CME Japanese Yen Future June 2013
| Trading Metrics calculated at close of trading on 24-Sep-2012 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
21-Sep-2012 |
24-Sep-2012 |
Change |
Change % |
Previous Week |
| Open |
1.2836 |
1.2879 |
0.0043 |
0.3% |
1.2735 |
| High |
1.2836 |
1.2887 |
0.0051 |
0.4% |
1.2836 |
| Low |
1.2836 |
1.2875 |
0.0039 |
0.3% |
1.2718 |
| Close |
1.2836 |
1.2887 |
0.0051 |
0.4% |
1.2836 |
| Range |
0.0000 |
0.0012 |
0.0012 |
|
0.0118 |
| ATR |
0.0047 |
0.0047 |
0.0000 |
0.6% |
0.0000 |
| Volume |
1 |
1 |
0 |
0.0% |
5 |
|
| Daily Pivots for day following 24-Sep-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.2919 |
1.2915 |
1.2894 |
|
| R3 |
1.2907 |
1.2903 |
1.2890 |
|
| R2 |
1.2895 |
1.2895 |
1.2889 |
|
| R1 |
1.2891 |
1.2891 |
1.2888 |
1.2893 |
| PP |
1.2883 |
1.2883 |
1.2883 |
1.2884 |
| S1 |
1.2879 |
1.2879 |
1.2886 |
1.2881 |
| S2 |
1.2871 |
1.2871 |
1.2885 |
|
| S3 |
1.2859 |
1.2867 |
1.2884 |
|
| S4 |
1.2847 |
1.2855 |
1.2880 |
|
|
| Weekly Pivots for week ending 21-Sep-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.3151 |
1.3111 |
1.2901 |
|
| R3 |
1.3033 |
1.2993 |
1.2868 |
|
| R2 |
1.2915 |
1.2915 |
1.2858 |
|
| R1 |
1.2875 |
1.2875 |
1.2847 |
1.2895 |
| PP |
1.2797 |
1.2797 |
1.2797 |
1.2807 |
| S1 |
1.2757 |
1.2757 |
1.2825 |
1.2777 |
| S2 |
1.2679 |
1.2679 |
1.2814 |
|
| S3 |
1.2561 |
1.2639 |
1.2804 |
|
| S4 |
1.2443 |
1.2521 |
1.2771 |
|
|
|
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.2938 |
|
2.618 |
1.2918 |
|
1.618 |
1.2906 |
|
1.000 |
1.2899 |
|
0.618 |
1.2894 |
|
HIGH |
1.2887 |
|
0.618 |
1.2882 |
|
0.500 |
1.2881 |
|
0.382 |
1.2880 |
|
LOW |
1.2875 |
|
0.618 |
1.2868 |
|
1.000 |
1.2863 |
|
1.618 |
1.2856 |
|
2.618 |
1.2844 |
|
4.250 |
1.2824 |
|
|
| Fisher Pivots for day following 24-Sep-2012 |
| Pivot |
1 day |
3 day |
| R1 |
1.2885 |
1.2875 |
| PP |
1.2883 |
1.2864 |
| S1 |
1.2881 |
1.2852 |
|