CME Japanese Yen Future March 2013
Trading Metrics calculated at close of trading on 09-Aug-2012 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
08-Aug-2012 |
09-Aug-2012 |
Change |
Change % |
Previous Week |
Open |
1.2775 |
1.2788 |
0.0013 |
0.1% |
1.2834 |
High |
1.2775 |
1.2788 |
0.0013 |
0.1% |
1.2839 |
Low |
1.2775 |
1.2754 |
-0.0021 |
-0.2% |
1.2753 |
Close |
1.2775 |
1.2764 |
-0.0011 |
-0.1% |
1.2761 |
Range |
0.0000 |
0.0034 |
0.0034 |
|
0.0086 |
ATR |
0.0043 |
0.0043 |
-0.0001 |
-1.5% |
0.0000 |
Volume |
11 |
11 |
0 |
0.0% |
5 |
|
Daily Pivots for day following 09-Aug-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1.2871 |
1.2851 |
1.2783 |
|
R3 |
1.2837 |
1.2817 |
1.2773 |
|
R2 |
1.2803 |
1.2803 |
1.2770 |
|
R1 |
1.2783 |
1.2783 |
1.2767 |
1.2776 |
PP |
1.2769 |
1.2769 |
1.2769 |
1.2765 |
S1 |
1.2749 |
1.2749 |
1.2761 |
1.2742 |
S2 |
1.2735 |
1.2735 |
1.2758 |
|
S3 |
1.2701 |
1.2715 |
1.2755 |
|
S4 |
1.2667 |
1.2681 |
1.2745 |
|
|
Weekly Pivots for week ending 03-Aug-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1.3042 |
1.2988 |
1.2808 |
|
R3 |
1.2956 |
1.2902 |
1.2785 |
|
R2 |
1.2870 |
1.2870 |
1.2777 |
|
R1 |
1.2816 |
1.2816 |
1.2769 |
1.2800 |
PP |
1.2784 |
1.2784 |
1.2784 |
1.2777 |
S1 |
1.2730 |
1.2730 |
1.2753 |
1.2714 |
S2 |
1.2698 |
1.2698 |
1.2745 |
|
S3 |
1.2612 |
1.2644 |
1.2737 |
|
S4 |
1.2526 |
1.2558 |
1.2714 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
1.2822 |
1.2753 |
0.0069 |
0.5% |
0.0008 |
0.1% |
16% |
False |
False |
9 |
10 |
1.2839 |
1.2753 |
0.0086 |
0.7% |
0.0004 |
0.0% |
13% |
False |
False |
5 |
20 |
1.2844 |
1.2658 |
0.0186 |
1.5% |
0.0005 |
0.0% |
57% |
False |
False |
4 |
40 |
1.2844 |
1.2476 |
0.0368 |
2.9% |
0.0012 |
0.1% |
78% |
False |
False |
3 |
60 |
1.2875 |
1.2476 |
0.0399 |
3.1% |
0.0008 |
0.1% |
72% |
False |
False |
3 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
1.2933 |
2.618 |
1.2877 |
1.618 |
1.2843 |
1.000 |
1.2822 |
0.618 |
1.2809 |
HIGH |
1.2788 |
0.618 |
1.2775 |
0.500 |
1.2771 |
0.382 |
1.2767 |
LOW |
1.2754 |
0.618 |
1.2733 |
1.000 |
1.2720 |
1.618 |
1.2699 |
2.618 |
1.2665 |
4.250 |
1.2610 |
|
|
Fisher Pivots for day following 09-Aug-2012 |
Pivot |
1 day |
3 day |
R1 |
1.2771 |
1.2771 |
PP |
1.2769 |
1.2769 |
S1 |
1.2766 |
1.2766 |
|