CME Japanese Yen Future March 2013
| Trading Metrics calculated at close of trading on 05-Mar-2013 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
04-Mar-2013 |
05-Mar-2013 |
Change |
Change % |
Previous Week |
| Open |
1.0689 |
1.0698 |
0.0009 |
0.1% |
1.0632 |
| High |
1.0733 |
1.0764 |
0.0031 |
0.3% |
1.1009 |
| Low |
1.0670 |
1.0693 |
0.0023 |
0.2% |
1.0605 |
| Close |
1.0704 |
1.0719 |
0.0015 |
0.1% |
1.0685 |
| Range |
0.0063 |
0.0071 |
0.0008 |
12.7% |
0.0404 |
| ATR |
0.0143 |
0.0138 |
-0.0005 |
-3.6% |
0.0000 |
| Volume |
120,279 |
132,048 |
11,769 |
9.8% |
1,199,437 |
|
| Daily Pivots for day following 05-Mar-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.0938 |
1.0900 |
1.0758 |
|
| R3 |
1.0867 |
1.0829 |
1.0739 |
|
| R2 |
1.0796 |
1.0796 |
1.0732 |
|
| R1 |
1.0758 |
1.0758 |
1.0726 |
1.0777 |
| PP |
1.0725 |
1.0725 |
1.0725 |
1.0735 |
| S1 |
1.0687 |
1.0687 |
1.0712 |
1.0706 |
| S2 |
1.0654 |
1.0654 |
1.0706 |
|
| S3 |
1.0583 |
1.0616 |
1.0699 |
|
| S4 |
1.0512 |
1.0545 |
1.0680 |
|
|
| Weekly Pivots for week ending 01-Mar-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.1978 |
1.1736 |
1.0907 |
|
| R3 |
1.1574 |
1.1332 |
1.0796 |
|
| R2 |
1.1170 |
1.1170 |
1.0759 |
|
| R1 |
1.0928 |
1.0928 |
1.0722 |
1.1049 |
| PP |
1.0766 |
1.0766 |
1.0766 |
1.0827 |
| S1 |
1.0524 |
1.0524 |
1.0648 |
1.0645 |
| S2 |
1.0362 |
1.0362 |
1.0611 |
|
| S3 |
0.9958 |
1.0120 |
1.0574 |
|
| S4 |
0.9554 |
0.9716 |
1.0463 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1.0974 |
1.0670 |
0.0304 |
2.8% |
0.0107 |
1.0% |
16% |
False |
False |
162,946 |
| 10 |
1.1009 |
1.0605 |
0.0404 |
3.8% |
0.0143 |
1.3% |
28% |
False |
False |
196,138 |
| 20 |
1.1009 |
1.0588 |
0.0421 |
3.9% |
0.0146 |
1.4% |
31% |
False |
False |
206,433 |
| 40 |
1.1522 |
1.0588 |
0.0934 |
8.7% |
0.0141 |
1.3% |
14% |
False |
False |
199,955 |
| 60 |
1.2188 |
1.0588 |
0.1600 |
14.9% |
0.0123 |
1.1% |
8% |
False |
False |
163,823 |
| 80 |
1.2658 |
1.0588 |
0.2070 |
19.3% |
0.0115 |
1.1% |
6% |
False |
False |
123,429 |
| 100 |
1.2830 |
1.0588 |
0.2242 |
20.9% |
0.0101 |
0.9% |
6% |
False |
False |
98,754 |
| 120 |
1.2950 |
1.0588 |
0.2362 |
22.0% |
0.0093 |
0.9% |
6% |
False |
False |
82,301 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.1066 |
|
2.618 |
1.0950 |
|
1.618 |
1.0879 |
|
1.000 |
1.0835 |
|
0.618 |
1.0808 |
|
HIGH |
1.0764 |
|
0.618 |
1.0737 |
|
0.500 |
1.0729 |
|
0.382 |
1.0720 |
|
LOW |
1.0693 |
|
0.618 |
1.0649 |
|
1.000 |
1.0622 |
|
1.618 |
1.0578 |
|
2.618 |
1.0507 |
|
4.250 |
1.0391 |
|
|
| Fisher Pivots for day following 05-Mar-2013 |
| Pivot |
1 day |
3 day |
| R1 |
1.0729 |
1.0745 |
| PP |
1.0725 |
1.0736 |
| S1 |
1.0722 |
1.0728 |
|