CME Japanese Yen Future March 2013
Trading Metrics calculated at close of trading on 13-Aug-2012 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
10-Aug-2012 |
13-Aug-2012 |
Change |
Change % |
Previous Week |
Open |
1.2820 |
1.2795 |
-0.0025 |
-0.2% |
1.2822 |
High |
1.2820 |
1.2797 |
-0.0023 |
-0.2% |
1.2822 |
Low |
1.2819 |
1.2795 |
-0.0024 |
-0.2% |
1.2754 |
Close |
1.2819 |
1.2797 |
-0.0022 |
-0.2% |
1.2819 |
Range |
0.0001 |
0.0002 |
0.0001 |
100.0% |
0.0068 |
ATR |
0.0044 |
0.0042 |
-0.0001 |
-3.2% |
0.0000 |
Volume |
4 |
2 |
-2 |
-50.0% |
48 |
|
Daily Pivots for day following 13-Aug-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1.2802 |
1.2802 |
1.2798 |
|
R3 |
1.2800 |
1.2800 |
1.2798 |
|
R2 |
1.2798 |
1.2798 |
1.2797 |
|
R1 |
1.2798 |
1.2798 |
1.2797 |
1.2798 |
PP |
1.2796 |
1.2796 |
1.2796 |
1.2797 |
S1 |
1.2796 |
1.2796 |
1.2797 |
1.2796 |
S2 |
1.2794 |
1.2794 |
1.2797 |
|
S3 |
1.2792 |
1.2794 |
1.2796 |
|
S4 |
1.2790 |
1.2792 |
1.2796 |
|
|
Weekly Pivots for week ending 10-Aug-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1.3002 |
1.2979 |
1.2856 |
|
R3 |
1.2934 |
1.2911 |
1.2838 |
|
R2 |
1.2866 |
1.2866 |
1.2831 |
|
R1 |
1.2843 |
1.2843 |
1.2825 |
1.2821 |
PP |
1.2798 |
1.2798 |
1.2798 |
1.2787 |
S1 |
1.2775 |
1.2775 |
1.2813 |
1.2753 |
S2 |
1.2730 |
1.2730 |
1.2807 |
|
S3 |
1.2662 |
1.2707 |
1.2800 |
|
S4 |
1.2594 |
1.2639 |
1.2782 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
1.2820 |
1.2754 |
0.0066 |
0.5% |
0.0007 |
0.1% |
65% |
False |
False |
7 |
10 |
1.2839 |
1.2753 |
0.0086 |
0.7% |
0.0005 |
0.0% |
51% |
False |
False |
5 |
20 |
1.2844 |
1.2682 |
0.0162 |
1.3% |
0.0004 |
0.0% |
71% |
False |
False |
4 |
40 |
1.2844 |
1.2476 |
0.0368 |
2.9% |
0.0011 |
0.1% |
87% |
False |
False |
3 |
60 |
1.2875 |
1.2476 |
0.0399 |
3.1% |
0.0008 |
0.1% |
80% |
False |
False |
3 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
1.2806 |
2.618 |
1.2802 |
1.618 |
1.2800 |
1.000 |
1.2799 |
0.618 |
1.2798 |
HIGH |
1.2797 |
0.618 |
1.2796 |
0.500 |
1.2796 |
0.382 |
1.2796 |
LOW |
1.2795 |
0.618 |
1.2794 |
1.000 |
1.2793 |
1.618 |
1.2792 |
2.618 |
1.2790 |
4.250 |
1.2787 |
|
|
Fisher Pivots for day following 13-Aug-2012 |
Pivot |
1 day |
3 day |
R1 |
1.2797 |
1.2794 |
PP |
1.2796 |
1.2790 |
S1 |
1.2796 |
1.2787 |
|