CME Japanese Yen Future September 2013
| Trading Metrics calculated at close of trading on 04-Feb-2013 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
01-Feb-2013 |
04-Feb-2013 |
Change |
Change % |
Previous Week |
| Open |
1.0917 |
1.0820 |
-0.0097 |
-0.9% |
1.1002 |
| High |
1.0934 |
1.0853 |
-0.0081 |
-0.7% |
1.1083 |
| Low |
1.0800 |
1.0772 |
-0.0028 |
-0.3% |
1.0800 |
| Close |
1.0804 |
1.0845 |
0.0041 |
0.4% |
1.0804 |
| Range |
0.0134 |
0.0081 |
-0.0053 |
-39.6% |
0.0283 |
| ATR |
0.0098 |
0.0097 |
-0.0001 |
-1.3% |
0.0000 |
| Volume |
80 |
112 |
32 |
40.0% |
191 |
|
| Daily Pivots for day following 04-Feb-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.1066 |
1.1037 |
1.0890 |
|
| R3 |
1.0985 |
1.0956 |
1.0867 |
|
| R2 |
1.0904 |
1.0904 |
1.0860 |
|
| R1 |
1.0875 |
1.0875 |
1.0852 |
1.0890 |
| PP |
1.0823 |
1.0823 |
1.0823 |
1.0831 |
| S1 |
1.0794 |
1.0794 |
1.0838 |
1.0809 |
| S2 |
1.0742 |
1.0742 |
1.0830 |
|
| S3 |
1.0661 |
1.0713 |
1.0823 |
|
| S4 |
1.0580 |
1.0632 |
1.0800 |
|
|
| 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 |
1.0772 |
0.0311 |
2.9% |
0.0078 |
0.7% |
23% |
False |
True |
56 |
| 10 |
1.1393 |
1.0772 |
0.0621 |
5.7% |
0.0098 |
0.9% |
12% |
False |
True |
48 |
| 20 |
1.1528 |
1.0772 |
0.0756 |
7.0% |
0.0081 |
0.7% |
10% |
False |
True |
34 |
| 40 |
1.2200 |
1.0772 |
0.1428 |
13.2% |
0.0059 |
0.5% |
5% |
False |
True |
19 |
| 60 |
1.2640 |
1.0772 |
0.1868 |
17.2% |
0.0044 |
0.4% |
4% |
False |
True |
14 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.1197 |
|
2.618 |
1.1065 |
|
1.618 |
1.0984 |
|
1.000 |
1.0934 |
|
0.618 |
1.0903 |
|
HIGH |
1.0853 |
|
0.618 |
1.0822 |
|
0.500 |
1.0813 |
|
0.382 |
1.0803 |
|
LOW |
1.0772 |
|
0.618 |
1.0722 |
|
1.000 |
1.0691 |
|
1.618 |
1.0641 |
|
2.618 |
1.0560 |
|
4.250 |
1.0428 |
|
|
| Fisher Pivots for day following 04-Feb-2013 |
| Pivot |
1 day |
3 day |
| R1 |
1.0834 |
1.0899 |
| PP |
1.0823 |
1.0881 |
| S1 |
1.0813 |
1.0863 |
|