CME Japanese Yen Future September 2013
| Trading Metrics calculated at close of trading on 06-Feb-2013 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
05-Feb-2013 |
06-Feb-2013 |
Change |
Change % |
Previous Week |
| Open |
1.0721 |
1.0713 |
-0.0008 |
-0.1% |
1.1002 |
| High |
1.0730 |
1.0736 |
0.0006 |
0.1% |
1.1083 |
| Low |
1.0717 |
1.0700 |
-0.0017 |
-0.2% |
1.0800 |
| Close |
1.0730 |
1.0730 |
0.0000 |
0.0% |
1.0804 |
| Range |
0.0013 |
0.0036 |
0.0023 |
176.9% |
0.0283 |
| ATR |
0.0099 |
0.0095 |
-0.0005 |
-4.6% |
0.0000 |
| Volume |
7 |
6 |
-1 |
-14.3% |
191 |
|
| Daily Pivots for day following 06-Feb-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.0830 |
1.0816 |
1.0750 |
|
| R3 |
1.0794 |
1.0780 |
1.0740 |
|
| R2 |
1.0758 |
1.0758 |
1.0737 |
|
| R1 |
1.0744 |
1.0744 |
1.0733 |
1.0751 |
| PP |
1.0722 |
1.0722 |
1.0722 |
1.0726 |
| S1 |
1.0708 |
1.0708 |
1.0727 |
1.0715 |
| S2 |
1.0686 |
1.0686 |
1.0723 |
|
| S3 |
1.0650 |
1.0672 |
1.0720 |
|
| S4 |
1.0614 |
1.0636 |
1.0710 |
|
|
| 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 |
1.0700 |
0.0325 |
3.0% |
0.0069 |
0.6% |
9% |
False |
True |
47 |
| 10 |
1.1280 |
1.0700 |
0.0580 |
5.4% |
0.0077 |
0.7% |
5% |
False |
True |
41 |
| 20 |
1.1455 |
1.0700 |
0.0755 |
7.0% |
0.0077 |
0.7% |
4% |
False |
True |
32 |
| 40 |
1.2200 |
1.0700 |
0.1500 |
14.0% |
0.0058 |
0.5% |
2% |
False |
True |
20 |
| 60 |
1.2640 |
1.0700 |
0.1940 |
18.1% |
0.0045 |
0.4% |
2% |
False |
True |
14 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.0889 |
|
2.618 |
1.0830 |
|
1.618 |
1.0794 |
|
1.000 |
1.0772 |
|
0.618 |
1.0758 |
|
HIGH |
1.0736 |
|
0.618 |
1.0722 |
|
0.500 |
1.0718 |
|
0.382 |
1.0714 |
|
LOW |
1.0700 |
|
0.618 |
1.0678 |
|
1.000 |
1.0664 |
|
1.618 |
1.0642 |
|
2.618 |
1.0606 |
|
4.250 |
1.0547 |
|
|
| Fisher Pivots for day following 06-Feb-2013 |
| Pivot |
1 day |
3 day |
| R1 |
1.0726 |
1.0777 |
| PP |
1.0722 |
1.0761 |
| S1 |
1.0718 |
1.0746 |
|