Daily Pivots for day following 15-Feb-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.1301 |
1.1191 |
1.0809 |
|
| R3 |
1.1113 |
1.1003 |
1.0758 |
|
| R2 |
1.0925 |
1.0925 |
1.0740 |
|
| R1 |
1.0815 |
1.0815 |
1.0723 |
1.0776 |
| PP |
1.0737 |
1.0737 |
1.0737 |
1.0717 |
| S1 |
1.0627 |
1.0627 |
1.0689 |
1.0588 |
| S2 |
1.0549 |
1.0549 |
1.0672 |
|
| S3 |
1.0361 |
1.0439 |
1.0654 |
|
| S4 |
1.0173 |
1.0251 |
1.0603 |
|
|
| Weekly Pivots for week ending 15-Feb-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.1487 |
1.1355 |
1.0848 |
|
| R3 |
1.1229 |
1.1097 |
1.0777 |
|
| R2 |
1.0971 |
1.0971 |
1.0753 |
|
| R1 |
1.0839 |
1.0839 |
1.0730 |
1.0776 |
| PP |
1.0713 |
1.0713 |
1.0713 |
1.0682 |
| S1 |
1.0581 |
1.0581 |
1.0682 |
1.0518 |
| S2 |
1.0455 |
1.0455 |
1.0659 |
|
| S3 |
1.0197 |
1.0323 |
1.0635 |
|
| S4 |
0.9939 |
1.0065 |
1.0564 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1.0846 |
1.0588 |
0.0258 |
2.4% |
0.0164 |
1.5% |
46% |
True |
False |
209,369 |
| 10 |
1.0866 |
1.0588 |
0.0278 |
2.6% |
0.0150 |
1.4% |
42% |
False |
False |
214,496 |
| 20 |
1.1360 |
1.0588 |
0.0772 |
7.2% |
0.0144 |
1.3% |
15% |
False |
False |
211,673 |
| 40 |
1.1934 |
1.0588 |
0.1346 |
12.6% |
0.0128 |
1.2% |
9% |
False |
False |
174,083 |
| 60 |
1.2338 |
1.0588 |
0.1750 |
16.3% |
0.0113 |
1.1% |
7% |
False |
False |
128,393 |
| 80 |
1.2658 |
1.0588 |
0.2070 |
19.3% |
0.0103 |
1.0% |
6% |
False |
False |
96,332 |
| 100 |
1.2934 |
1.0588 |
0.2346 |
21.9% |
0.0091 |
0.8% |
5% |
False |
False |
77,073 |
| 120 |
1.2950 |
1.0588 |
0.2362 |
22.1% |
0.0081 |
0.8% |
5% |
False |
False |
64,231 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.1645 |
|
2.618 |
1.1338 |
|
1.618 |
1.1150 |
|
1.000 |
1.1034 |
|
0.618 |
1.0962 |
|
HIGH |
1.0846 |
|
0.618 |
1.0774 |
|
0.500 |
1.0752 |
|
0.382 |
1.0730 |
|
LOW |
1.0658 |
|
0.618 |
1.0542 |
|
1.000 |
1.0470 |
|
1.618 |
1.0354 |
|
2.618 |
1.0166 |
|
4.250 |
0.9859 |
|
|
| Fisher Pivots for day following 15-Feb-2013 |
| Pivot |
1 day |
3 day |
| R1 |
1.0752 |
1.0752 |
| PP |
1.0737 |
1.0737 |
| S1 |
1.0721 |
1.0721 |
|