CME Japanese Yen Future June 2013
| Trading Metrics calculated at close of trading on 01-Oct-2012 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
28-Sep-2012 |
01-Oct-2012 |
Change |
Change % |
Previous Week |
| Open |
1.2863 |
1.2849 |
-0.0014 |
-0.1% |
1.2879 |
| High |
1.2863 |
1.2855 |
-0.0008 |
-0.1% |
1.2927 |
| Low |
1.2863 |
1.2849 |
-0.0014 |
-0.1% |
1.2863 |
| Close |
1.2863 |
1.2855 |
-0.0008 |
-0.1% |
1.2863 |
| Range |
0.0000 |
0.0006 |
0.0006 |
|
0.0064 |
| ATR |
0.0044 |
0.0041 |
-0.0002 |
-4.8% |
0.0000 |
| Volume |
2 |
2 |
0 |
0.0% |
13 |
|
| Daily Pivots for day following 01-Oct-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.2871 |
1.2869 |
1.2858 |
|
| R3 |
1.2865 |
1.2863 |
1.2857 |
|
| R2 |
1.2859 |
1.2859 |
1.2856 |
|
| R1 |
1.2857 |
1.2857 |
1.2856 |
1.2858 |
| PP |
1.2853 |
1.2853 |
1.2853 |
1.2854 |
| S1 |
1.2851 |
1.2851 |
1.2854 |
1.2852 |
| S2 |
1.2847 |
1.2847 |
1.2854 |
|
| S3 |
1.2841 |
1.2845 |
1.2853 |
|
| S4 |
1.2835 |
1.2839 |
1.2852 |
|
|
| Weekly Pivots for week ending 28-Sep-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.3076 |
1.3034 |
1.2898 |
|
| R3 |
1.3012 |
1.2970 |
1.2881 |
|
| R2 |
1.2948 |
1.2948 |
1.2875 |
|
| R1 |
1.2906 |
1.2906 |
1.2869 |
1.2895 |
| PP |
1.2884 |
1.2884 |
1.2884 |
1.2879 |
| S1 |
1.2842 |
1.2842 |
1.2857 |
1.2831 |
| S2 |
1.2820 |
1.2820 |
1.2851 |
|
| S3 |
1.2756 |
1.2778 |
1.2845 |
|
| S4 |
1.2692 |
1.2714 |
1.2828 |
|
|
|
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.2881 |
|
2.618 |
1.2871 |
|
1.618 |
1.2865 |
|
1.000 |
1.2861 |
|
0.618 |
1.2859 |
|
HIGH |
1.2855 |
|
0.618 |
1.2853 |
|
0.500 |
1.2852 |
|
0.382 |
1.2851 |
|
LOW |
1.2849 |
|
0.618 |
1.2845 |
|
1.000 |
1.2843 |
|
1.618 |
1.2839 |
|
2.618 |
1.2833 |
|
4.250 |
1.2824 |
|
|
| Fisher Pivots for day following 01-Oct-2012 |
| Pivot |
1 day |
3 day |
| R1 |
1.2854 |
1.2888 |
| PP |
1.2853 |
1.2877 |
| S1 |
1.2852 |
1.2866 |
|