CME Japanese Yen Future June 2013
| Trading Metrics calculated at close of trading on 16-Aug-2012 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
15-Aug-2012 |
16-Aug-2012 |
Change |
Change % |
Previous Week |
| Open |
1.2730 |
1.2662 |
-0.0068 |
-0.5% |
1.2839 |
| High |
1.2730 |
1.2669 |
-0.0061 |
-0.5% |
1.2840 |
| Low |
1.2730 |
1.2662 |
-0.0068 |
-0.5% |
1.2775 |
| Close |
1.2730 |
1.2669 |
-0.0061 |
-0.5% |
1.2840 |
| Range |
0.0000 |
0.0007 |
0.0007 |
|
0.0065 |
| ATR |
0.0042 |
0.0044 |
0.0002 |
4.3% |
0.0000 |
| Volume |
2 |
2 |
0 |
0.0% |
10 |
|
| Daily Pivots for day following 16-Aug-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.2688 |
1.2685 |
1.2673 |
|
| R3 |
1.2681 |
1.2678 |
1.2671 |
|
| R2 |
1.2674 |
1.2674 |
1.2670 |
|
| R1 |
1.2671 |
1.2671 |
1.2670 |
1.2673 |
| PP |
1.2667 |
1.2667 |
1.2667 |
1.2667 |
| S1 |
1.2664 |
1.2664 |
1.2668 |
1.2666 |
| S2 |
1.2660 |
1.2660 |
1.2668 |
|
| S3 |
1.2653 |
1.2657 |
1.2667 |
|
| S4 |
1.2646 |
1.2650 |
1.2665 |
|
|
| Weekly Pivots for week ending 10-Aug-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.3013 |
1.2992 |
1.2876 |
|
| R3 |
1.2948 |
1.2927 |
1.2858 |
|
| R2 |
1.2883 |
1.2883 |
1.2852 |
|
| R1 |
1.2862 |
1.2862 |
1.2846 |
1.2873 |
| PP |
1.2818 |
1.2818 |
1.2818 |
1.2824 |
| S1 |
1.2797 |
1.2797 |
1.2834 |
1.2808 |
| S2 |
1.2753 |
1.2753 |
1.2828 |
|
| S3 |
1.2688 |
1.2732 |
1.2822 |
|
| S4 |
1.2623 |
1.2667 |
1.2804 |
|
|
|
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.2699 |
|
2.618 |
1.2687 |
|
1.618 |
1.2680 |
|
1.000 |
1.2676 |
|
0.618 |
1.2673 |
|
HIGH |
1.2669 |
|
0.618 |
1.2666 |
|
0.500 |
1.2666 |
|
0.382 |
1.2665 |
|
LOW |
1.2662 |
|
0.618 |
1.2658 |
|
1.000 |
1.2655 |
|
1.618 |
1.2651 |
|
2.618 |
1.2644 |
|
4.250 |
1.2632 |
|
|
| Fisher Pivots for day following 16-Aug-2012 |
| Pivot |
1 day |
3 day |
| R1 |
1.2668 |
1.2706 |
| PP |
1.2667 |
1.2694 |
| S1 |
1.2666 |
1.2681 |
|