CME Japanese Yen Future March 2013
Trading Metrics calculated at close of trading on 15-Aug-2012 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
14-Aug-2012 |
15-Aug-2012 |
Change |
Change % |
Previous Week |
Open |
1.2728 |
1.2710 |
-0.0018 |
-0.1% |
1.2822 |
High |
1.2730 |
1.2710 |
-0.0020 |
-0.2% |
1.2822 |
Low |
1.2725 |
1.2710 |
-0.0015 |
-0.1% |
1.2754 |
Close |
1.2730 |
1.2710 |
-0.0020 |
-0.2% |
1.2819 |
Range |
0.0005 |
0.0000 |
-0.0005 |
-100.0% |
0.0068 |
ATR |
0.0044 |
0.0043 |
-0.0002 |
-3.9% |
0.0000 |
Volume |
6 |
2 |
-4 |
-66.7% |
48 |
|
Daily Pivots for day following 15-Aug-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1.2710 |
1.2710 |
1.2710 |
|
R3 |
1.2710 |
1.2710 |
1.2710 |
|
R2 |
1.2710 |
1.2710 |
1.2710 |
|
R1 |
1.2710 |
1.2710 |
1.2710 |
1.2710 |
PP |
1.2710 |
1.2710 |
1.2710 |
1.2710 |
S1 |
1.2710 |
1.2710 |
1.2710 |
1.2710 |
S2 |
1.2710 |
1.2710 |
1.2710 |
|
S3 |
1.2710 |
1.2710 |
1.2710 |
|
S4 |
1.2710 |
1.2710 |
1.2710 |
|
|
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 |
1.2710 |
0.0110 |
0.9% |
0.0008 |
0.1% |
0% |
False |
True |
5 |
10 |
1.2822 |
1.2710 |
0.0112 |
0.9% |
0.0005 |
0.0% |
0% |
False |
True |
6 |
20 |
1.2844 |
1.2710 |
0.0134 |
1.1% |
0.0004 |
0.0% |
0% |
False |
True |
4 |
40 |
1.2844 |
1.2476 |
0.0368 |
2.9% |
0.0011 |
0.1% |
64% |
False |
False |
3 |
60 |
1.2875 |
1.2476 |
0.0399 |
3.1% |
0.0008 |
0.1% |
59% |
False |
False |
3 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
1.2710 |
2.618 |
1.2710 |
1.618 |
1.2710 |
1.000 |
1.2710 |
0.618 |
1.2710 |
HIGH |
1.2710 |
0.618 |
1.2710 |
0.500 |
1.2710 |
0.382 |
1.2710 |
LOW |
1.2710 |
0.618 |
1.2710 |
1.000 |
1.2710 |
1.618 |
1.2710 |
2.618 |
1.2710 |
4.250 |
1.2710 |
|
|
Fisher Pivots for day following 15-Aug-2012 |
Pivot |
1 day |
3 day |
R1 |
1.2710 |
1.2754 |
PP |
1.2710 |
1.2739 |
S1 |
1.2710 |
1.2725 |
|