CME Japanese Yen Future March 2013
Trading Metrics calculated at close of trading on 07-Sep-2012 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
06-Sep-2012 |
07-Sep-2012 |
Change |
Change % |
Previous Week |
Open |
1.2706 |
1.2696 |
-0.0010 |
-0.1% |
1.2788 |
High |
1.2706 |
1.2820 |
0.0114 |
0.9% |
1.2820 |
Low |
1.2706 |
1.2696 |
-0.0010 |
-0.1% |
1.2696 |
Close |
1.2706 |
1.2801 |
0.0095 |
0.7% |
1.2801 |
Range |
0.0000 |
0.0124 |
0.0124 |
|
0.0124 |
ATR |
0.0039 |
0.0045 |
0.0006 |
15.6% |
0.0000 |
Volume |
5 |
5 |
0 |
0.0% |
35 |
|
Daily Pivots for day following 07-Sep-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1.3144 |
1.3097 |
1.2869 |
|
R3 |
1.3020 |
1.2973 |
1.2835 |
|
R2 |
1.2896 |
1.2896 |
1.2824 |
|
R1 |
1.2849 |
1.2849 |
1.2812 |
1.2873 |
PP |
1.2772 |
1.2772 |
1.2772 |
1.2784 |
S1 |
1.2725 |
1.2725 |
1.2790 |
1.2749 |
S2 |
1.2648 |
1.2648 |
1.2778 |
|
S3 |
1.2524 |
1.2601 |
1.2767 |
|
S4 |
1.2400 |
1.2477 |
1.2733 |
|
|
Weekly Pivots for week ending 07-Sep-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1.3144 |
1.3097 |
1.2869 |
|
R3 |
1.3020 |
1.2973 |
1.2835 |
|
R2 |
1.2896 |
1.2896 |
1.2824 |
|
R1 |
1.2849 |
1.2849 |
1.2812 |
1.2873 |
PP |
1.2772 |
1.2772 |
1.2772 |
1.2784 |
S1 |
1.2725 |
1.2725 |
1.2790 |
1.2749 |
S2 |
1.2648 |
1.2648 |
1.2778 |
|
S3 |
1.2524 |
1.2601 |
1.2767 |
|
S4 |
1.2400 |
1.2477 |
1.2733 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
1.2820 |
1.2696 |
0.0124 |
1.0% |
0.0028 |
0.2% |
85% |
True |
True |
10 |
10 |
1.2820 |
1.2696 |
0.0124 |
1.0% |
0.0014 |
0.1% |
85% |
True |
True |
14 |
20 |
1.2820 |
1.2605 |
0.0215 |
1.7% |
0.0017 |
0.1% |
91% |
True |
False |
9 |
40 |
1.2844 |
1.2605 |
0.0239 |
1.9% |
0.0011 |
0.1% |
82% |
False |
False |
6 |
60 |
1.2844 |
1.2476 |
0.0368 |
2.9% |
0.0014 |
0.1% |
88% |
False |
False |
5 |
80 |
1.2875 |
1.2476 |
0.0399 |
3.1% |
0.0010 |
0.1% |
81% |
False |
False |
4 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
1.3347 |
2.618 |
1.3145 |
1.618 |
1.3021 |
1.000 |
1.2944 |
0.618 |
1.2897 |
HIGH |
1.2820 |
0.618 |
1.2773 |
0.500 |
1.2758 |
0.382 |
1.2743 |
LOW |
1.2696 |
0.618 |
1.2619 |
1.000 |
1.2572 |
1.618 |
1.2495 |
2.618 |
1.2371 |
4.250 |
1.2169 |
|
|
Fisher Pivots for day following 07-Sep-2012 |
Pivot |
1 day |
3 day |
R1 |
1.2787 |
1.2787 |
PP |
1.2772 |
1.2772 |
S1 |
1.2758 |
1.2758 |
|