CME Japanese Yen Future June 2013
Trading Metrics calculated at close of trading on 26-Sep-2012 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
25-Sep-2012 |
26-Sep-2012 |
Change |
Change % |
Previous Week |
Open |
1.2900 |
1.2893 |
-0.0007 |
-0.1% |
1.2735 |
High |
1.2900 |
1.2910 |
0.0010 |
0.1% |
1.2836 |
Low |
1.2870 |
1.2893 |
0.0023 |
0.2% |
1.2718 |
Close |
1.2900 |
1.2910 |
0.0010 |
0.1% |
1.2836 |
Range |
0.0030 |
0.0017 |
-0.0013 |
-43.3% |
0.0118 |
ATR |
0.0046 |
0.0044 |
-0.0002 |
-4.5% |
0.0000 |
Volume |
2 |
6 |
4 |
200.0% |
5 |
|
Daily Pivots for day following 26-Sep-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1.2955 |
1.2950 |
1.2919 |
|
R3 |
1.2938 |
1.2933 |
1.2915 |
|
R2 |
1.2921 |
1.2921 |
1.2913 |
|
R1 |
1.2916 |
1.2916 |
1.2912 |
1.2919 |
PP |
1.2904 |
1.2904 |
1.2904 |
1.2906 |
S1 |
1.2899 |
1.2899 |
1.2908 |
1.2902 |
S2 |
1.2887 |
1.2887 |
1.2907 |
|
S3 |
1.2870 |
1.2882 |
1.2905 |
|
S4 |
1.2853 |
1.2865 |
1.2901 |
|
|
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 |
1.2982 |
2.618 |
1.2955 |
1.618 |
1.2938 |
1.000 |
1.2927 |
0.618 |
1.2921 |
HIGH |
1.2910 |
0.618 |
1.2904 |
0.500 |
1.2902 |
0.382 |
1.2899 |
LOW |
1.2893 |
0.618 |
1.2882 |
1.000 |
1.2876 |
1.618 |
1.2865 |
2.618 |
1.2848 |
4.250 |
1.2821 |
|
|
Fisher Pivots for day following 26-Sep-2012 |
Pivot |
1 day |
3 day |
R1 |
1.2907 |
1.2903 |
PP |
1.2904 |
1.2897 |
S1 |
1.2902 |
1.2890 |
|