CME Japanese Yen Future June 2013
| Trading Metrics calculated at close of trading on 07-Mar-2013 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
06-Mar-2013 |
07-Mar-2013 |
Change |
Change % |
Previous Week |
| Open |
1.0721 |
1.0643 |
-0.0078 |
-0.7% |
1.0629 |
| High |
1.0760 |
1.0668 |
-0.0092 |
-0.9% |
1.1014 |
| Low |
1.0633 |
1.0523 |
-0.0110 |
-1.0% |
1.0614 |
| Close |
1.0639 |
1.0550 |
-0.0089 |
-0.8% |
1.0692 |
| Range |
0.0127 |
0.0145 |
0.0018 |
14.2% |
0.0400 |
| ATR |
0.0131 |
0.0132 |
0.0001 |
0.7% |
0.0000 |
| Volume |
11,880 |
11,687 |
-193 |
-1.6% |
23,024 |
|
| Daily Pivots for day following 07-Mar-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.1015 |
1.0928 |
1.0630 |
|
| R3 |
1.0870 |
1.0783 |
1.0590 |
|
| R2 |
1.0725 |
1.0725 |
1.0577 |
|
| R1 |
1.0638 |
1.0638 |
1.0563 |
1.0609 |
| PP |
1.0580 |
1.0580 |
1.0580 |
1.0566 |
| S1 |
1.0493 |
1.0493 |
1.0537 |
1.0464 |
| S2 |
1.0435 |
1.0435 |
1.0523 |
|
| S3 |
1.0290 |
1.0348 |
1.0510 |
|
| S4 |
1.0145 |
1.0203 |
1.0470 |
|
|
| 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 |
1.0824 |
1.0523 |
0.0301 |
2.9% |
0.0109 |
1.0% |
9% |
False |
True |
9,826 |
| 10 |
1.1014 |
1.0523 |
0.0491 |
4.7% |
0.0145 |
1.4% |
5% |
False |
True |
6,878 |
| 20 |
1.1014 |
1.0523 |
0.0491 |
4.7% |
0.0142 |
1.3% |
5% |
False |
True |
3,977 |
| 40 |
1.1506 |
1.0523 |
0.0983 |
9.3% |
0.0130 |
1.2% |
3% |
False |
True |
2,147 |
| 60 |
1.2180 |
1.0523 |
0.1657 |
15.7% |
0.0108 |
1.0% |
2% |
False |
True |
1,452 |
| 80 |
1.2636 |
1.0523 |
0.2113 |
20.0% |
0.0087 |
0.8% |
1% |
False |
True |
1,092 |
| 100 |
1.2799 |
1.0523 |
0.2276 |
21.6% |
0.0074 |
0.7% |
1% |
False |
True |
874 |
| 120 |
1.2927 |
1.0523 |
0.2404 |
22.8% |
0.0063 |
0.6% |
1% |
False |
True |
729 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.1284 |
|
2.618 |
1.1048 |
|
1.618 |
1.0903 |
|
1.000 |
1.0813 |
|
0.618 |
1.0758 |
|
HIGH |
1.0668 |
|
0.618 |
1.0613 |
|
0.500 |
1.0596 |
|
0.382 |
1.0578 |
|
LOW |
1.0523 |
|
0.618 |
1.0433 |
|
1.000 |
1.0378 |
|
1.618 |
1.0288 |
|
2.618 |
1.0143 |
|
4.250 |
0.9907 |
|
|
| Fisher Pivots for day following 07-Mar-2013 |
| Pivot |
1 day |
3 day |
| R1 |
1.0596 |
1.0647 |
| PP |
1.0580 |
1.0615 |
| S1 |
1.0565 |
1.0582 |
|