CME Japanese Yen Future March 2013
| Trading Metrics calculated at close of trading on 27-Jun-2012 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
26-Jun-2012 |
27-Jun-2012 |
Change |
Change % |
Previous Week |
| Open |
1.2636 |
1.2618 |
-0.0018 |
-0.1% |
1.2700 |
| High |
1.2636 |
1.2618 |
-0.0018 |
-0.1% |
1.2711 |
| Low |
1.2636 |
1.2580 |
-0.0056 |
-0.4% |
1.2476 |
| Close |
1.2636 |
1.2592 |
-0.0044 |
-0.3% |
1.2485 |
| Range |
0.0000 |
0.0038 |
0.0038 |
|
0.0235 |
| ATR |
0.0058 |
0.0057 |
0.0000 |
-0.2% |
0.0000 |
| Volume |
5 |
5 |
0 |
0.0% |
14 |
|
| Daily Pivots for day following 27-Jun-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.2711 |
1.2689 |
1.2613 |
|
| R3 |
1.2673 |
1.2651 |
1.2602 |
|
| R2 |
1.2635 |
1.2635 |
1.2599 |
|
| R1 |
1.2613 |
1.2613 |
1.2595 |
1.2605 |
| PP |
1.2597 |
1.2597 |
1.2597 |
1.2593 |
| S1 |
1.2575 |
1.2575 |
1.2589 |
1.2567 |
| S2 |
1.2559 |
1.2559 |
1.2585 |
|
| S3 |
1.2521 |
1.2537 |
1.2582 |
|
| S4 |
1.2483 |
1.2499 |
1.2571 |
|
|
| Weekly Pivots for week ending 22-Jun-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.3262 |
1.3109 |
1.2614 |
|
| R3 |
1.3027 |
1.2874 |
1.2550 |
|
| R2 |
1.2792 |
1.2792 |
1.2528 |
|
| R1 |
1.2639 |
1.2639 |
1.2507 |
1.2598 |
| PP |
1.2557 |
1.2557 |
1.2557 |
1.2537 |
| S1 |
1.2404 |
1.2404 |
1.2463 |
1.2363 |
| S2 |
1.2322 |
1.2322 |
1.2442 |
|
| S3 |
1.2087 |
1.2169 |
1.2420 |
|
| S4 |
1.1852 |
1.1934 |
1.2356 |
|
|
|
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.2780 |
|
2.618 |
1.2717 |
|
1.618 |
1.2679 |
|
1.000 |
1.2656 |
|
0.618 |
1.2641 |
|
HIGH |
1.2618 |
|
0.618 |
1.2603 |
|
0.500 |
1.2599 |
|
0.382 |
1.2595 |
|
LOW |
1.2580 |
|
0.618 |
1.2557 |
|
1.000 |
1.2542 |
|
1.618 |
1.2519 |
|
2.618 |
1.2481 |
|
4.250 |
1.2419 |
|
|
| Fisher Pivots for day following 27-Jun-2012 |
| Pivot |
1 day |
3 day |
| R1 |
1.2599 |
1.2610 |
| PP |
1.2597 |
1.2604 |
| S1 |
1.2594 |
1.2598 |
|