CME Japanese Yen Future June 2013
Trading Metrics calculated at close of trading on 15-Feb-2013 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
14-Feb-2013 |
15-Feb-2013 |
Change |
Change % |
Previous Week |
Open |
1.0732 |
1.0771 |
0.0039 |
0.4% |
1.0814 |
High |
1.0800 |
1.0848 |
0.0048 |
0.4% |
1.0848 |
Low |
1.0682 |
1.0668 |
-0.0014 |
-0.1% |
1.0600 |
Close |
1.0761 |
1.0714 |
-0.0047 |
-0.4% |
1.0714 |
Range |
0.0118 |
0.0180 |
0.0062 |
52.5% |
0.0248 |
ATR |
0.0127 |
0.0131 |
0.0004 |
3.0% |
0.0000 |
Volume |
814 |
903 |
89 |
10.9% |
3,998 |
|
Daily Pivots for day following 15-Feb-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1.1283 |
1.1179 |
1.0813 |
|
R3 |
1.1103 |
1.0999 |
1.0764 |
|
R2 |
1.0923 |
1.0923 |
1.0747 |
|
R1 |
1.0819 |
1.0819 |
1.0731 |
1.0781 |
PP |
1.0743 |
1.0743 |
1.0743 |
1.0725 |
S1 |
1.0639 |
1.0639 |
1.0698 |
1.0601 |
S2 |
1.0563 |
1.0563 |
1.0681 |
|
S3 |
1.0383 |
1.0459 |
1.0665 |
|
S4 |
1.0203 |
1.0279 |
1.0615 |
|
|
Weekly Pivots for week ending 15-Feb-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1.1465 |
1.1337 |
1.0850 |
|
R3 |
1.1217 |
1.1089 |
1.0782 |
|
R2 |
1.0969 |
1.0969 |
1.0759 |
|
R1 |
1.0841 |
1.0841 |
1.0737 |
1.0781 |
PP |
1.0721 |
1.0721 |
1.0721 |
1.0691 |
S1 |
1.0593 |
1.0593 |
1.0691 |
1.0533 |
S2 |
1.0473 |
1.0473 |
1.0669 |
|
S3 |
1.0225 |
1.0345 |
1.0646 |
|
S4 |
0.9977 |
1.0097 |
1.0578 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
1.0848 |
1.0600 |
0.0248 |
2.3% |
0.0159 |
1.5% |
46% |
True |
False |
799 |
10 |
1.0872 |
1.0600 |
0.0272 |
2.5% |
0.0144 |
1.3% |
42% |
False |
False |
654 |
20 |
1.1359 |
1.0600 |
0.0759 |
7.1% |
0.0130 |
1.2% |
15% |
False |
False |
523 |
40 |
1.1944 |
1.0600 |
0.1344 |
12.5% |
0.0109 |
1.0% |
8% |
False |
False |
324 |
60 |
1.2268 |
1.0600 |
0.1668 |
15.6% |
0.0082 |
0.8% |
7% |
False |
False |
220 |
80 |
1.2650 |
1.0600 |
0.2050 |
19.1% |
0.0070 |
0.7% |
6% |
False |
False |
167 |
100 |
1.2927 |
1.0600 |
0.2327 |
21.7% |
0.0058 |
0.5% |
5% |
False |
False |
134 |
120 |
1.2953 |
1.0600 |
0.2353 |
22.0% |
0.0048 |
0.5% |
5% |
False |
False |
112 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
1.1613 |
2.618 |
1.1319 |
1.618 |
1.1139 |
1.000 |
1.1028 |
0.618 |
1.0959 |
HIGH |
1.0848 |
0.618 |
1.0779 |
0.500 |
1.0758 |
0.382 |
1.0737 |
LOW |
1.0668 |
0.618 |
1.0557 |
1.000 |
1.0488 |
1.618 |
1.0377 |
2.618 |
1.0197 |
4.250 |
0.9903 |
|
|
Fisher Pivots for day following 15-Feb-2013 |
Pivot |
1 day |
3 day |
R1 |
1.0758 |
1.0758 |
PP |
1.0743 |
1.0743 |
S1 |
1.0729 |
1.0729 |
|