CME Japanese Yen Future June 2013
| Trading Metrics calculated at close of trading on 20-Feb-2013 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
19-Feb-2013 |
20-Feb-2013 |
Change |
Change % |
Previous Week |
| Open |
1.0667 |
1.0689 |
0.0022 |
0.2% |
1.0814 |
| High |
1.0725 |
1.0745 |
0.0020 |
0.2% |
1.0848 |
| Low |
1.0626 |
1.0645 |
0.0019 |
0.2% |
1.0600 |
| Close |
1.0711 |
1.0667 |
-0.0044 |
-0.4% |
1.0714 |
| Range |
0.0099 |
0.0100 |
0.0001 |
1.0% |
0.0248 |
| ATR |
0.0128 |
0.0126 |
-0.0002 |
-1.6% |
0.0000 |
| Volume |
814 |
1,044 |
230 |
28.3% |
3,998 |
|
| Daily Pivots for day following 20-Feb-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.0986 |
1.0926 |
1.0722 |
|
| R3 |
1.0886 |
1.0826 |
1.0695 |
|
| R2 |
1.0786 |
1.0786 |
1.0685 |
|
| R1 |
1.0726 |
1.0726 |
1.0676 |
1.0706 |
| PP |
1.0686 |
1.0686 |
1.0686 |
1.0676 |
| S1 |
1.0626 |
1.0626 |
1.0658 |
1.0606 |
| S2 |
1.0586 |
1.0586 |
1.0649 |
|
| S3 |
1.0486 |
1.0526 |
1.0640 |
|
| S4 |
1.0386 |
1.0426 |
1.0612 |
|
|
| 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 |
1.0626 |
0.0222 |
2.1% |
0.0120 |
1.1% |
18% |
False |
False |
934 |
| 10 |
1.0861 |
1.0600 |
0.0261 |
2.4% |
0.0135 |
1.3% |
26% |
False |
False |
768 |
| 20 |
1.1359 |
1.0600 |
0.0759 |
7.1% |
0.0126 |
1.2% |
9% |
False |
False |
591 |
| 40 |
1.1944 |
1.0600 |
0.1344 |
12.6% |
0.0111 |
1.0% |
5% |
False |
False |
368 |
| 60 |
1.2242 |
1.0600 |
0.1642 |
15.4% |
0.0084 |
0.8% |
4% |
False |
False |
249 |
| 80 |
1.2650 |
1.0600 |
0.2050 |
19.2% |
0.0072 |
0.7% |
3% |
False |
False |
190 |
| 100 |
1.2927 |
1.0600 |
0.2327 |
21.8% |
0.0059 |
0.6% |
3% |
False |
False |
153 |
| 120 |
1.2953 |
1.0600 |
0.2353 |
22.1% |
0.0050 |
0.5% |
3% |
False |
False |
128 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.1170 |
|
2.618 |
1.1007 |
|
1.618 |
1.0907 |
|
1.000 |
1.0845 |
|
0.618 |
1.0807 |
|
HIGH |
1.0745 |
|
0.618 |
1.0707 |
|
0.500 |
1.0695 |
|
0.382 |
1.0683 |
|
LOW |
1.0645 |
|
0.618 |
1.0583 |
|
1.000 |
1.0545 |
|
1.618 |
1.0483 |
|
2.618 |
1.0383 |
|
4.250 |
1.0220 |
|
|
| Fisher Pivots for day following 20-Feb-2013 |
| Pivot |
1 day |
3 day |
| R1 |
1.0695 |
1.0737 |
| PP |
1.0686 |
1.0714 |
| S1 |
1.0676 |
1.0690 |
|