CME Japanese Yen Future September 2013
| Trading Metrics calculated at close of trading on 25-Feb-2013 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
22-Feb-2013 |
25-Feb-2013 |
Change |
Change % |
Previous Week |
| Open |
1.0725 |
1.0629 |
-0.0096 |
-0.9% |
1.0677 |
| High |
1.0725 |
1.1017 |
0.0292 |
2.7% |
1.0780 |
| Low |
1.0725 |
1.0629 |
-0.0096 |
-0.9% |
1.0665 |
| Close |
1.0725 |
1.0816 |
0.0091 |
0.8% |
1.0725 |
| Range |
0.0000 |
0.0388 |
0.0388 |
|
0.0115 |
| ATR |
0.0081 |
0.0103 |
0.0022 |
26.9% |
0.0000 |
| Volume |
13 |
6 |
-7 |
-53.8% |
313 |
|
| Daily Pivots for day following 25-Feb-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.1985 |
1.1788 |
1.1029 |
|
| R3 |
1.1597 |
1.1400 |
1.0923 |
|
| R2 |
1.1209 |
1.1209 |
1.0887 |
|
| R1 |
1.1012 |
1.1012 |
1.0852 |
1.1111 |
| PP |
1.0821 |
1.0821 |
1.0821 |
1.0870 |
| S1 |
1.0624 |
1.0624 |
1.0780 |
1.0723 |
| S2 |
1.0433 |
1.0433 |
1.0745 |
|
| S3 |
1.0045 |
1.0236 |
1.0709 |
|
| S4 |
0.9657 |
0.9848 |
1.0603 |
|
|
| Weekly Pivots for week ending 22-Feb-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.1068 |
1.1012 |
1.0788 |
|
| R3 |
1.0953 |
1.0897 |
1.0757 |
|
| R2 |
1.0838 |
1.0838 |
1.0746 |
|
| R1 |
1.0782 |
1.0782 |
1.0736 |
1.0810 |
| PP |
1.0723 |
1.0723 |
1.0723 |
1.0738 |
| S1 |
1.0667 |
1.0667 |
1.0714 |
1.0695 |
| S2 |
1.0608 |
1.0608 |
1.0704 |
|
| S3 |
1.0493 |
1.0552 |
1.0693 |
|
| S4 |
1.0378 |
1.0437 |
1.0662 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1.1017 |
1.0629 |
0.0388 |
3.6% |
0.0119 |
1.1% |
48% |
True |
True |
63 |
| 10 |
1.1017 |
1.0627 |
0.0390 |
3.6% |
0.0093 |
0.9% |
48% |
True |
False |
35 |
| 20 |
1.1083 |
1.0627 |
0.0456 |
4.2% |
0.0079 |
0.7% |
41% |
False |
False |
35 |
| 40 |
1.1658 |
1.0627 |
0.1031 |
9.5% |
0.0072 |
0.7% |
18% |
False |
False |
28 |
| 60 |
1.2265 |
1.0627 |
0.1638 |
15.1% |
0.0060 |
0.6% |
12% |
False |
False |
20 |
| 80 |
1.2652 |
1.0627 |
0.2025 |
18.7% |
0.0048 |
0.4% |
9% |
False |
False |
16 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.2666 |
|
2.618 |
1.2033 |
|
1.618 |
1.1645 |
|
1.000 |
1.1405 |
|
0.618 |
1.1257 |
|
HIGH |
1.1017 |
|
0.618 |
1.0869 |
|
0.500 |
1.0823 |
|
0.382 |
1.0777 |
|
LOW |
1.0629 |
|
0.618 |
1.0389 |
|
1.000 |
1.0241 |
|
1.618 |
1.0001 |
|
2.618 |
0.9613 |
|
4.250 |
0.8980 |
|
|
| Fisher Pivots for day following 25-Feb-2013 |
| Pivot |
1 day |
3 day |
| R1 |
1.0823 |
1.0823 |
| PP |
1.0821 |
1.0821 |
| S1 |
1.0818 |
1.0818 |
|