CME Japanese Yen Future June 2013
| Trading Metrics calculated at close of trading on 03-Oct-2012 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
02-Oct-2012 |
03-Oct-2012 |
Change |
Change % |
Previous Week |
| Open |
1.2839 |
1.2718 |
-0.0121 |
-0.9% |
1.2879 |
| High |
1.2839 |
1.2770 |
-0.0069 |
-0.5% |
1.2927 |
| Low |
1.2839 |
1.2718 |
-0.0121 |
-0.9% |
1.2863 |
| Close |
1.2839 |
1.2770 |
-0.0069 |
-0.5% |
1.2863 |
| Range |
0.0000 |
0.0052 |
0.0052 |
|
0.0064 |
| ATR |
0.0040 |
0.0045 |
0.0006 |
14.7% |
0.0000 |
| Volume |
4 |
4 |
0 |
0.0% |
13 |
|
| Daily Pivots for day following 03-Oct-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.2909 |
1.2891 |
1.2799 |
|
| R3 |
1.2857 |
1.2839 |
1.2784 |
|
| R2 |
1.2805 |
1.2805 |
1.2780 |
|
| R1 |
1.2787 |
1.2787 |
1.2775 |
1.2796 |
| PP |
1.2753 |
1.2753 |
1.2753 |
1.2757 |
| S1 |
1.2735 |
1.2735 |
1.2765 |
1.2744 |
| S2 |
1.2701 |
1.2701 |
1.2760 |
|
| S3 |
1.2649 |
1.2683 |
1.2756 |
|
| S4 |
1.2597 |
1.2631 |
1.2741 |
|
|
| 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 |
1.2991 |
|
2.618 |
1.2906 |
|
1.618 |
1.2854 |
|
1.000 |
1.2822 |
|
0.618 |
1.2802 |
|
HIGH |
1.2770 |
|
0.618 |
1.2750 |
|
0.500 |
1.2744 |
|
0.382 |
1.2738 |
|
LOW |
1.2718 |
|
0.618 |
1.2686 |
|
1.000 |
1.2666 |
|
1.618 |
1.2634 |
|
2.618 |
1.2582 |
|
4.250 |
1.2497 |
|
|
| Fisher Pivots for day following 03-Oct-2012 |
| Pivot |
1 day |
3 day |
| R1 |
1.2761 |
1.2787 |
| PP |
1.2753 |
1.2781 |
| S1 |
1.2744 |
1.2776 |
|