CME Japanese Yen Future March 2013
Trading Metrics calculated at close of trading on 21-Aug-2012 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
20-Aug-2012 |
21-Aug-2012 |
Change |
Change % |
Previous Week |
Open |
1.2627 |
1.2632 |
0.0005 |
0.0% |
1.2795 |
High |
1.2627 |
1.2650 |
0.0023 |
0.2% |
1.2797 |
Low |
1.2627 |
1.2632 |
0.0005 |
0.0% |
1.2605 |
Close |
1.2627 |
1.2650 |
0.0023 |
0.2% |
1.2605 |
Range |
0.0000 |
0.0018 |
0.0018 |
|
0.0192 |
ATR |
0.0042 |
0.0041 |
-0.0001 |
-3.3% |
0.0000 |
Volume |
1 |
1 |
0 |
0.0% |
13 |
|
Daily Pivots for day following 21-Aug-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1.2698 |
1.2692 |
1.2660 |
|
R3 |
1.2680 |
1.2674 |
1.2655 |
|
R2 |
1.2662 |
1.2662 |
1.2653 |
|
R1 |
1.2656 |
1.2656 |
1.2652 |
1.2659 |
PP |
1.2644 |
1.2644 |
1.2644 |
1.2646 |
S1 |
1.2638 |
1.2638 |
1.2648 |
1.2641 |
S2 |
1.2626 |
1.2626 |
1.2647 |
|
S3 |
1.2608 |
1.2620 |
1.2645 |
|
S4 |
1.2590 |
1.2602 |
1.2640 |
|
|
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 |
1.2710 |
1.2605 |
0.0105 |
0.8% |
0.0007 |
0.1% |
43% |
False |
False |
1 |
10 |
1.2820 |
1.2605 |
0.0215 |
1.7% |
0.0008 |
0.1% |
21% |
False |
False |
4 |
20 |
1.2844 |
1.2605 |
0.0239 |
1.9% |
0.0004 |
0.0% |
19% |
False |
False |
4 |
40 |
1.2844 |
1.2565 |
0.0279 |
2.2% |
0.0008 |
0.1% |
30% |
False |
False |
3 |
60 |
1.2875 |
1.2476 |
0.0399 |
3.2% |
0.0009 |
0.1% |
44% |
False |
False |
3 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
1.2727 |
2.618 |
1.2697 |
1.618 |
1.2679 |
1.000 |
1.2668 |
0.618 |
1.2661 |
HIGH |
1.2650 |
0.618 |
1.2643 |
0.500 |
1.2641 |
0.382 |
1.2639 |
LOW |
1.2632 |
0.618 |
1.2621 |
1.000 |
1.2614 |
1.618 |
1.2603 |
2.618 |
1.2585 |
4.250 |
1.2556 |
|
|
Fisher Pivots for day following 21-Aug-2012 |
Pivot |
1 day |
3 day |
R1 |
1.2647 |
1.2643 |
PP |
1.2644 |
1.2635 |
S1 |
1.2641 |
1.2628 |
|