CME Japanese Yen Future June 2013
| Trading Metrics calculated at close of trading on 19-Feb-2013 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
15-Feb-2013 |
19-Feb-2013 |
Change |
Change % |
Previous Week |
| Open |
1.0771 |
1.0667 |
-0.0104 |
-1.0% |
1.0814 |
| High |
1.0848 |
1.0725 |
-0.0123 |
-1.1% |
1.0848 |
| Low |
1.0668 |
1.0626 |
-0.0042 |
-0.4% |
1.0600 |
| Close |
1.0714 |
1.0711 |
-0.0003 |
0.0% |
1.0714 |
| Range |
0.0180 |
0.0099 |
-0.0081 |
-45.0% |
0.0248 |
| ATR |
0.0131 |
0.0128 |
-0.0002 |
-1.7% |
0.0000 |
| Volume |
903 |
814 |
-89 |
-9.9% |
3,998 |
|
| Daily Pivots for day following 19-Feb-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.0984 |
1.0947 |
1.0765 |
|
| R3 |
1.0885 |
1.0848 |
1.0738 |
|
| R2 |
1.0786 |
1.0786 |
1.0729 |
|
| R1 |
1.0749 |
1.0749 |
1.0720 |
1.0768 |
| PP |
1.0687 |
1.0687 |
1.0687 |
1.0697 |
| S1 |
1.0650 |
1.0650 |
1.0702 |
1.0669 |
| S2 |
1.0588 |
1.0588 |
1.0693 |
|
| S3 |
1.0489 |
1.0551 |
1.0684 |
|
| S4 |
1.0390 |
1.0452 |
1.0657 |
|
|
| 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 |
1.0607 |
0.0241 |
2.3% |
0.0134 |
1.2% |
43% |
False |
False |
843 |
| 10 |
1.0872 |
1.0600 |
0.0272 |
2.5% |
0.0143 |
1.3% |
41% |
False |
False |
690 |
| 20 |
1.1359 |
1.0600 |
0.0759 |
7.1% |
0.0133 |
1.2% |
15% |
False |
False |
553 |
| 40 |
1.1944 |
1.0600 |
0.1344 |
12.5% |
0.0110 |
1.0% |
8% |
False |
False |
343 |
| 60 |
1.2250 |
1.0600 |
0.1650 |
15.4% |
0.0084 |
0.8% |
7% |
False |
False |
233 |
| 80 |
1.2650 |
1.0600 |
0.2050 |
19.1% |
0.0071 |
0.7% |
5% |
False |
False |
177 |
| 100 |
1.2927 |
1.0600 |
0.2327 |
21.7% |
0.0058 |
0.5% |
5% |
False |
False |
142 |
| 120 |
1.2953 |
1.0600 |
0.2353 |
22.0% |
0.0049 |
0.5% |
5% |
False |
False |
119 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.1146 |
|
2.618 |
1.0984 |
|
1.618 |
1.0885 |
|
1.000 |
1.0824 |
|
0.618 |
1.0786 |
|
HIGH |
1.0725 |
|
0.618 |
1.0687 |
|
0.500 |
1.0676 |
|
0.382 |
1.0664 |
|
LOW |
1.0626 |
|
0.618 |
1.0565 |
|
1.000 |
1.0527 |
|
1.618 |
1.0466 |
|
2.618 |
1.0367 |
|
4.250 |
1.0205 |
|
|
| Fisher Pivots for day following 19-Feb-2013 |
| Pivot |
1 day |
3 day |
| R1 |
1.0699 |
1.0737 |
| PP |
1.0687 |
1.0728 |
| S1 |
1.0676 |
1.0720 |
|