CME Japanese Yen Future December 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 |
1.0925 |
1.0907 |
-0.0018 |
-0.2% |
1.0690 |
| High |
1.1000 |
1.0907 |
-0.0093 |
-0.8% |
1.0807 |
| Low |
1.0890 |
1.0863 |
-0.0027 |
-0.2% |
1.0664 |
| Close |
1.0907 |
1.0863 |
-0.0044 |
-0.4% |
1.0738 |
| Range |
0.0110 |
0.0044 |
-0.0066 |
-60.0% |
0.0143 |
| ATR |
0.0105 |
0.0101 |
-0.0004 |
-4.2% |
0.0000 |
| Volume |
37 |
16 |
-21 |
-56.8% |
77 |
|
| Daily Pivots for day following 27-Feb-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.1010 |
1.0980 |
1.0887 |
|
| R3 |
1.0966 |
1.0936 |
1.0875 |
|
| R2 |
1.0922 |
1.0922 |
1.0871 |
|
| R1 |
1.0892 |
1.0892 |
1.0867 |
1.0885 |
| PP |
1.0878 |
1.0878 |
1.0878 |
1.0874 |
| S1 |
1.0848 |
1.0848 |
1.0859 |
1.0841 |
| S2 |
1.0834 |
1.0834 |
1.0855 |
|
| S3 |
1.0790 |
1.0804 |
1.0851 |
|
| S4 |
1.0746 |
1.0760 |
1.0839 |
|
|
| Weekly Pivots for week ending 22-Feb-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.1165 |
1.1095 |
1.0817 |
|
| R3 |
1.1022 |
1.0952 |
1.0777 |
|
| R2 |
1.0879 |
1.0879 |
1.0764 |
|
| R1 |
1.0809 |
1.0809 |
1.0751 |
1.0844 |
| PP |
1.0736 |
1.0736 |
1.0736 |
1.0754 |
| S1 |
1.0666 |
1.0666 |
1.0725 |
1.0701 |
| S2 |
1.0593 |
1.0593 |
1.0712 |
|
| S3 |
1.0450 |
1.0523 |
1.0699 |
|
| S4 |
1.0307 |
1.0380 |
1.0659 |
|
|
|
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.1094 |
|
2.618 |
1.1022 |
|
1.618 |
1.0978 |
|
1.000 |
1.0951 |
|
0.618 |
1.0934 |
|
HIGH |
1.0907 |
|
0.618 |
1.0890 |
|
0.500 |
1.0885 |
|
0.382 |
1.0880 |
|
LOW |
1.0863 |
|
0.618 |
1.0836 |
|
1.000 |
1.0819 |
|
1.618 |
1.0792 |
|
2.618 |
1.0748 |
|
4.250 |
1.0676 |
|
|
| Fisher Pivots for day following 27-Feb-2013 |
| Pivot |
1 day |
3 day |
| R1 |
1.0885 |
1.0851 |
| PP |
1.0878 |
1.0839 |
| S1 |
1.0870 |
1.0828 |
|