CME Japanese Yen Future March 2013
| Trading Metrics calculated at close of trading on 15-Jun-2012 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
14-Jun-2012 |
15-Jun-2012 |
Change |
Change % |
Previous Week |
| Open |
1.2678 |
1.2700 |
0.0022 |
0.2% |
1.2645 |
| High |
1.2678 |
1.2770 |
0.0092 |
0.7% |
1.2770 |
| Low |
1.2678 |
1.2700 |
0.0022 |
0.2% |
1.2638 |
| Close |
1.2678 |
1.2770 |
0.0092 |
0.7% |
1.2770 |
| Range |
0.0000 |
0.0070 |
0.0070 |
|
0.0132 |
| ATR |
0.0044 |
0.0047 |
0.0003 |
7.9% |
0.0000 |
| Volume |
1 |
1 |
0 |
0.0% |
5 |
|
| Daily Pivots for day following 15-Jun-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.2957 |
1.2933 |
1.2809 |
|
| R3 |
1.2887 |
1.2863 |
1.2789 |
|
| R2 |
1.2817 |
1.2817 |
1.2783 |
|
| R1 |
1.2793 |
1.2793 |
1.2776 |
1.2805 |
| PP |
1.2747 |
1.2747 |
1.2747 |
1.2753 |
| S1 |
1.2723 |
1.2723 |
1.2764 |
1.2735 |
| S2 |
1.2677 |
1.2677 |
1.2757 |
|
| S3 |
1.2607 |
1.2653 |
1.2751 |
|
| S4 |
1.2537 |
1.2583 |
1.2732 |
|
|
| Weekly Pivots for week ending 15-Jun-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.3122 |
1.3078 |
1.2843 |
|
| R3 |
1.2990 |
1.2946 |
1.2806 |
|
| R2 |
1.2858 |
1.2858 |
1.2794 |
|
| R1 |
1.2814 |
1.2814 |
1.2782 |
1.2836 |
| PP |
1.2726 |
1.2726 |
1.2726 |
1.2737 |
| S1 |
1.2682 |
1.2682 |
1.2758 |
1.2704 |
| S2 |
1.2594 |
1.2594 |
1.2746 |
|
| S3 |
1.2462 |
1.2550 |
1.2734 |
|
| S4 |
1.2330 |
1.2418 |
1.2697 |
|
|
|
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.3068 |
|
2.618 |
1.2953 |
|
1.618 |
1.2883 |
|
1.000 |
1.2840 |
|
0.618 |
1.2813 |
|
HIGH |
1.2770 |
|
0.618 |
1.2743 |
|
0.500 |
1.2735 |
|
0.382 |
1.2727 |
|
LOW |
1.2700 |
|
0.618 |
1.2657 |
|
1.000 |
1.2630 |
|
1.618 |
1.2587 |
|
2.618 |
1.2517 |
|
4.250 |
1.2403 |
|
|
| Fisher Pivots for day following 15-Jun-2012 |
| Pivot |
1 day |
3 day |
| R1 |
1.2758 |
1.2753 |
| PP |
1.2747 |
1.2735 |
| S1 |
1.2735 |
1.2718 |
|