CME Japanese Yen Future September 2013
| Trading Metrics calculated at close of trading on 08-Feb-2013 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
07-Feb-2013 |
08-Feb-2013 |
Change |
Change % |
Previous Week |
| Open |
1.0721 |
1.0715 |
-0.0006 |
-0.1% |
1.0820 |
| High |
1.0721 |
1.0804 |
0.0083 |
0.8% |
1.0853 |
| Low |
1.0675 |
1.0703 |
0.0028 |
0.3% |
1.0675 |
| Close |
1.0710 |
1.0797 |
0.0087 |
0.8% |
1.0797 |
| Range |
0.0046 |
0.0101 |
0.0055 |
119.6% |
0.0178 |
| ATR |
0.0092 |
0.0093 |
0.0001 |
0.7% |
0.0000 |
| Volume |
21 |
14 |
-7 |
-33.3% |
160 |
|
| Daily Pivots for day following 08-Feb-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.1071 |
1.1035 |
1.0853 |
|
| R3 |
1.0970 |
1.0934 |
1.0825 |
|
| R2 |
1.0869 |
1.0869 |
1.0816 |
|
| R1 |
1.0833 |
1.0833 |
1.0806 |
1.0851 |
| PP |
1.0768 |
1.0768 |
1.0768 |
1.0777 |
| S1 |
1.0732 |
1.0732 |
1.0788 |
1.0750 |
| S2 |
1.0667 |
1.0667 |
1.0778 |
|
| S3 |
1.0566 |
1.0631 |
1.0769 |
|
| S4 |
1.0465 |
1.0530 |
1.0741 |
|
|
| Weekly Pivots for week ending 08-Feb-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.1309 |
1.1231 |
1.0895 |
|
| R3 |
1.1131 |
1.1053 |
1.0846 |
|
| R2 |
1.0953 |
1.0953 |
1.0830 |
|
| R1 |
1.0875 |
1.0875 |
1.0813 |
1.0825 |
| PP |
1.0775 |
1.0775 |
1.0775 |
1.0750 |
| S1 |
1.0697 |
1.0697 |
1.0781 |
1.0647 |
| S2 |
1.0597 |
1.0597 |
1.0764 |
|
| S3 |
1.0419 |
1.0519 |
1.0748 |
|
| S4 |
1.0241 |
1.0341 |
1.0699 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1.0853 |
1.0675 |
0.0178 |
1.6% |
0.0055 |
0.5% |
69% |
False |
False |
32 |
| 10 |
1.1083 |
1.0675 |
0.0408 |
3.8% |
0.0065 |
0.6% |
30% |
False |
False |
35 |
| 20 |
1.1393 |
1.0675 |
0.0718 |
6.6% |
0.0078 |
0.7% |
17% |
False |
False |
31 |
| 40 |
1.2125 |
1.0675 |
0.1450 |
13.4% |
0.0060 |
0.6% |
8% |
False |
False |
20 |
| 60 |
1.2640 |
1.0675 |
0.1965 |
18.2% |
0.0048 |
0.4% |
6% |
False |
False |
14 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.1233 |
|
2.618 |
1.1068 |
|
1.618 |
1.0967 |
|
1.000 |
1.0905 |
|
0.618 |
1.0866 |
|
HIGH |
1.0804 |
|
0.618 |
1.0765 |
|
0.500 |
1.0754 |
|
0.382 |
1.0742 |
|
LOW |
1.0703 |
|
0.618 |
1.0641 |
|
1.000 |
1.0602 |
|
1.618 |
1.0540 |
|
2.618 |
1.0439 |
|
4.250 |
1.0274 |
|
|
| Fisher Pivots for day following 08-Feb-2013 |
| Pivot |
1 day |
3 day |
| R1 |
1.0783 |
1.0778 |
| PP |
1.0768 |
1.0759 |
| S1 |
1.0754 |
1.0740 |
|