CME Japanese Yen Future March 2013
| Trading Metrics calculated at close of trading on 01-Jun-2012 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
31-May-2012 |
01-Jun-2012 |
Change |
Change % |
Previous Week |
| Open |
1.2832 |
1.2875 |
0.0043 |
0.3% |
1.2641 |
| High |
1.2832 |
1.2875 |
0.0043 |
0.3% |
1.2875 |
| Low |
1.2832 |
1.2870 |
0.0038 |
0.3% |
1.2641 |
| Close |
1.2832 |
1.2870 |
0.0038 |
0.3% |
1.2870 |
| Range |
0.0000 |
0.0005 |
0.0005 |
|
0.0234 |
| ATR |
0.0052 |
0.0052 |
-0.0001 |
-1.3% |
0.0000 |
| Volume |
1 |
1 |
0 |
0.0% |
4 |
|
| Daily Pivots for day following 01-Jun-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.2887 |
1.2883 |
1.2873 |
|
| R3 |
1.2882 |
1.2878 |
1.2871 |
|
| R2 |
1.2877 |
1.2877 |
1.2871 |
|
| R1 |
1.2873 |
1.2873 |
1.2870 |
1.2873 |
| PP |
1.2872 |
1.2872 |
1.2872 |
1.2871 |
| S1 |
1.2868 |
1.2868 |
1.2870 |
1.2868 |
| S2 |
1.2867 |
1.2867 |
1.2869 |
|
| S3 |
1.2862 |
1.2863 |
1.2869 |
|
| S4 |
1.2857 |
1.2858 |
1.2867 |
|
|
| Weekly Pivots for week ending 01-Jun-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.3497 |
1.3418 |
1.2999 |
|
| R3 |
1.3263 |
1.3184 |
1.2934 |
|
| R2 |
1.3029 |
1.3029 |
1.2913 |
|
| R1 |
1.2950 |
1.2950 |
1.2891 |
1.2990 |
| PP |
1.2795 |
1.2795 |
1.2795 |
1.2815 |
| S1 |
1.2716 |
1.2716 |
1.2849 |
1.2756 |
| S2 |
1.2561 |
1.2561 |
1.2827 |
|
| S3 |
1.2327 |
1.2482 |
1.2806 |
|
| S4 |
1.2093 |
1.2248 |
1.2741 |
|
|
|
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.2896 |
|
2.618 |
1.2888 |
|
1.618 |
1.2883 |
|
1.000 |
1.2880 |
|
0.618 |
1.2878 |
|
HIGH |
1.2875 |
|
0.618 |
1.2873 |
|
0.500 |
1.2873 |
|
0.382 |
1.2872 |
|
LOW |
1.2870 |
|
0.618 |
1.2867 |
|
1.000 |
1.2865 |
|
1.618 |
1.2862 |
|
2.618 |
1.2857 |
|
4.250 |
1.2849 |
|
|
| Fisher Pivots for day following 01-Jun-2012 |
| Pivot |
1 day |
3 day |
| R1 |
1.2873 |
1.2844 |
| PP |
1.2872 |
1.2818 |
| S1 |
1.2871 |
1.2793 |
|