CME Japanese Yen Future June 2013
| Trading Metrics calculated at close of trading on 21-Feb-2013 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
20-Feb-2013 |
21-Feb-2013 |
Change |
Change % |
Previous Week |
| Open |
1.0689 |
1.0684 |
-0.0005 |
0.0% |
1.0814 |
| High |
1.0745 |
1.0788 |
0.0043 |
0.4% |
1.0848 |
| Low |
1.0645 |
1.0662 |
0.0017 |
0.2% |
1.0600 |
| Close |
1.0667 |
1.0750 |
0.0083 |
0.8% |
1.0714 |
| Range |
0.0100 |
0.0126 |
0.0026 |
26.0% |
0.0248 |
| ATR |
0.0126 |
0.0126 |
0.0000 |
0.0% |
0.0000 |
| Volume |
1,044 |
3,421 |
2,377 |
227.7% |
3,998 |
|
| Daily Pivots for day following 21-Feb-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.1111 |
1.1057 |
1.0819 |
|
| R3 |
1.0985 |
1.0931 |
1.0785 |
|
| R2 |
1.0859 |
1.0859 |
1.0773 |
|
| R1 |
1.0805 |
1.0805 |
1.0762 |
1.0832 |
| PP |
1.0733 |
1.0733 |
1.0733 |
1.0747 |
| S1 |
1.0679 |
1.0679 |
1.0738 |
1.0706 |
| S2 |
1.0607 |
1.0607 |
1.0727 |
|
| S3 |
1.0481 |
1.0553 |
1.0715 |
|
| S4 |
1.0355 |
1.0427 |
1.0681 |
|
|
| 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% |
0.0125 |
1.2% |
56% |
False |
False |
1,399 |
| 10 |
1.0861 |
1.0600 |
0.0261 |
2.4% |
0.0139 |
1.3% |
57% |
False |
False |
1,076 |
| 20 |
1.1310 |
1.0600 |
0.0710 |
6.6% |
0.0129 |
1.2% |
21% |
False |
False |
739 |
| 40 |
1.1871 |
1.0600 |
0.1271 |
11.8% |
0.0112 |
1.0% |
12% |
False |
False |
452 |
| 60 |
1.2242 |
1.0600 |
0.1642 |
15.3% |
0.0086 |
0.8% |
9% |
False |
False |
306 |
| 80 |
1.2650 |
1.0600 |
0.2050 |
19.1% |
0.0074 |
0.7% |
7% |
False |
False |
233 |
| 100 |
1.2863 |
1.0600 |
0.2263 |
21.1% |
0.0060 |
0.6% |
7% |
False |
False |
187 |
| 120 |
1.2953 |
1.0600 |
0.2353 |
21.9% |
0.0051 |
0.5% |
6% |
False |
False |
156 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.1324 |
|
2.618 |
1.1118 |
|
1.618 |
1.0992 |
|
1.000 |
1.0914 |
|
0.618 |
1.0866 |
|
HIGH |
1.0788 |
|
0.618 |
1.0740 |
|
0.500 |
1.0725 |
|
0.382 |
1.0710 |
|
LOW |
1.0662 |
|
0.618 |
1.0584 |
|
1.000 |
1.0536 |
|
1.618 |
1.0458 |
|
2.618 |
1.0332 |
|
4.250 |
1.0127 |
|
|
| Fisher Pivots for day following 21-Feb-2013 |
| Pivot |
1 day |
3 day |
| R1 |
1.0742 |
1.0736 |
| PP |
1.0733 |
1.0721 |
| S1 |
1.0725 |
1.0707 |
|