CME Japanese Yen Future March 2013
| Trading Metrics calculated at close of trading on 22-Feb-2013 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
21-Feb-2013 |
22-Feb-2013 |
Change |
Change % |
Previous Week |
| Open |
1.0676 |
1.0752 |
0.0076 |
0.7% |
1.0654 |
| High |
1.0782 |
1.0763 |
-0.0019 |
-0.2% |
1.0782 |
| Low |
1.0655 |
1.0692 |
0.0037 |
0.3% |
1.0615 |
| Close |
1.0742 |
1.0707 |
-0.0035 |
-0.3% |
1.0707 |
| Range |
0.0127 |
0.0071 |
-0.0056 |
-44.1% |
0.0167 |
| ATR |
0.0136 |
0.0131 |
-0.0005 |
-3.4% |
0.0000 |
| Volume |
197,581 |
151,313 |
-46,268 |
-23.4% |
716,715 |
|
| Daily Pivots for day following 22-Feb-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.0934 |
1.0891 |
1.0746 |
|
| R3 |
1.0863 |
1.0820 |
1.0727 |
|
| R2 |
1.0792 |
1.0792 |
1.0720 |
|
| R1 |
1.0749 |
1.0749 |
1.0714 |
1.0735 |
| PP |
1.0721 |
1.0721 |
1.0721 |
1.0714 |
| S1 |
1.0678 |
1.0678 |
1.0700 |
1.0664 |
| S2 |
1.0650 |
1.0650 |
1.0694 |
|
| S3 |
1.0579 |
1.0607 |
1.0687 |
|
| S4 |
1.0508 |
1.0536 |
1.0668 |
|
|
| Weekly Pivots for week ending 22-Feb-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.1202 |
1.1122 |
1.0799 |
|
| R3 |
1.1035 |
1.0955 |
1.0753 |
|
| R2 |
1.0868 |
1.0868 |
1.0738 |
|
| R1 |
1.0788 |
1.0788 |
1.0722 |
1.0828 |
| PP |
1.0701 |
1.0701 |
1.0701 |
1.0722 |
| S1 |
1.0621 |
1.0621 |
1.0692 |
1.0661 |
| S2 |
1.0534 |
1.0534 |
1.0676 |
|
| S3 |
1.0367 |
1.0454 |
1.0661 |
|
| S4 |
1.0200 |
1.0287 |
1.0615 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1.0846 |
1.0615 |
0.0231 |
2.2% |
0.0119 |
1.1% |
40% |
False |
False |
196,861 |
| 10 |
1.0854 |
1.0588 |
0.0266 |
2.5% |
0.0142 |
1.3% |
45% |
False |
False |
201,351 |
| 20 |
1.1119 |
1.0588 |
0.0531 |
5.0% |
0.0131 |
1.2% |
22% |
False |
False |
198,883 |
| 40 |
1.1739 |
1.0588 |
0.1151 |
10.7% |
0.0130 |
1.2% |
10% |
False |
False |
182,143 |
| 60 |
1.2253 |
1.0588 |
0.1665 |
15.6% |
0.0113 |
1.1% |
7% |
False |
False |
140,277 |
| 80 |
1.2658 |
1.0588 |
0.2070 |
19.3% |
0.0105 |
1.0% |
6% |
False |
False |
105,287 |
| 100 |
1.2863 |
1.0588 |
0.2275 |
21.2% |
0.0093 |
0.9% |
5% |
False |
False |
84,238 |
| 120 |
1.2950 |
1.0588 |
0.2362 |
22.1% |
0.0085 |
0.8% |
5% |
False |
False |
70,203 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.1065 |
|
2.618 |
1.0949 |
|
1.618 |
1.0878 |
|
1.000 |
1.0834 |
|
0.618 |
1.0807 |
|
HIGH |
1.0763 |
|
0.618 |
1.0736 |
|
0.500 |
1.0728 |
|
0.382 |
1.0719 |
|
LOW |
1.0692 |
|
0.618 |
1.0648 |
|
1.000 |
1.0621 |
|
1.618 |
1.0577 |
|
2.618 |
1.0506 |
|
4.250 |
1.0390 |
|
|
| Fisher Pivots for day following 22-Feb-2013 |
| Pivot |
1 day |
3 day |
| R1 |
1.0728 |
1.0709 |
| PP |
1.0721 |
1.0708 |
| S1 |
1.0714 |
1.0708 |
|