CME Japanese Yen Future September 2013
| Trading Metrics calculated at close of trading on 06-Mar-2013 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
05-Mar-2013 |
06-Mar-2013 |
Change |
Change % |
Previous Week |
| Open |
1.0720 |
1.0697 |
-0.0023 |
-0.2% |
1.0629 |
| High |
1.0764 |
1.0699 |
-0.0065 |
-0.6% |
1.1017 |
| Low |
1.0720 |
1.0648 |
-0.0072 |
-0.7% |
1.0629 |
| Close |
1.0735 |
1.0648 |
-0.0087 |
-0.8% |
1.0702 |
| Range |
0.0044 |
0.0051 |
0.0007 |
15.9% |
0.0388 |
| ATR |
0.0098 |
0.0097 |
-0.0001 |
-0.8% |
0.0000 |
| Volume |
31 |
48 |
17 |
54.8% |
224 |
|
| Daily Pivots for day following 06-Mar-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.0818 |
1.0784 |
1.0676 |
|
| R3 |
1.0767 |
1.0733 |
1.0662 |
|
| R2 |
1.0716 |
1.0716 |
1.0657 |
|
| R1 |
1.0682 |
1.0682 |
1.0653 |
1.0674 |
| PP |
1.0665 |
1.0665 |
1.0665 |
1.0661 |
| S1 |
1.0631 |
1.0631 |
1.0643 |
1.0623 |
| S2 |
1.0614 |
1.0614 |
1.0639 |
|
| S3 |
1.0563 |
1.0580 |
1.0634 |
|
| S4 |
1.0512 |
1.0529 |
1.0620 |
|
|
| 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 |
1.0870 |
1.0648 |
0.0222 |
2.1% |
0.0063 |
0.6% |
0% |
False |
True |
30 |
| 10 |
1.1017 |
1.0629 |
0.0388 |
3.6% |
0.0109 |
1.0% |
5% |
False |
False |
35 |
| 20 |
1.1017 |
1.0627 |
0.0390 |
3.7% |
0.0086 |
0.8% |
5% |
False |
False |
35 |
| 40 |
1.1528 |
1.0627 |
0.0901 |
8.5% |
0.0083 |
0.8% |
2% |
False |
False |
35 |
| 60 |
1.2200 |
1.0627 |
0.1573 |
14.8% |
0.0068 |
0.6% |
1% |
False |
False |
25 |
| 80 |
1.2640 |
1.0627 |
0.2013 |
18.9% |
0.0055 |
0.5% |
1% |
False |
False |
19 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.0916 |
|
2.618 |
1.0833 |
|
1.618 |
1.0782 |
|
1.000 |
1.0750 |
|
0.618 |
1.0731 |
|
HIGH |
1.0699 |
|
0.618 |
1.0680 |
|
0.500 |
1.0674 |
|
0.382 |
1.0667 |
|
LOW |
1.0648 |
|
0.618 |
1.0616 |
|
1.000 |
1.0597 |
|
1.618 |
1.0565 |
|
2.618 |
1.0514 |
|
4.250 |
1.0431 |
|
|
| Fisher Pivots for day following 06-Mar-2013 |
| Pivot |
1 day |
3 day |
| R1 |
1.0674 |
1.0706 |
| PP |
1.0665 |
1.0687 |
| S1 |
1.0657 |
1.0667 |
|