CME Japanese Yen Future June 2013
| Trading Metrics calculated at close of trading on 14-Sep-2012 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
13-Sep-2012 |
14-Sep-2012 |
Change |
Change % |
Previous Week |
| Open |
1.2953 |
1.2859 |
-0.0094 |
-0.7% |
1.2822 |
| High |
1.2953 |
1.2859 |
-0.0094 |
-0.7% |
1.2953 |
| Low |
1.2953 |
1.2809 |
-0.0144 |
-1.1% |
1.2809 |
| Close |
1.2953 |
1.2809 |
-0.0144 |
-1.1% |
1.2809 |
| Range |
0.0000 |
0.0050 |
0.0050 |
|
0.0144 |
| ATR |
0.0043 |
0.0050 |
0.0007 |
17.0% |
0.0000 |
| Volume |
4 |
4 |
0 |
0.0% |
20 |
|
| Daily Pivots for day following 14-Sep-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.2976 |
1.2942 |
1.2837 |
|
| R3 |
1.2926 |
1.2892 |
1.2823 |
|
| R2 |
1.2876 |
1.2876 |
1.2818 |
|
| R1 |
1.2842 |
1.2842 |
1.2814 |
1.2834 |
| PP |
1.2826 |
1.2826 |
1.2826 |
1.2822 |
| S1 |
1.2792 |
1.2792 |
1.2804 |
1.2784 |
| S2 |
1.2776 |
1.2776 |
1.2800 |
|
| S3 |
1.2726 |
1.2742 |
1.2795 |
|
| S4 |
1.2676 |
1.2692 |
1.2782 |
|
|
| Weekly Pivots for week ending 14-Sep-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.3289 |
1.3193 |
1.2888 |
|
| R3 |
1.3145 |
1.3049 |
1.2849 |
|
| R2 |
1.3001 |
1.3001 |
1.2835 |
|
| R1 |
1.2905 |
1.2905 |
1.2822 |
1.2881 |
| PP |
1.2857 |
1.2857 |
1.2857 |
1.2845 |
| S1 |
1.2761 |
1.2761 |
1.2796 |
1.2737 |
| S2 |
1.2713 |
1.2713 |
1.2783 |
|
| S3 |
1.2569 |
1.2617 |
1.2769 |
|
| S4 |
1.2425 |
1.2473 |
1.2730 |
|
|
|
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.3072 |
|
2.618 |
1.2990 |
|
1.618 |
1.2940 |
|
1.000 |
1.2909 |
|
0.618 |
1.2890 |
|
HIGH |
1.2859 |
|
0.618 |
1.2840 |
|
0.500 |
1.2834 |
|
0.382 |
1.2828 |
|
LOW |
1.2809 |
|
0.618 |
1.2778 |
|
1.000 |
1.2759 |
|
1.618 |
1.2728 |
|
2.618 |
1.2678 |
|
4.250 |
1.2597 |
|
|
| Fisher Pivots for day following 14-Sep-2012 |
| Pivot |
1 day |
3 day |
| R1 |
1.2834 |
1.2881 |
| PP |
1.2826 |
1.2857 |
| S1 |
1.2817 |
1.2833 |
|