CME Japanese Yen Future March 2013
Trading Metrics calculated at close of trading on 17-Aug-2012 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
16-Aug-2012 |
17-Aug-2012 |
Change |
Change % |
Previous Week |
Open |
1.2665 |
1.2605 |
-0.0060 |
-0.5% |
1.2795 |
High |
1.2665 |
1.2605 |
-0.0060 |
-0.5% |
1.2797 |
Low |
1.2647 |
1.2605 |
-0.0042 |
-0.3% |
1.2605 |
Close |
1.2647 |
1.2605 |
-0.0042 |
-0.3% |
1.2605 |
Range |
0.0018 |
0.0000 |
-0.0018 |
-100.0% |
0.0192 |
ATR |
0.0044 |
0.0044 |
0.0000 |
-0.3% |
0.0000 |
Volume |
2 |
1 |
-1 |
-50.0% |
13 |
|
Daily Pivots for day following 17-Aug-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1.2605 |
1.2605 |
1.2605 |
|
R3 |
1.2605 |
1.2605 |
1.2605 |
|
R2 |
1.2605 |
1.2605 |
1.2605 |
|
R1 |
1.2605 |
1.2605 |
1.2605 |
1.2605 |
PP |
1.2605 |
1.2605 |
1.2605 |
1.2605 |
S1 |
1.2605 |
1.2605 |
1.2605 |
1.2605 |
S2 |
1.2605 |
1.2605 |
1.2605 |
|
S3 |
1.2605 |
1.2605 |
1.2605 |
|
S4 |
1.2605 |
1.2605 |
1.2605 |
|
|
Weekly Pivots for week ending 17-Aug-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1.3245 |
1.3117 |
1.2711 |
|
R3 |
1.3053 |
1.2925 |
1.2658 |
|
R2 |
1.2861 |
1.2861 |
1.2640 |
|
R1 |
1.2733 |
1.2733 |
1.2623 |
1.2701 |
PP |
1.2669 |
1.2669 |
1.2669 |
1.2653 |
S1 |
1.2541 |
1.2541 |
1.2587 |
1.2509 |
S2 |
1.2477 |
1.2477 |
1.2570 |
|
S3 |
1.2285 |
1.2349 |
1.2552 |
|
S4 |
1.2093 |
1.2157 |
1.2499 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
1.2797 |
1.2605 |
0.0192 |
1.5% |
0.0005 |
0.0% |
0% |
False |
True |
2 |
10 |
1.2822 |
1.2605 |
0.0217 |
1.7% |
0.0006 |
0.0% |
0% |
False |
True |
6 |
20 |
1.2844 |
1.2605 |
0.0239 |
1.9% |
0.0005 |
0.0% |
0% |
False |
True |
4 |
40 |
1.2844 |
1.2476 |
0.0368 |
2.9% |
0.0009 |
0.1% |
35% |
False |
False |
3 |
60 |
1.2875 |
1.2476 |
0.0399 |
3.2% |
0.0009 |
0.1% |
32% |
False |
False |
3 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
1.2605 |
2.618 |
1.2605 |
1.618 |
1.2605 |
1.000 |
1.2605 |
0.618 |
1.2605 |
HIGH |
1.2605 |
0.618 |
1.2605 |
0.500 |
1.2605 |
0.382 |
1.2605 |
LOW |
1.2605 |
0.618 |
1.2605 |
1.000 |
1.2605 |
1.618 |
1.2605 |
2.618 |
1.2605 |
4.250 |
1.2605 |
|
|
Fisher Pivots for day following 17-Aug-2012 |
Pivot |
1 day |
3 day |
R1 |
1.2605 |
1.2658 |
PP |
1.2605 |
1.2640 |
S1 |
1.2605 |
1.2623 |
|