CME Japanese Yen Future June 2013
| Trading Metrics calculated at close of trading on 04-Feb-2013 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
01-Feb-2013 |
04-Feb-2013 |
Change |
Change % |
Previous Week |
| Open |
1.0919 |
1.0780 |
-0.0139 |
-1.3% |
1.0972 |
| High |
1.0923 |
1.0854 |
-0.0069 |
-0.6% |
1.1072 |
| Low |
1.0788 |
1.0744 |
-0.0044 |
-0.4% |
1.0788 |
| Close |
1.0793 |
1.0835 |
0.0042 |
0.4% |
1.0793 |
| Range |
0.0135 |
0.0110 |
-0.0025 |
-18.5% |
0.0284 |
| ATR |
0.0114 |
0.0113 |
0.0000 |
-0.2% |
0.0000 |
| Volume |
488 |
459 |
-29 |
-5.9% |
2,278 |
|
| Daily Pivots for day following 04-Feb-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.1141 |
1.1098 |
1.0896 |
|
| R3 |
1.1031 |
1.0988 |
1.0865 |
|
| R2 |
1.0921 |
1.0921 |
1.0855 |
|
| R1 |
1.0878 |
1.0878 |
1.0845 |
1.0900 |
| PP |
1.0811 |
1.0811 |
1.0811 |
1.0822 |
| S1 |
1.0768 |
1.0768 |
1.0825 |
1.0790 |
| S2 |
1.0701 |
1.0701 |
1.0815 |
|
| S3 |
1.0591 |
1.0658 |
1.0805 |
|
| S4 |
1.0481 |
1.0548 |
1.0775 |
|
|
| Weekly Pivots for week ending 01-Feb-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.1736 |
1.1549 |
1.0949 |
|
| R3 |
1.1452 |
1.1265 |
1.0871 |
|
| R2 |
1.1168 |
1.1168 |
1.0845 |
|
| R1 |
1.0981 |
1.0981 |
1.0819 |
1.0933 |
| PP |
1.0884 |
1.0884 |
1.0884 |
1.0860 |
| S1 |
1.0697 |
1.0697 |
1.0767 |
1.0649 |
| S2 |
1.0600 |
1.0600 |
1.0741 |
|
| S3 |
1.0316 |
1.0413 |
1.0715 |
|
| S4 |
1.0032 |
1.0129 |
1.0637 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1.1072 |
1.0744 |
0.0328 |
3.0% |
0.0098 |
0.9% |
28% |
False |
True |
474 |
| 10 |
1.1359 |
1.0744 |
0.0615 |
5.7% |
0.0123 |
1.1% |
15% |
False |
True |
416 |
| 20 |
1.1518 |
1.0744 |
0.0774 |
7.1% |
0.0113 |
1.0% |
12% |
False |
True |
304 |
| 40 |
1.2180 |
1.0744 |
0.1436 |
13.3% |
0.0085 |
0.8% |
6% |
False |
True |
175 |
| 60 |
1.2636 |
1.0744 |
0.1892 |
17.5% |
0.0067 |
0.6% |
5% |
False |
True |
120 |
| 80 |
1.2826 |
1.0744 |
0.2082 |
19.2% |
0.0054 |
0.5% |
4% |
False |
True |
91 |
| 100 |
1.2953 |
1.0744 |
0.2209 |
20.4% |
0.0045 |
0.4% |
4% |
False |
True |
73 |
| 120 |
1.2953 |
1.0744 |
0.2209 |
20.4% |
0.0038 |
0.4% |
4% |
False |
True |
61 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.1322 |
|
2.618 |
1.1142 |
|
1.618 |
1.1032 |
|
1.000 |
1.0964 |
|
0.618 |
1.0922 |
|
HIGH |
1.0854 |
|
0.618 |
1.0812 |
|
0.500 |
1.0799 |
|
0.382 |
1.0786 |
|
LOW |
1.0744 |
|
0.618 |
1.0676 |
|
1.000 |
1.0634 |
|
1.618 |
1.0566 |
|
2.618 |
1.0456 |
|
4.250 |
1.0277 |
|
|
| Fisher Pivots for day following 04-Feb-2013 |
| Pivot |
1 day |
3 day |
| R1 |
1.0823 |
1.0881 |
| PP |
1.0811 |
1.0866 |
| S1 |
1.0799 |
1.0850 |
|