CME Japanese Yen Future March 2013
| Trading Metrics calculated at close of trading on 27-Feb-2013 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
26-Feb-2013 |
27-Feb-2013 |
Change |
Change % |
Previous Week |
| Open |
1.0853 |
1.0874 |
0.0021 |
0.2% |
1.0654 |
| High |
1.0977 |
1.0974 |
-0.0003 |
0.0% |
1.0782 |
| Low |
1.0783 |
1.0818 |
0.0035 |
0.3% |
1.0615 |
| Close |
1.0876 |
1.0834 |
-0.0042 |
-0.4% |
1.0707 |
| Range |
0.0194 |
0.0156 |
-0.0038 |
-19.6% |
0.0167 |
| ATR |
0.0154 |
0.0154 |
0.0000 |
0.1% |
0.0000 |
| Volume |
334,856 |
223,670 |
-111,186 |
-33.2% |
716,715 |
|
| Daily Pivots for day following 27-Feb-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.1343 |
1.1245 |
1.0920 |
|
| R3 |
1.1187 |
1.1089 |
1.0877 |
|
| R2 |
1.1031 |
1.1031 |
1.0863 |
|
| R1 |
1.0933 |
1.0933 |
1.0848 |
1.0904 |
| PP |
1.0875 |
1.0875 |
1.0875 |
1.0861 |
| S1 |
1.0777 |
1.0777 |
1.0820 |
1.0748 |
| S2 |
1.0719 |
1.0719 |
1.0805 |
|
| S3 |
1.0563 |
1.0621 |
1.0791 |
|
| S4 |
1.0407 |
1.0465 |
1.0748 |
|
|
| 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 |
1.1009 |
1.0605 |
0.0404 |
3.7% |
0.0190 |
1.8% |
57% |
False |
False |
241,918 |
| 10 |
1.1009 |
1.0605 |
0.0404 |
3.7% |
0.0158 |
1.5% |
57% |
False |
False |
218,412 |
| 20 |
1.1027 |
1.0588 |
0.0439 |
4.1% |
0.0153 |
1.4% |
56% |
False |
False |
215,997 |
| 40 |
1.1660 |
1.0588 |
0.1072 |
9.9% |
0.0142 |
1.3% |
23% |
False |
False |
196,798 |
| 60 |
1.2249 |
1.0588 |
0.1661 |
15.3% |
0.0122 |
1.1% |
15% |
False |
False |
154,528 |
| 80 |
1.2658 |
1.0588 |
0.2070 |
19.1% |
0.0112 |
1.0% |
12% |
False |
False |
116,043 |
| 100 |
1.2830 |
1.0588 |
0.2242 |
20.7% |
0.0100 |
0.9% |
11% |
False |
False |
92,844 |
| 120 |
1.2950 |
1.0588 |
0.2362 |
21.8% |
0.0091 |
0.8% |
10% |
False |
False |
77,375 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.1637 |
|
2.618 |
1.1382 |
|
1.618 |
1.1226 |
|
1.000 |
1.1130 |
|
0.618 |
1.1070 |
|
HIGH |
1.0974 |
|
0.618 |
1.0914 |
|
0.500 |
1.0896 |
|
0.382 |
1.0878 |
|
LOW |
1.0818 |
|
0.618 |
1.0722 |
|
1.000 |
1.0662 |
|
1.618 |
1.0566 |
|
2.618 |
1.0410 |
|
4.250 |
1.0155 |
|
|
| Fisher Pivots for day following 27-Feb-2013 |
| Pivot |
1 day |
3 day |
| R1 |
1.0896 |
1.0825 |
| PP |
1.0875 |
1.0816 |
| S1 |
1.0855 |
1.0807 |
|