CME Japanese Yen Future March 2013
Trading Metrics calculated at close of trading on 24-Jul-2012 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
23-Jul-2012 |
24-Jul-2012 |
Change |
Change % |
Previous Week |
Open |
1.2785 |
1.2827 |
0.0042 |
0.3% |
1.2720 |
High |
1.2796 |
1.2833 |
0.0037 |
0.3% |
1.2784 |
Low |
1.2785 |
1.2825 |
0.0040 |
0.3% |
1.2682 |
Close |
1.2796 |
1.2833 |
0.0037 |
0.3% |
1.2784 |
Range |
0.0011 |
0.0008 |
-0.0003 |
-27.3% |
0.0102 |
ATR |
0.0044 |
0.0044 |
-0.0001 |
-1.2% |
0.0000 |
Volume |
2 |
1 |
-1 |
-50.0% |
9 |
|
Daily Pivots for day following 24-Jul-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1.2854 |
1.2852 |
1.2837 |
|
R3 |
1.2846 |
1.2844 |
1.2835 |
|
R2 |
1.2838 |
1.2838 |
1.2834 |
|
R1 |
1.2836 |
1.2836 |
1.2834 |
1.2837 |
PP |
1.2830 |
1.2830 |
1.2830 |
1.2831 |
S1 |
1.2828 |
1.2828 |
1.2832 |
1.2829 |
S2 |
1.2822 |
1.2822 |
1.2832 |
|
S3 |
1.2814 |
1.2820 |
1.2831 |
|
S4 |
1.2806 |
1.2812 |
1.2829 |
|
|
Weekly Pivots for week ending 20-Jul-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1.3056 |
1.3022 |
1.2840 |
|
R3 |
1.2954 |
1.2920 |
1.2812 |
|
R2 |
1.2852 |
1.2852 |
1.2803 |
|
R1 |
1.2818 |
1.2818 |
1.2793 |
1.2835 |
PP |
1.2750 |
1.2750 |
1.2750 |
1.2759 |
S1 |
1.2716 |
1.2716 |
1.2775 |
1.2733 |
S2 |
1.2648 |
1.2648 |
1.2765 |
|
S3 |
1.2546 |
1.2614 |
1.2756 |
|
S4 |
1.2444 |
1.2512 |
1.2728 |
|
|
|
|
Fibonacci Retracements and Extensions |
4.250 |
1.2867 |
2.618 |
1.2854 |
1.618 |
1.2846 |
1.000 |
1.2841 |
0.618 |
1.2838 |
HIGH |
1.2833 |
0.618 |
1.2830 |
0.500 |
1.2829 |
0.382 |
1.2828 |
LOW |
1.2825 |
0.618 |
1.2820 |
1.000 |
1.2817 |
1.618 |
1.2812 |
2.618 |
1.2804 |
4.250 |
1.2791 |
|
|
Fisher Pivots for day following 24-Jul-2012 |
Pivot |
1 day |
3 day |
R1 |
1.2832 |
1.2825 |
PP |
1.2830 |
1.2817 |
S1 |
1.2829 |
1.2809 |
|