CME Japanese Yen Future March 2013
| Trading Metrics calculated at close of trading on 13-Jul-2012 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
12-Jul-2012 |
13-Jul-2012 |
Change |
Change % |
Previous Week |
| Open |
1.2654 |
1.2659 |
0.0005 |
0.0% |
1.2613 |
| High |
1.2655 |
1.2675 |
0.0020 |
0.2% |
1.2675 |
| Low |
1.2648 |
1.2658 |
0.0010 |
0.1% |
1.2601 |
| Close |
1.2655 |
1.2658 |
0.0003 |
0.0% |
1.2658 |
| Range |
0.0007 |
0.0017 |
0.0010 |
142.9% |
0.0074 |
| ATR |
0.0049 |
0.0047 |
-0.0002 |
-4.3% |
0.0000 |
| Volume |
4 |
4 |
0 |
0.0% |
11 |
|
| Daily Pivots for day following 13-Jul-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.2715 |
1.2703 |
1.2667 |
|
| R3 |
1.2698 |
1.2686 |
1.2663 |
|
| R2 |
1.2681 |
1.2681 |
1.2661 |
|
| R1 |
1.2669 |
1.2669 |
1.2660 |
1.2667 |
| PP |
1.2664 |
1.2664 |
1.2664 |
1.2662 |
| S1 |
1.2652 |
1.2652 |
1.2656 |
1.2650 |
| S2 |
1.2647 |
1.2647 |
1.2655 |
|
| S3 |
1.2630 |
1.2635 |
1.2653 |
|
| S4 |
1.2613 |
1.2618 |
1.2649 |
|
|
| Weekly Pivots for week ending 13-Jul-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.2867 |
1.2836 |
1.2699 |
|
| R3 |
1.2793 |
1.2762 |
1.2678 |
|
| R2 |
1.2719 |
1.2719 |
1.2672 |
|
| R1 |
1.2688 |
1.2688 |
1.2665 |
1.2704 |
| PP |
1.2645 |
1.2645 |
1.2645 |
1.2652 |
| S1 |
1.2614 |
1.2614 |
1.2651 |
1.2630 |
| S2 |
1.2571 |
1.2571 |
1.2644 |
|
| S3 |
1.2497 |
1.2540 |
1.2638 |
|
| S4 |
1.2423 |
1.2466 |
1.2617 |
|
|
|
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.2747 |
|
2.618 |
1.2720 |
|
1.618 |
1.2703 |
|
1.000 |
1.2692 |
|
0.618 |
1.2686 |
|
HIGH |
1.2675 |
|
0.618 |
1.2669 |
|
0.500 |
1.2667 |
|
0.382 |
1.2664 |
|
LOW |
1.2658 |
|
0.618 |
1.2647 |
|
1.000 |
1.2641 |
|
1.618 |
1.2630 |
|
2.618 |
1.2613 |
|
4.250 |
1.2586 |
|
|
| Fisher Pivots for day following 13-Jul-2012 |
| Pivot |
1 day |
3 day |
| R1 |
1.2667 |
1.2651 |
| PP |
1.2664 |
1.2645 |
| S1 |
1.2661 |
1.2638 |
|