CME Japanese Yen Future March 2013
| Trading Metrics calculated at close of trading on 06-Mar-2013 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
05-Mar-2013 |
06-Mar-2013 |
Change |
Change % |
Previous Week |
| Open |
1.0698 |
1.0712 |
0.0014 |
0.1% |
1.0632 |
| High |
1.0764 |
1.0755 |
-0.0009 |
-0.1% |
1.1009 |
| Low |
1.0693 |
1.0625 |
-0.0068 |
-0.6% |
1.0605 |
| Close |
1.0719 |
1.0632 |
-0.0087 |
-0.8% |
1.0685 |
| Range |
0.0071 |
0.0130 |
0.0059 |
83.1% |
0.0404 |
| ATR |
0.0138 |
0.0138 |
-0.0001 |
-0.4% |
0.0000 |
| Volume |
132,048 |
136,809 |
4,761 |
3.6% |
1,199,437 |
|
| Daily Pivots for day following 06-Mar-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.1061 |
1.0976 |
1.0704 |
|
| R3 |
1.0931 |
1.0846 |
1.0668 |
|
| R2 |
1.0801 |
1.0801 |
1.0656 |
|
| R1 |
1.0716 |
1.0716 |
1.0644 |
1.0694 |
| PP |
1.0671 |
1.0671 |
1.0671 |
1.0659 |
| S1 |
1.0586 |
1.0586 |
1.0620 |
1.0564 |
| S2 |
1.0541 |
1.0541 |
1.0608 |
|
| S3 |
1.0411 |
1.0456 |
1.0596 |
|
| S4 |
1.0281 |
1.0326 |
1.0561 |
|
|
| 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 |
1.0869 |
1.0625 |
0.0244 |
2.3% |
0.0101 |
1.0% |
3% |
False |
True |
145,574 |
| 10 |
1.1009 |
1.0605 |
0.0404 |
3.8% |
0.0146 |
1.4% |
7% |
False |
False |
193,746 |
| 20 |
1.1009 |
1.0588 |
0.0421 |
4.0% |
0.0143 |
1.3% |
10% |
False |
False |
200,795 |
| 40 |
1.1522 |
1.0588 |
0.0934 |
8.8% |
0.0142 |
1.3% |
5% |
False |
False |
200,353 |
| 60 |
1.2188 |
1.0588 |
0.1600 |
15.0% |
0.0124 |
1.2% |
3% |
False |
False |
166,006 |
| 80 |
1.2658 |
1.0588 |
0.2070 |
19.5% |
0.0115 |
1.1% |
2% |
False |
False |
125,139 |
| 100 |
1.2830 |
1.0588 |
0.2242 |
21.1% |
0.0102 |
1.0% |
2% |
False |
False |
100,122 |
| 120 |
1.2950 |
1.0588 |
0.2362 |
22.2% |
0.0094 |
0.9% |
2% |
False |
False |
83,441 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.1308 |
|
2.618 |
1.1095 |
|
1.618 |
1.0965 |
|
1.000 |
1.0885 |
|
0.618 |
1.0835 |
|
HIGH |
1.0755 |
|
0.618 |
1.0705 |
|
0.500 |
1.0690 |
|
0.382 |
1.0675 |
|
LOW |
1.0625 |
|
0.618 |
1.0545 |
|
1.000 |
1.0495 |
|
1.618 |
1.0415 |
|
2.618 |
1.0285 |
|
4.250 |
1.0073 |
|
|
| Fisher Pivots for day following 06-Mar-2013 |
| Pivot |
1 day |
3 day |
| R1 |
1.0690 |
1.0695 |
| PP |
1.0671 |
1.0674 |
| S1 |
1.0651 |
1.0653 |
|