CME Japanese Yen Future September 2013
| Trading Metrics calculated at close of trading on 15-Feb-2013 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
14-Feb-2013 |
15-Feb-2013 |
Change |
Change % |
Previous Week |
| Open |
1.0720 |
1.0779 |
0.0059 |
0.6% |
1.0720 |
| High |
1.0774 |
1.0779 |
0.0005 |
0.0% |
1.0780 |
| Low |
1.0716 |
1.0724 |
0.0008 |
0.1% |
1.0627 |
| Close |
1.0771 |
1.0724 |
-0.0047 |
-0.4% |
1.0724 |
| Range |
0.0058 |
0.0055 |
-0.0003 |
-5.2% |
0.0153 |
| ATR |
0.0090 |
0.0088 |
-0.0003 |
-2.8% |
0.0000 |
| Volume |
1 |
7 |
6 |
600.0% |
39 |
|
| Daily Pivots for day following 15-Feb-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.0907 |
1.0871 |
1.0754 |
|
| R3 |
1.0852 |
1.0816 |
1.0739 |
|
| R2 |
1.0797 |
1.0797 |
1.0734 |
|
| R1 |
1.0761 |
1.0761 |
1.0729 |
1.0752 |
| PP |
1.0742 |
1.0742 |
1.0742 |
1.0738 |
| S1 |
1.0706 |
1.0706 |
1.0719 |
1.0697 |
| S2 |
1.0687 |
1.0687 |
1.0714 |
|
| S3 |
1.0632 |
1.0651 |
1.0709 |
|
| S4 |
1.0577 |
1.0596 |
1.0694 |
|
|
| Weekly Pivots for week ending 15-Feb-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.1169 |
1.1100 |
1.0808 |
|
| R3 |
1.1016 |
1.0947 |
1.0766 |
|
| R2 |
1.0863 |
1.0863 |
1.0752 |
|
| R1 |
1.0794 |
1.0794 |
1.0738 |
1.0829 |
| PP |
1.0710 |
1.0710 |
1.0710 |
1.0728 |
| S1 |
1.0641 |
1.0641 |
1.0710 |
1.0676 |
| S2 |
1.0557 |
1.0557 |
1.0696 |
|
| S3 |
1.0404 |
1.0488 |
1.0682 |
|
| S4 |
1.0251 |
1.0335 |
1.0640 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1.0780 |
1.0627 |
0.0153 |
1.4% |
0.0066 |
0.6% |
63% |
False |
False |
7 |
| 10 |
1.0853 |
1.0627 |
0.0226 |
2.1% |
0.0061 |
0.6% |
43% |
False |
False |
19 |
| 20 |
1.1393 |
1.0627 |
0.0766 |
7.1% |
0.0077 |
0.7% |
13% |
False |
False |
30 |
| 40 |
1.1956 |
1.0627 |
0.1329 |
12.4% |
0.0063 |
0.6% |
7% |
False |
False |
21 |
| 60 |
1.2306 |
1.0627 |
0.1679 |
15.7% |
0.0051 |
0.5% |
6% |
False |
False |
15 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.1013 |
|
2.618 |
1.0923 |
|
1.618 |
1.0868 |
|
1.000 |
1.0834 |
|
0.618 |
1.0813 |
|
HIGH |
1.0779 |
|
0.618 |
1.0758 |
|
0.500 |
1.0752 |
|
0.382 |
1.0745 |
|
LOW |
1.0724 |
|
0.618 |
1.0690 |
|
1.000 |
1.0669 |
|
1.618 |
1.0635 |
|
2.618 |
1.0580 |
|
4.250 |
1.0490 |
|
|
| Fisher Pivots for day following 15-Feb-2013 |
| Pivot |
1 day |
3 day |
| R1 |
1.0752 |
1.0746 |
| PP |
1.0742 |
1.0739 |
| S1 |
1.0733 |
1.0731 |
|