CME Japanese Yen Future September 2013
| Trading Metrics calculated at close of trading on 04-Mar-2013 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
01-Mar-2013 |
04-Mar-2013 |
Change |
Change % |
Previous Week |
| Open |
1.0816 |
1.0696 |
-0.0120 |
-1.1% |
1.0629 |
| High |
1.0816 |
1.0734 |
-0.0082 |
-0.8% |
1.1017 |
| Low |
1.0702 |
1.0696 |
-0.0006 |
-0.1% |
1.0629 |
| Close |
1.0702 |
1.0720 |
0.0018 |
0.2% |
1.0702 |
| Range |
0.0114 |
0.0038 |
-0.0076 |
-66.7% |
0.0388 |
| ATR |
0.0107 |
0.0102 |
-0.0005 |
-4.6% |
0.0000 |
| Volume |
37 |
20 |
-17 |
-45.9% |
224 |
|
| Daily Pivots for day following 04-Mar-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.0831 |
1.0813 |
1.0741 |
|
| R3 |
1.0793 |
1.0775 |
1.0730 |
|
| R2 |
1.0755 |
1.0755 |
1.0727 |
|
| R1 |
1.0737 |
1.0737 |
1.0723 |
1.0746 |
| PP |
1.0717 |
1.0717 |
1.0717 |
1.0721 |
| S1 |
1.0699 |
1.0699 |
1.0717 |
1.0708 |
| S2 |
1.0679 |
1.0679 |
1.0713 |
|
| S3 |
1.0641 |
1.0661 |
1.0710 |
|
| S4 |
1.0603 |
1.0623 |
1.0699 |
|
|
| Weekly Pivots for week ending 01-Mar-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.1947 |
1.1712 |
1.0915 |
|
| R3 |
1.1559 |
1.1324 |
1.0809 |
|
| R2 |
1.1171 |
1.1171 |
1.0773 |
|
| R1 |
1.0936 |
1.0936 |
1.0738 |
1.1054 |
| PP |
1.0783 |
1.0783 |
1.0783 |
1.0841 |
| S1 |
1.0548 |
1.0548 |
1.0666 |
1.0666 |
| S2 |
1.0395 |
1.0395 |
1.0631 |
|
| S3 |
1.0007 |
1.0160 |
1.0595 |
|
| S4 |
0.9619 |
0.9772 |
1.0489 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1.0984 |
1.0696 |
0.0288 |
2.7% |
0.0102 |
1.0% |
8% |
False |
True |
47 |
| 10 |
1.1017 |
1.0629 |
0.0388 |
3.6% |
0.0111 |
1.0% |
23% |
False |
False |
55 |
| 20 |
1.1017 |
1.0627 |
0.0390 |
3.6% |
0.0086 |
0.8% |
24% |
False |
False |
37 |
| 40 |
1.1528 |
1.0627 |
0.0901 |
8.4% |
0.0083 |
0.8% |
10% |
False |
False |
33 |
| 60 |
1.2200 |
1.0627 |
0.1573 |
14.7% |
0.0067 |
0.6% |
6% |
False |
False |
24 |
| 80 |
1.2640 |
1.0627 |
0.2013 |
18.8% |
0.0054 |
0.5% |
5% |
False |
False |
19 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.0896 |
|
2.618 |
1.0833 |
|
1.618 |
1.0795 |
|
1.000 |
1.0772 |
|
0.618 |
1.0757 |
|
HIGH |
1.0734 |
|
0.618 |
1.0719 |
|
0.500 |
1.0715 |
|
0.382 |
1.0711 |
|
LOW |
1.0696 |
|
0.618 |
1.0673 |
|
1.000 |
1.0658 |
|
1.618 |
1.0635 |
|
2.618 |
1.0597 |
|
4.250 |
1.0535 |
|
|
| Fisher Pivots for day following 04-Mar-2013 |
| Pivot |
1 day |
3 day |
| R1 |
1.0718 |
1.0783 |
| PP |
1.0717 |
1.0762 |
| S1 |
1.0715 |
1.0741 |
|