CME Japanese Yen Future September 2013
| Trading Metrics calculated at close of trading on 21-Feb-2013 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
20-Feb-2013 |
21-Feb-2013 |
Change |
Change % |
Previous Week |
| Open |
1.0689 |
1.0683 |
-0.0006 |
-0.1% |
1.0720 |
| High |
1.0728 |
1.0780 |
0.0052 |
0.5% |
1.0780 |
| Low |
1.0674 |
1.0683 |
0.0009 |
0.1% |
1.0627 |
| Close |
1.0676 |
1.0760 |
0.0084 |
0.8% |
1.0724 |
| Range |
0.0054 |
0.0097 |
0.0043 |
79.6% |
0.0153 |
| ATR |
0.0083 |
0.0085 |
0.0001 |
1.8% |
0.0000 |
| Volume |
276 |
22 |
-254 |
-92.0% |
39 |
|
| Daily Pivots for day following 21-Feb-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.1032 |
1.0993 |
1.0813 |
|
| R3 |
1.0935 |
1.0896 |
1.0787 |
|
| R2 |
1.0838 |
1.0838 |
1.0778 |
|
| R1 |
1.0799 |
1.0799 |
1.0769 |
1.0819 |
| PP |
1.0741 |
1.0741 |
1.0741 |
1.0751 |
| S1 |
1.0702 |
1.0702 |
1.0751 |
1.0722 |
| S2 |
1.0644 |
1.0644 |
1.0742 |
|
| S3 |
1.0547 |
1.0605 |
1.0733 |
|
| S4 |
1.0450 |
1.0508 |
1.0707 |
|
|
| 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 |
1.0665 |
0.0115 |
1.1% |
0.0064 |
0.6% |
83% |
True |
False |
61 |
| 10 |
1.0804 |
1.0627 |
0.0177 |
1.6% |
0.0069 |
0.6% |
75% |
False |
False |
37 |
| 20 |
1.1280 |
1.0627 |
0.0653 |
6.1% |
0.0073 |
0.7% |
20% |
False |
False |
39 |
| 40 |
1.1888 |
1.0627 |
0.1261 |
11.7% |
0.0064 |
0.6% |
11% |
False |
False |
27 |
| 60 |
1.2265 |
1.0627 |
0.1638 |
15.2% |
0.0054 |
0.5% |
8% |
False |
False |
20 |
| 80 |
1.2652 |
1.0627 |
0.2025 |
18.8% |
0.0044 |
0.4% |
7% |
False |
False |
16 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.1192 |
|
2.618 |
1.1034 |
|
1.618 |
1.0937 |
|
1.000 |
1.0877 |
|
0.618 |
1.0840 |
|
HIGH |
1.0780 |
|
0.618 |
1.0743 |
|
0.500 |
1.0732 |
|
0.382 |
1.0720 |
|
LOW |
1.0683 |
|
0.618 |
1.0623 |
|
1.000 |
1.0586 |
|
1.618 |
1.0526 |
|
2.618 |
1.0429 |
|
4.250 |
1.0271 |
|
|
| Fisher Pivots for day following 21-Feb-2013 |
| Pivot |
1 day |
3 day |
| R1 |
1.0751 |
1.0748 |
| PP |
1.0741 |
1.0735 |
| S1 |
1.0732 |
1.0723 |
|