CME Japanese Yen Future September 2013
| Trading Metrics calculated at close of trading on 01-Feb-2013 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
31-Jan-2013 |
01-Feb-2013 |
Change |
Change % |
Previous Week |
| Open |
1.1022 |
1.0917 |
-0.0105 |
-1.0% |
1.1002 |
| High |
1.1025 |
1.0934 |
-0.0091 |
-0.8% |
1.1083 |
| Low |
1.0946 |
1.0800 |
-0.0146 |
-1.3% |
1.0800 |
| Close |
1.0964 |
1.0804 |
-0.0160 |
-1.5% |
1.0804 |
| Range |
0.0079 |
0.0134 |
0.0055 |
69.6% |
0.0283 |
| ATR |
0.0093 |
0.0098 |
0.0005 |
5.4% |
0.0000 |
| Volume |
31 |
80 |
49 |
158.1% |
191 |
|
| Daily Pivots for day following 01-Feb-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.1248 |
1.1160 |
1.0878 |
|
| R3 |
1.1114 |
1.1026 |
1.0841 |
|
| R2 |
1.0980 |
1.0980 |
1.0829 |
|
| R1 |
1.0892 |
1.0892 |
1.0816 |
1.0869 |
| PP |
1.0846 |
1.0846 |
1.0846 |
1.0835 |
| S1 |
1.0758 |
1.0758 |
1.0792 |
1.0735 |
| S2 |
1.0712 |
1.0712 |
1.0779 |
|
| S3 |
1.0578 |
1.0624 |
1.0767 |
|
| S4 |
1.0444 |
1.0490 |
1.0730 |
|
|
| Weekly Pivots for week ending 01-Feb-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.1745 |
1.1557 |
1.0960 |
|
| R3 |
1.1462 |
1.1274 |
1.0882 |
|
| R2 |
1.1179 |
1.1179 |
1.0856 |
|
| R1 |
1.0991 |
1.0991 |
1.0830 |
1.0944 |
| PP |
1.0896 |
1.0896 |
1.0896 |
1.0872 |
| S1 |
1.0708 |
1.0708 |
1.0778 |
1.0661 |
| S2 |
1.0613 |
1.0613 |
1.0752 |
|
| S3 |
1.0330 |
1.0425 |
1.0726 |
|
| S4 |
1.0047 |
1.0142 |
1.0648 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1.1083 |
1.0800 |
0.0283 |
2.6% |
0.0074 |
0.7% |
1% |
False |
True |
38 |
| 10 |
1.1393 |
1.0800 |
0.0593 |
5.5% |
0.0093 |
0.9% |
1% |
False |
True |
41 |
| 20 |
1.1528 |
1.0800 |
0.0728 |
6.7% |
0.0079 |
0.7% |
1% |
False |
True |
29 |
| 40 |
1.2200 |
1.0800 |
0.1400 |
13.0% |
0.0057 |
0.5% |
0% |
False |
True |
17 |
| 60 |
1.2640 |
1.0800 |
0.1840 |
17.0% |
0.0043 |
0.4% |
0% |
False |
True |
12 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.1504 |
|
2.618 |
1.1285 |
|
1.618 |
1.1151 |
|
1.000 |
1.1068 |
|
0.618 |
1.1017 |
|
HIGH |
1.0934 |
|
0.618 |
1.0883 |
|
0.500 |
1.0867 |
|
0.382 |
1.0851 |
|
LOW |
1.0800 |
|
0.618 |
1.0717 |
|
1.000 |
1.0666 |
|
1.618 |
1.0583 |
|
2.618 |
1.0449 |
|
4.250 |
1.0231 |
|
|
| Fisher Pivots for day following 01-Feb-2013 |
| Pivot |
1 day |
3 day |
| R1 |
1.0867 |
1.0913 |
| PP |
1.0846 |
1.0876 |
| S1 |
1.0825 |
1.0840 |
|