CME Japanese Yen Future September 2013
| Trading Metrics calculated at close of trading on 27-Feb-2013 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
26-Feb-2013 |
27-Feb-2013 |
Change |
Change % |
Previous Week |
| Open |
1.0872 |
1.0917 |
0.0045 |
0.4% |
1.0677 |
| High |
1.0984 |
1.0962 |
-0.0022 |
-0.2% |
1.0780 |
| Low |
1.0817 |
1.0840 |
0.0023 |
0.2% |
1.0665 |
| Close |
1.0894 |
1.0852 |
-0.0042 |
-0.4% |
1.0725 |
| Range |
0.0167 |
0.0122 |
-0.0045 |
-26.9% |
0.0115 |
| ATR |
0.0108 |
0.0109 |
0.0001 |
0.9% |
0.0000 |
| Volume |
117 |
48 |
-69 |
-59.0% |
313 |
|
| Daily Pivots for day following 27-Feb-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.1251 |
1.1173 |
1.0919 |
|
| R3 |
1.1129 |
1.1051 |
1.0886 |
|
| R2 |
1.1007 |
1.1007 |
1.0874 |
|
| R1 |
1.0929 |
1.0929 |
1.0863 |
1.0907 |
| PP |
1.0885 |
1.0885 |
1.0885 |
1.0874 |
| S1 |
1.0807 |
1.0807 |
1.0841 |
1.0785 |
| S2 |
1.0763 |
1.0763 |
1.0830 |
|
| S3 |
1.0641 |
1.0685 |
1.0818 |
|
| S4 |
1.0519 |
1.0563 |
1.0785 |
|
|
| 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% |
0.0155 |
1.4% |
57% |
False |
False |
41 |
| 10 |
1.1017 |
1.0629 |
0.0388 |
3.6% |
0.0100 |
0.9% |
57% |
False |
False |
50 |
| 20 |
1.1025 |
1.0627 |
0.0398 |
3.7% |
0.0088 |
0.8% |
57% |
False |
False |
41 |
| 40 |
1.1569 |
1.0627 |
0.0942 |
8.7% |
0.0077 |
0.7% |
24% |
False |
False |
32 |
| 60 |
1.2254 |
1.0627 |
0.1627 |
15.0% |
0.0064 |
0.6% |
14% |
False |
False |
22 |
| 80 |
1.2640 |
1.0627 |
0.2013 |
18.5% |
0.0051 |
0.5% |
11% |
False |
False |
18 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.1481 |
|
2.618 |
1.1281 |
|
1.618 |
1.1159 |
|
1.000 |
1.1084 |
|
0.618 |
1.1037 |
|
HIGH |
1.0962 |
|
0.618 |
1.0915 |
|
0.500 |
1.0901 |
|
0.382 |
1.0887 |
|
LOW |
1.0840 |
|
0.618 |
1.0765 |
|
1.000 |
1.0718 |
|
1.618 |
1.0643 |
|
2.618 |
1.0521 |
|
4.250 |
1.0322 |
|
|
| Fisher Pivots for day following 27-Feb-2013 |
| Pivot |
1 day |
3 day |
| R1 |
1.0901 |
1.0842 |
| PP |
1.0885 |
1.0833 |
| S1 |
1.0868 |
1.0823 |
|