CME Japanese Yen Future March 2013
Trading Metrics calculated at close of trading on 27-Aug-2012 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
24-Aug-2012 |
27-Aug-2012 |
Change |
Change % |
Previous Week |
Open |
1.2734 |
1.2726 |
-0.0008 |
-0.1% |
1.2627 |
High |
1.2734 |
1.2726 |
-0.0008 |
-0.1% |
1.2792 |
Low |
1.2734 |
1.2726 |
-0.0008 |
-0.1% |
1.2627 |
Close |
1.2734 |
1.2726 |
-0.0008 |
-0.1% |
1.2734 |
Range |
|
|
|
|
|
ATR |
0.0046 |
0.0043 |
-0.0003 |
-5.9% |
0.0000 |
Volume |
19 |
19 |
0 |
0.0% |
34 |
|
Daily Pivots for day following 27-Aug-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1.2726 |
1.2726 |
1.2726 |
|
R3 |
1.2726 |
1.2726 |
1.2726 |
|
R2 |
1.2726 |
1.2726 |
1.2726 |
|
R1 |
1.2726 |
1.2726 |
1.2726 |
1.2726 |
PP |
1.2726 |
1.2726 |
1.2726 |
1.2726 |
S1 |
1.2726 |
1.2726 |
1.2726 |
1.2726 |
S2 |
1.2726 |
1.2726 |
1.2726 |
|
S3 |
1.2726 |
1.2726 |
1.2726 |
|
S4 |
1.2726 |
1.2726 |
1.2726 |
|
|
Weekly Pivots for week ending 24-Aug-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1.3213 |
1.3138 |
1.2825 |
|
R3 |
1.3048 |
1.2973 |
1.2779 |
|
R2 |
1.2883 |
1.2883 |
1.2764 |
|
R1 |
1.2808 |
1.2808 |
1.2749 |
1.2846 |
PP |
1.2718 |
1.2718 |
1.2718 |
1.2736 |
S1 |
1.2643 |
1.2643 |
1.2719 |
1.2681 |
S2 |
1.2553 |
1.2553 |
1.2704 |
|
S3 |
1.2388 |
1.2478 |
1.2689 |
|
S4 |
1.2223 |
1.2313 |
1.2643 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
1.2792 |
1.2632 |
0.0160 |
1.3% |
0.0034 |
0.3% |
59% |
False |
False |
10 |
10 |
1.2792 |
1.2605 |
0.0187 |
1.5% |
0.0019 |
0.2% |
65% |
False |
False |
6 |
20 |
1.2839 |
1.2605 |
0.0234 |
1.8% |
0.0012 |
0.1% |
52% |
False |
False |
5 |
40 |
1.2844 |
1.2565 |
0.0279 |
2.2% |
0.0009 |
0.1% |
58% |
False |
False |
4 |
60 |
1.2844 |
1.2476 |
0.0368 |
2.9% |
0.0011 |
0.1% |
68% |
False |
False |
3 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
1.2726 |
2.618 |
1.2726 |
1.618 |
1.2726 |
1.000 |
1.2726 |
0.618 |
1.2726 |
HIGH |
1.2726 |
0.618 |
1.2726 |
0.500 |
1.2726 |
0.382 |
1.2726 |
LOW |
1.2726 |
0.618 |
1.2726 |
1.000 |
1.2726 |
1.618 |
1.2726 |
2.618 |
1.2726 |
4.250 |
1.2726 |
|
|
Fisher Pivots for day following 27-Aug-2012 |
Pivot |
1 day |
3 day |
R1 |
1.2726 |
1.2751 |
PP |
1.2726 |
1.2743 |
S1 |
1.2726 |
1.2734 |
|