CME Japanese Yen Future June 2013
| Trading Metrics calculated at close of trading on 04-Mar-2013 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
01-Mar-2013 |
04-Mar-2013 |
Change |
Change % |
Previous Week |
| Open |
1.0807 |
1.0695 |
-0.0112 |
-1.0% |
1.0629 |
| High |
1.0824 |
1.0741 |
-0.0083 |
-0.8% |
1.1014 |
| Low |
1.0684 |
1.0680 |
-0.0004 |
0.0% |
1.0614 |
| Close |
1.0692 |
1.0712 |
0.0020 |
0.2% |
1.0692 |
| Range |
0.0140 |
0.0061 |
-0.0079 |
-56.4% |
0.0400 |
| ATR |
0.0142 |
0.0136 |
-0.0006 |
-4.1% |
0.0000 |
| Volume |
4,252 |
4,164 |
-88 |
-2.1% |
23,024 |
|
| Daily Pivots for day following 04-Mar-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.0894 |
1.0864 |
1.0746 |
|
| R3 |
1.0833 |
1.0803 |
1.0729 |
|
| R2 |
1.0772 |
1.0772 |
1.0723 |
|
| R1 |
1.0742 |
1.0742 |
1.0718 |
1.0757 |
| PP |
1.0711 |
1.0711 |
1.0711 |
1.0719 |
| S1 |
1.0681 |
1.0681 |
1.0706 |
1.0696 |
| S2 |
1.0650 |
1.0650 |
1.0701 |
|
| S3 |
1.0589 |
1.0620 |
1.0695 |
|
| S4 |
1.0528 |
1.0559 |
1.0678 |
|
|
| Weekly Pivots for week ending 01-Mar-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.1973 |
1.1733 |
1.0912 |
|
| R3 |
1.1573 |
1.1333 |
1.0802 |
|
| R2 |
1.1173 |
1.1173 |
1.0765 |
|
| R1 |
1.0933 |
1.0933 |
1.0729 |
1.1053 |
| PP |
1.0773 |
1.0773 |
1.0773 |
1.0834 |
| S1 |
1.0533 |
1.0533 |
1.0655 |
1.0653 |
| S2 |
1.0373 |
1.0373 |
1.0619 |
|
| S3 |
0.9973 |
1.0133 |
1.0582 |
|
| S4 |
0.9573 |
0.9733 |
1.0472 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1.0983 |
1.0680 |
0.0303 |
2.8% |
0.0128 |
1.2% |
11% |
False |
True |
5,287 |
| 10 |
1.1014 |
1.0614 |
0.0400 |
3.7% |
0.0144 |
1.3% |
25% |
False |
False |
3,334 |
| 20 |
1.1014 |
1.0600 |
0.0414 |
3.9% |
0.0144 |
1.3% |
27% |
False |
False |
1,994 |
| 40 |
1.1518 |
1.0600 |
0.0918 |
8.6% |
0.0129 |
1.2% |
12% |
False |
False |
1,140 |
| 60 |
1.2229 |
1.0600 |
0.1629 |
15.2% |
0.0103 |
1.0% |
7% |
False |
False |
774 |
| 80 |
1.2636 |
1.0600 |
0.2036 |
19.0% |
0.0085 |
0.8% |
6% |
False |
False |
583 |
| 100 |
1.2826 |
1.0600 |
0.2226 |
20.8% |
0.0071 |
0.7% |
5% |
False |
False |
467 |
| 120 |
1.2953 |
1.0600 |
0.2353 |
22.0% |
0.0060 |
0.6% |
5% |
False |
False |
390 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.1000 |
|
2.618 |
1.0901 |
|
1.618 |
1.0840 |
|
1.000 |
1.0802 |
|
0.618 |
1.0779 |
|
HIGH |
1.0741 |
|
0.618 |
1.0718 |
|
0.500 |
1.0711 |
|
0.382 |
1.0703 |
|
LOW |
1.0680 |
|
0.618 |
1.0642 |
|
1.000 |
1.0619 |
|
1.618 |
1.0581 |
|
2.618 |
1.0520 |
|
4.250 |
1.0421 |
|
|
| Fisher Pivots for day following 04-Mar-2013 |
| Pivot |
1 day |
3 day |
| R1 |
1.0712 |
1.0778 |
| PP |
1.0711 |
1.0756 |
| S1 |
1.0711 |
1.0734 |
|