CME Japanese Yen Future September 2013
| Trading Metrics calculated at close of trading on 26-Feb-2013 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
25-Feb-2013 |
26-Feb-2013 |
Change |
Change % |
Previous Week |
| Open |
1.0629 |
1.0872 |
0.0243 |
2.3% |
1.0677 |
| High |
1.1017 |
1.0984 |
-0.0033 |
-0.3% |
1.0780 |
| Low |
1.0629 |
1.0817 |
0.0188 |
1.8% |
1.0665 |
| Close |
1.0816 |
1.0894 |
0.0078 |
0.7% |
1.0725 |
| Range |
0.0388 |
0.0167 |
-0.0221 |
-57.0% |
0.0115 |
| ATR |
0.0103 |
0.0108 |
0.0005 |
4.5% |
0.0000 |
| Volume |
6 |
117 |
111 |
1,850.0% |
313 |
|
| Daily Pivots for day following 26-Feb-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.1399 |
1.1314 |
1.0986 |
|
| R3 |
1.1232 |
1.1147 |
1.0940 |
|
| R2 |
1.1065 |
1.1065 |
1.0925 |
|
| R1 |
1.0980 |
1.0980 |
1.0909 |
1.1023 |
| PP |
1.0898 |
1.0898 |
1.0898 |
1.0920 |
| S1 |
1.0813 |
1.0813 |
1.0879 |
1.0856 |
| S2 |
1.0731 |
1.0731 |
1.0863 |
|
| S3 |
1.0564 |
1.0646 |
1.0848 |
|
| S4 |
1.0397 |
1.0479 |
1.0802 |
|
|
| 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% |
0.0141 |
1.3% |
68% |
False |
False |
86 |
| 10 |
1.1017 |
1.0627 |
0.0390 |
3.6% |
0.0103 |
0.9% |
68% |
False |
False |
45 |
| 20 |
1.1083 |
1.0627 |
0.0456 |
4.2% |
0.0084 |
0.8% |
59% |
False |
False |
40 |
| 40 |
1.1646 |
1.0627 |
0.1019 |
9.4% |
0.0076 |
0.7% |
26% |
False |
False |
30 |
| 60 |
1.2254 |
1.0627 |
0.1627 |
14.9% |
0.0062 |
0.6% |
16% |
False |
False |
22 |
| 80 |
1.2640 |
1.0627 |
0.2013 |
18.5% |
0.0049 |
0.5% |
13% |
False |
False |
18 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.1694 |
|
2.618 |
1.1421 |
|
1.618 |
1.1254 |
|
1.000 |
1.1151 |
|
0.618 |
1.1087 |
|
HIGH |
1.0984 |
|
0.618 |
1.0920 |
|
0.500 |
1.0901 |
|
0.382 |
1.0881 |
|
LOW |
1.0817 |
|
0.618 |
1.0714 |
|
1.000 |
1.0650 |
|
1.618 |
1.0547 |
|
2.618 |
1.0380 |
|
4.250 |
1.0107 |
|
|
| Fisher Pivots for day following 26-Feb-2013 |
| Pivot |
1 day |
3 day |
| R1 |
1.0901 |
1.0870 |
| PP |
1.0898 |
1.0847 |
| S1 |
1.0896 |
1.0823 |
|