CME Japanese Yen Future September 2013
| Trading Metrics calculated at close of trading on 05-Feb-2013 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
04-Feb-2013 |
05-Feb-2013 |
Change |
Change % |
Previous Week |
| Open |
1.0820 |
1.0721 |
-0.0099 |
-0.9% |
1.1002 |
| High |
1.0853 |
1.0730 |
-0.0123 |
-1.1% |
1.1083 |
| Low |
1.0772 |
1.0717 |
-0.0055 |
-0.5% |
1.0800 |
| Close |
1.0845 |
1.0730 |
-0.0115 |
-1.1% |
1.0804 |
| Range |
0.0081 |
0.0013 |
-0.0068 |
-84.0% |
0.0283 |
| ATR |
0.0097 |
0.0099 |
0.0002 |
2.3% |
0.0000 |
| Volume |
112 |
7 |
-105 |
-93.8% |
191 |
|
| Daily Pivots for day following 05-Feb-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.0765 |
1.0760 |
1.0737 |
|
| R3 |
1.0752 |
1.0747 |
1.0734 |
|
| R2 |
1.0739 |
1.0739 |
1.0732 |
|
| R1 |
1.0734 |
1.0734 |
1.0731 |
1.0737 |
| PP |
1.0726 |
1.0726 |
1.0726 |
1.0727 |
| S1 |
1.0721 |
1.0721 |
1.0729 |
1.0724 |
| S2 |
1.0713 |
1.0713 |
1.0728 |
|
| S3 |
1.0700 |
1.0708 |
1.0726 |
|
| S4 |
1.0687 |
1.0695 |
1.0723 |
|
|
| 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 |
1.1025 |
1.0717 |
0.0308 |
2.9% |
0.0071 |
0.7% |
4% |
False |
True |
54 |
| 10 |
1.1393 |
1.0717 |
0.0676 |
6.3% |
0.0083 |
0.8% |
2% |
False |
True |
47 |
| 20 |
1.1528 |
1.0717 |
0.0811 |
7.6% |
0.0080 |
0.7% |
2% |
False |
True |
35 |
| 40 |
1.2200 |
1.0717 |
0.1483 |
13.8% |
0.0059 |
0.5% |
1% |
False |
True |
19 |
| 60 |
1.2640 |
1.0717 |
0.1923 |
17.9% |
0.0045 |
0.4% |
1% |
False |
True |
14 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.0785 |
|
2.618 |
1.0764 |
|
1.618 |
1.0751 |
|
1.000 |
1.0743 |
|
0.618 |
1.0738 |
|
HIGH |
1.0730 |
|
0.618 |
1.0725 |
|
0.500 |
1.0724 |
|
0.382 |
1.0722 |
|
LOW |
1.0717 |
|
0.618 |
1.0709 |
|
1.000 |
1.0704 |
|
1.618 |
1.0696 |
|
2.618 |
1.0683 |
|
4.250 |
1.0662 |
|
|
| Fisher Pivots for day following 05-Feb-2013 |
| Pivot |
1 day |
3 day |
| R1 |
1.0728 |
1.0826 |
| PP |
1.0726 |
1.0794 |
| S1 |
1.0724 |
1.0762 |
|