CME Japanese Yen Future March 2013
Trading Metrics calculated at close of trading on 05-Sep-2012 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
04-Sep-2012 |
05-Sep-2012 |
Change |
Change % |
Previous Week |
Open |
1.2788 |
1.2781 |
-0.0007 |
-0.1% |
1.2726 |
High |
1.2788 |
1.2781 |
-0.0007 |
-0.1% |
1.2794 |
Low |
1.2773 |
1.2781 |
0.0008 |
0.1% |
1.2726 |
Close |
1.2773 |
1.2781 |
0.0008 |
0.1% |
1.2793 |
Range |
0.0015 |
0.0000 |
-0.0015 |
-100.0% |
0.0068 |
ATR |
0.0038 |
0.0036 |
-0.0002 |
-5.7% |
0.0000 |
Volume |
23 |
2 |
-21 |
-91.3% |
95 |
|
Daily Pivots for day following 05-Sep-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1.2781 |
1.2781 |
1.2781 |
|
R3 |
1.2781 |
1.2781 |
1.2781 |
|
R2 |
1.2781 |
1.2781 |
1.2781 |
|
R1 |
1.2781 |
1.2781 |
1.2781 |
1.2781 |
PP |
1.2781 |
1.2781 |
1.2781 |
1.2781 |
S1 |
1.2781 |
1.2781 |
1.2781 |
1.2781 |
S2 |
1.2781 |
1.2781 |
1.2781 |
|
S3 |
1.2781 |
1.2781 |
1.2781 |
|
S4 |
1.2781 |
1.2781 |
1.2781 |
|
|
Weekly Pivots for week ending 31-Aug-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1.2975 |
1.2952 |
1.2830 |
|
R3 |
1.2907 |
1.2884 |
1.2812 |
|
R2 |
1.2839 |
1.2839 |
1.2805 |
|
R1 |
1.2816 |
1.2816 |
1.2799 |
1.2828 |
PP |
1.2771 |
1.2771 |
1.2771 |
1.2777 |
S1 |
1.2748 |
1.2748 |
1.2787 |
1.2760 |
S2 |
1.2703 |
1.2703 |
1.2781 |
|
S3 |
1.2635 |
1.2680 |
1.2774 |
|
S4 |
1.2567 |
1.2612 |
1.2756 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
1.2794 |
1.2737 |
0.0057 |
0.4% |
0.0003 |
0.0% |
77% |
False |
False |
16 |
10 |
1.2794 |
1.2650 |
0.0144 |
1.1% |
0.0017 |
0.1% |
91% |
False |
False |
15 |
20 |
1.2820 |
1.2605 |
0.0215 |
1.7% |
0.0012 |
0.1% |
82% |
False |
False |
9 |
40 |
1.2844 |
1.2601 |
0.0243 |
1.9% |
0.0009 |
0.1% |
74% |
False |
False |
6 |
60 |
1.2844 |
1.2476 |
0.0368 |
2.9% |
0.0012 |
0.1% |
83% |
False |
False |
5 |
80 |
1.2875 |
1.2476 |
0.0399 |
3.1% |
0.0010 |
0.1% |
76% |
False |
False |
4 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
1.2781 |
2.618 |
1.2781 |
1.618 |
1.2781 |
1.000 |
1.2781 |
0.618 |
1.2781 |
HIGH |
1.2781 |
0.618 |
1.2781 |
0.500 |
1.2781 |
0.382 |
1.2781 |
LOW |
1.2781 |
0.618 |
1.2781 |
1.000 |
1.2781 |
1.618 |
1.2781 |
2.618 |
1.2781 |
4.250 |
1.2781 |
|
|
Fisher Pivots for day following 05-Sep-2012 |
Pivot |
1 day |
3 day |
R1 |
1.2781 |
1.2784 |
PP |
1.2781 |
1.2783 |
S1 |
1.2781 |
1.2782 |
|