CME Japanese Yen Future September 2013
| Trading Metrics calculated at close of trading on 12-Feb-2013 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
11-Feb-2013 |
12-Feb-2013 |
Change |
Change % |
Previous Week |
| Open |
1.0720 |
1.0633 |
-0.0087 |
-0.8% |
1.0820 |
| High |
1.0726 |
1.0780 |
0.0054 |
0.5% |
1.0853 |
| Low |
1.0666 |
1.0627 |
-0.0039 |
-0.4% |
1.0675 |
| Close |
1.0726 |
1.0713 |
-0.0013 |
-0.1% |
1.0797 |
| Range |
0.0060 |
0.0153 |
0.0093 |
155.0% |
0.0178 |
| ATR |
0.0095 |
0.0099 |
0.0004 |
4.3% |
0.0000 |
| Volume |
18 |
5 |
-13 |
-72.2% |
160 |
|
| Daily Pivots for day following 12-Feb-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.1166 |
1.1092 |
1.0797 |
|
| R3 |
1.1013 |
1.0939 |
1.0755 |
|
| R2 |
1.0860 |
1.0860 |
1.0741 |
|
| R1 |
1.0786 |
1.0786 |
1.0727 |
1.0823 |
| PP |
1.0707 |
1.0707 |
1.0707 |
1.0725 |
| S1 |
1.0633 |
1.0633 |
1.0699 |
1.0670 |
| S2 |
1.0554 |
1.0554 |
1.0685 |
|
| S3 |
1.0401 |
1.0480 |
1.0671 |
|
| S4 |
1.0248 |
1.0327 |
1.0629 |
|
|
| 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 |
1.0804 |
1.0627 |
0.0177 |
1.7% |
0.0079 |
0.7% |
49% |
False |
True |
12 |
| 10 |
1.1025 |
1.0627 |
0.0398 |
3.7% |
0.0075 |
0.7% |
22% |
False |
True |
33 |
| 20 |
1.1393 |
1.0627 |
0.0766 |
7.2% |
0.0085 |
0.8% |
11% |
False |
True |
31 |
| 40 |
1.2016 |
1.0627 |
0.1389 |
13.0% |
0.0063 |
0.6% |
6% |
False |
True |
21 |
| 60 |
1.2360 |
1.0627 |
0.1733 |
16.2% |
0.0051 |
0.5% |
5% |
False |
True |
15 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.1430 |
|
2.618 |
1.1181 |
|
1.618 |
1.1028 |
|
1.000 |
1.0933 |
|
0.618 |
1.0875 |
|
HIGH |
1.0780 |
|
0.618 |
1.0722 |
|
0.500 |
1.0704 |
|
0.382 |
1.0685 |
|
LOW |
1.0627 |
|
0.618 |
1.0532 |
|
1.000 |
1.0474 |
|
1.618 |
1.0379 |
|
2.618 |
1.0226 |
|
4.250 |
0.9977 |
|
|
| Fisher Pivots for day following 12-Feb-2013 |
| Pivot |
1 day |
3 day |
| R1 |
1.0710 |
1.0716 |
| PP |
1.0707 |
1.0715 |
| S1 |
1.0704 |
1.0714 |
|