CME Japanese Yen Future June 2013
| Trading Metrics calculated at close of trading on 07-Feb-2013 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
06-Feb-2013 |
07-Feb-2013 |
Change |
Change % |
Previous Week |
| Open |
1.0690 |
1.0708 |
0.0018 |
0.2% |
1.0972 |
| High |
1.0731 |
1.0750 |
0.0019 |
0.2% |
1.1072 |
| Low |
1.0650 |
1.0660 |
0.0010 |
0.1% |
1.0788 |
| Close |
1.0719 |
1.0699 |
-0.0020 |
-0.2% |
1.0793 |
| Range |
0.0081 |
0.0090 |
0.0009 |
11.1% |
0.0284 |
| ATR |
0.0116 |
0.0114 |
-0.0002 |
-1.6% |
0.0000 |
| Volume |
332 |
1,112 |
780 |
234.9% |
2,278 |
|
| Daily Pivots for day following 07-Feb-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.0973 |
1.0926 |
1.0749 |
|
| R3 |
1.0883 |
1.0836 |
1.0724 |
|
| R2 |
1.0793 |
1.0793 |
1.0716 |
|
| R1 |
1.0746 |
1.0746 |
1.0707 |
1.0725 |
| PP |
1.0703 |
1.0703 |
1.0703 |
1.0692 |
| S1 |
1.0656 |
1.0656 |
1.0691 |
1.0635 |
| S2 |
1.0613 |
1.0613 |
1.0683 |
|
| S3 |
1.0523 |
1.0566 |
1.0674 |
|
| S4 |
1.0433 |
1.0476 |
1.0650 |
|
|
| 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 |
1.0923 |
1.0650 |
0.0273 |
2.6% |
0.0120 |
1.1% |
18% |
False |
False |
531 |
| 10 |
1.1078 |
1.0650 |
0.0428 |
4.0% |
0.0102 |
1.0% |
11% |
False |
False |
495 |
| 20 |
1.1398 |
1.0650 |
0.0748 |
7.0% |
0.0116 |
1.1% |
7% |
False |
False |
363 |
| 40 |
1.2167 |
1.0650 |
0.1517 |
14.2% |
0.0091 |
0.9% |
3% |
False |
False |
218 |
| 60 |
1.2636 |
1.0650 |
0.1986 |
18.6% |
0.0070 |
0.7% |
2% |
False |
False |
148 |
| 80 |
1.2741 |
1.0650 |
0.2091 |
19.5% |
0.0058 |
0.5% |
2% |
False |
False |
113 |
| 100 |
1.2927 |
1.0650 |
0.2277 |
21.3% |
0.0048 |
0.4% |
2% |
False |
False |
90 |
| 120 |
1.2953 |
1.0650 |
0.2303 |
21.5% |
0.0041 |
0.4% |
2% |
False |
False |
76 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.1133 |
|
2.618 |
1.0986 |
|
1.618 |
1.0896 |
|
1.000 |
1.0840 |
|
0.618 |
1.0806 |
|
HIGH |
1.0750 |
|
0.618 |
1.0716 |
|
0.500 |
1.0705 |
|
0.382 |
1.0694 |
|
LOW |
1.0660 |
|
0.618 |
1.0604 |
|
1.000 |
1.0570 |
|
1.618 |
1.0514 |
|
2.618 |
1.0424 |
|
4.250 |
1.0278 |
|
|
| Fisher Pivots for day following 07-Feb-2013 |
| Pivot |
1 day |
3 day |
| R1 |
1.0705 |
1.0761 |
| PP |
1.0703 |
1.0740 |
| S1 |
1.0701 |
1.0720 |
|