CME Japanese Yen Future June 2013
| Trading Metrics calculated at close of trading on 14-Feb-2013 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
13-Feb-2013 |
14-Feb-2013 |
Change |
Change % |
Previous Week |
| Open |
1.0729 |
1.0732 |
0.0003 |
0.0% |
1.0780 |
| High |
1.0780 |
1.0800 |
0.0020 |
0.2% |
1.0872 |
| Low |
1.0676 |
1.0682 |
0.0006 |
0.1% |
1.0650 |
| Close |
1.0708 |
1.0761 |
0.0053 |
0.5% |
1.0785 |
| Range |
0.0104 |
0.0118 |
0.0014 |
13.5% |
0.0222 |
| ATR |
0.0127 |
0.0127 |
-0.0001 |
-0.5% |
0.0000 |
| Volume |
1,096 |
814 |
-282 |
-25.7% |
2,549 |
|
| Daily Pivots for day following 14-Feb-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.1102 |
1.1049 |
1.0826 |
|
| R3 |
1.0984 |
1.0931 |
1.0793 |
|
| R2 |
1.0866 |
1.0866 |
1.0783 |
|
| R1 |
1.0813 |
1.0813 |
1.0772 |
1.0840 |
| PP |
1.0748 |
1.0748 |
1.0748 |
1.0761 |
| S1 |
1.0695 |
1.0695 |
1.0750 |
1.0722 |
| S2 |
1.0630 |
1.0630 |
1.0739 |
|
| S3 |
1.0512 |
1.0577 |
1.0729 |
|
| S4 |
1.0394 |
1.0459 |
1.0696 |
|
|
| Weekly Pivots for week ending 08-Feb-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.1435 |
1.1332 |
1.0907 |
|
| R3 |
1.1213 |
1.1110 |
1.0846 |
|
| R2 |
1.0991 |
1.0991 |
1.0826 |
|
| R1 |
1.0888 |
1.0888 |
1.0805 |
1.0940 |
| PP |
1.0769 |
1.0769 |
1.0769 |
1.0795 |
| S1 |
1.0666 |
1.0666 |
1.0765 |
1.0718 |
| S2 |
1.0547 |
1.0547 |
1.0744 |
|
| S3 |
1.0325 |
1.0444 |
1.0724 |
|
| S4 |
1.0103 |
1.0222 |
1.0663 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1.0861 |
1.0600 |
0.0261 |
2.4% |
0.0159 |
1.5% |
62% |
False |
False |
695 |
| 10 |
1.0923 |
1.0600 |
0.0323 |
3.0% |
0.0139 |
1.3% |
50% |
False |
False |
613 |
| 20 |
1.1359 |
1.0600 |
0.0759 |
7.1% |
0.0133 |
1.2% |
21% |
False |
False |
486 |
| 40 |
1.1944 |
1.0600 |
0.1344 |
12.5% |
0.0105 |
1.0% |
12% |
False |
False |
302 |
| 60 |
1.2322 |
1.0600 |
0.1722 |
16.0% |
0.0079 |
0.7% |
9% |
False |
False |
206 |
| 80 |
1.2650 |
1.0600 |
0.2050 |
19.1% |
0.0068 |
0.6% |
8% |
False |
False |
156 |
| 100 |
1.2927 |
1.0600 |
0.2327 |
21.6% |
0.0056 |
0.5% |
7% |
False |
False |
125 |
| 120 |
1.2953 |
1.0600 |
0.2353 |
21.9% |
0.0047 |
0.4% |
7% |
False |
False |
105 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.1302 |
|
2.618 |
1.1109 |
|
1.618 |
1.0991 |
|
1.000 |
1.0918 |
|
0.618 |
1.0873 |
|
HIGH |
1.0800 |
|
0.618 |
1.0755 |
|
0.500 |
1.0741 |
|
0.382 |
1.0727 |
|
LOW |
1.0682 |
|
0.618 |
1.0609 |
|
1.000 |
1.0564 |
|
1.618 |
1.0491 |
|
2.618 |
1.0373 |
|
4.250 |
1.0181 |
|
|
| Fisher Pivots for day following 14-Feb-2013 |
| Pivot |
1 day |
3 day |
| R1 |
1.0754 |
1.0742 |
| PP |
1.0748 |
1.0723 |
| S1 |
1.0741 |
1.0704 |
|