CME Japanese Yen Future June 2013
| Trading Metrics calculated at close of trading on 28-Feb-2013 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
27-Feb-2013 |
28-Feb-2013 |
Change |
Change % |
Previous Week |
| Open |
1.0871 |
1.0851 |
-0.0020 |
-0.2% |
1.0667 |
| High |
1.0983 |
1.0876 |
-0.0107 |
-1.0% |
1.0788 |
| Low |
1.0830 |
1.0780 |
-0.0050 |
-0.5% |
1.0626 |
| Close |
1.0842 |
1.0797 |
-0.0045 |
-0.4% |
1.0715 |
| Range |
0.0153 |
0.0096 |
-0.0057 |
-37.3% |
0.0162 |
| ATR |
0.0146 |
0.0142 |
-0.0004 |
-2.4% |
0.0000 |
| Volume |
9,403 |
4,057 |
-5,346 |
-56.9% |
6,155 |
|
| Daily Pivots for day following 28-Feb-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.1106 |
1.1047 |
1.0850 |
|
| R3 |
1.1010 |
1.0951 |
1.0823 |
|
| R2 |
1.0914 |
1.0914 |
1.0815 |
|
| R1 |
1.0855 |
1.0855 |
1.0806 |
1.0837 |
| PP |
1.0818 |
1.0818 |
1.0818 |
1.0808 |
| S1 |
1.0759 |
1.0759 |
1.0788 |
1.0741 |
| S2 |
1.0722 |
1.0722 |
1.0779 |
|
| S3 |
1.0626 |
1.0663 |
1.0771 |
|
| S4 |
1.0530 |
1.0567 |
1.0744 |
|
|
| 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% |
0.0182 |
1.7% |
46% |
False |
False |
3,929 |
| 10 |
1.1014 |
1.0614 |
0.0400 |
3.7% |
0.0153 |
1.4% |
46% |
False |
False |
2,664 |
| 20 |
1.1018 |
1.0600 |
0.0418 |
3.9% |
0.0146 |
1.3% |
47% |
False |
False |
1,655 |
| 40 |
1.1521 |
1.0600 |
0.0921 |
8.5% |
0.0126 |
1.2% |
21% |
False |
False |
936 |
| 60 |
1.2242 |
1.0600 |
0.1642 |
15.2% |
0.0100 |
0.9% |
12% |
False |
False |
634 |
| 80 |
1.2636 |
1.0600 |
0.2036 |
18.9% |
0.0083 |
0.8% |
10% |
False |
False |
478 |
| 100 |
1.2827 |
1.0600 |
0.2227 |
20.6% |
0.0069 |
0.6% |
9% |
False |
False |
383 |
| 120 |
1.2953 |
1.0600 |
0.2353 |
21.8% |
0.0059 |
0.5% |
8% |
False |
False |
320 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.1284 |
|
2.618 |
1.1127 |
|
1.618 |
1.1031 |
|
1.000 |
1.0972 |
|
0.618 |
1.0935 |
|
HIGH |
1.0876 |
|
0.618 |
1.0839 |
|
0.500 |
1.0828 |
|
0.382 |
1.0817 |
|
LOW |
1.0780 |
|
0.618 |
1.0721 |
|
1.000 |
1.0684 |
|
1.618 |
1.0625 |
|
2.618 |
1.0529 |
|
4.250 |
1.0372 |
|
|
| Fisher Pivots for day following 28-Feb-2013 |
| Pivot |
1 day |
3 day |
| R1 |
1.0828 |
1.0882 |
| PP |
1.0818 |
1.0853 |
| S1 |
1.0807 |
1.0825 |
|