CME Japanese Yen Future June 2013
| Trading Metrics calculated at close of trading on 26-Feb-2013 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
25-Feb-2013 |
26-Feb-2013 |
Change |
Change % |
Previous Week |
| Open |
1.0629 |
1.0862 |
0.0233 |
2.2% |
1.0667 |
| High |
1.1014 |
1.0980 |
-0.0034 |
-0.3% |
1.0788 |
| Low |
1.0614 |
1.0791 |
0.0177 |
1.7% |
1.0626 |
| Close |
1.0806 |
1.0884 |
0.0078 |
0.7% |
1.0715 |
| Range |
0.0400 |
0.0189 |
-0.0211 |
-52.8% |
0.0162 |
| ATR |
0.0142 |
0.0146 |
0.0003 |
2.4% |
0.0000 |
| Volume |
751 |
4,561 |
3,810 |
507.3% |
6,155 |
|
| Daily Pivots for day following 26-Feb-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.1452 |
1.1357 |
1.0988 |
|
| R3 |
1.1263 |
1.1168 |
1.0936 |
|
| R2 |
1.1074 |
1.1074 |
1.0919 |
|
| R1 |
1.0979 |
1.0979 |
1.0901 |
1.1027 |
| PP |
1.0885 |
1.0885 |
1.0885 |
1.0909 |
| S1 |
1.0790 |
1.0790 |
1.0867 |
1.0838 |
| S2 |
1.0696 |
1.0696 |
1.0849 |
|
| S3 |
1.0507 |
1.0601 |
1.0832 |
|
| S4 |
1.0318 |
1.0412 |
1.0780 |
|
|
| Weekly Pivots for week ending 22-Feb-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.1196 |
1.1117 |
1.0804 |
|
| R3 |
1.1034 |
1.0955 |
1.0760 |
|
| R2 |
1.0872 |
1.0872 |
1.0745 |
|
| R1 |
1.0793 |
1.0793 |
1.0730 |
1.0833 |
| PP |
1.0710 |
1.0710 |
1.0710 |
1.0729 |
| S1 |
1.0631 |
1.0631 |
1.0700 |
1.0671 |
| S2 |
1.0548 |
1.0548 |
1.0685 |
|
| S3 |
1.0386 |
1.0469 |
1.0670 |
|
| S4 |
1.0224 |
1.0307 |
1.0626 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1.1014 |
1.0614 |
0.0400 |
3.7% |
0.0177 |
1.6% |
68% |
False |
False |
2,130 |
| 10 |
1.1014 |
1.0607 |
0.0407 |
3.7% |
0.0156 |
1.4% |
68% |
False |
False |
1,486 |
| 20 |
1.1072 |
1.0600 |
0.0472 |
4.3% |
0.0140 |
1.3% |
60% |
False |
False |
996 |
| 40 |
1.1654 |
1.0600 |
0.1054 |
9.7% |
0.0124 |
1.1% |
27% |
False |
False |
605 |
| 60 |
1.2242 |
1.0600 |
0.1642 |
15.1% |
0.0096 |
0.9% |
17% |
False |
False |
409 |
| 80 |
1.2636 |
1.0600 |
0.2036 |
18.7% |
0.0080 |
0.7% |
14% |
False |
False |
310 |
| 100 |
1.2827 |
1.0600 |
0.2227 |
20.5% |
0.0067 |
0.6% |
13% |
False |
False |
249 |
| 120 |
1.2953 |
1.0600 |
0.2353 |
21.6% |
0.0057 |
0.5% |
12% |
False |
False |
208 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.1783 |
|
2.618 |
1.1475 |
|
1.618 |
1.1286 |
|
1.000 |
1.1169 |
|
0.618 |
1.1097 |
|
HIGH |
1.0980 |
|
0.618 |
1.0908 |
|
0.500 |
1.0886 |
|
0.382 |
1.0863 |
|
LOW |
1.0791 |
|
0.618 |
1.0674 |
|
1.000 |
1.0602 |
|
1.618 |
1.0485 |
|
2.618 |
1.0296 |
|
4.250 |
0.9988 |
|
|
| Fisher Pivots for day following 26-Feb-2013 |
| Pivot |
1 day |
3 day |
| R1 |
1.0886 |
1.0861 |
| PP |
1.0885 |
1.0837 |
| S1 |
1.0885 |
1.0814 |
|