CME Japanese Yen Future March 2013
| Trading Metrics calculated at close of trading on 21-Jun-2012 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
20-Jun-2012 |
21-Jun-2012 |
Change |
Change % |
Previous Week |
| Open |
1.2636 |
1.2600 |
-0.0036 |
-0.3% |
1.2645 |
| High |
1.2636 |
1.2600 |
-0.0036 |
-0.3% |
1.2770 |
| Low |
1.2636 |
1.2506 |
-0.0130 |
-1.0% |
1.2638 |
| Close |
1.2636 |
1.2506 |
-0.0130 |
-1.0% |
1.2770 |
| Range |
0.0000 |
0.0094 |
0.0094 |
|
0.0132 |
| ATR |
0.0048 |
0.0054 |
0.0006 |
12.1% |
0.0000 |
| Volume |
3 |
3 |
0 |
0.0% |
5 |
|
| Daily Pivots for day following 21-Jun-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.2819 |
1.2757 |
1.2558 |
|
| R3 |
1.2725 |
1.2663 |
1.2532 |
|
| R2 |
1.2631 |
1.2631 |
1.2523 |
|
| R1 |
1.2569 |
1.2569 |
1.2515 |
1.2553 |
| PP |
1.2537 |
1.2537 |
1.2537 |
1.2530 |
| S1 |
1.2475 |
1.2475 |
1.2497 |
1.2459 |
| S2 |
1.2443 |
1.2443 |
1.2489 |
|
| S3 |
1.2349 |
1.2381 |
1.2480 |
|
| S4 |
1.2255 |
1.2287 |
1.2454 |
|
|
| 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 |
1.3000 |
|
2.618 |
1.2846 |
|
1.618 |
1.2752 |
|
1.000 |
1.2694 |
|
0.618 |
1.2658 |
|
HIGH |
1.2600 |
|
0.618 |
1.2564 |
|
0.500 |
1.2553 |
|
0.382 |
1.2542 |
|
LOW |
1.2506 |
|
0.618 |
1.2448 |
|
1.000 |
1.2412 |
|
1.618 |
1.2354 |
|
2.618 |
1.2260 |
|
4.250 |
1.2107 |
|
|
| Fisher Pivots for day following 21-Jun-2012 |
| Pivot |
1 day |
3 day |
| R1 |
1.2553 |
1.2609 |
| PP |
1.2537 |
1.2574 |
| S1 |
1.2522 |
1.2540 |
|