CME Japanese Yen Future June 2013
Trading Metrics calculated at close of trading on 22-Oct-2012 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
19-Oct-2012 |
22-Oct-2012 |
Change |
Change % |
Previous Week |
Open |
1.2644 |
1.2547 |
-0.0097 |
-0.8% |
1.2717 |
High |
1.2644 |
1.2547 |
-0.0097 |
-0.8% |
1.2741 |
Low |
1.2644 |
1.2547 |
-0.0097 |
-0.8% |
1.2644 |
Close |
1.2644 |
1.2547 |
-0.0097 |
-0.8% |
1.2644 |
Range |
|
|
|
|
|
ATR |
0.0035 |
0.0040 |
0.0004 |
12.6% |
0.0000 |
Volume |
2 |
2 |
0 |
0.0% |
9 |
|
Daily Pivots for day following 22-Oct-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1.2547 |
1.2547 |
1.2547 |
|
R3 |
1.2547 |
1.2547 |
1.2547 |
|
R2 |
1.2547 |
1.2547 |
1.2547 |
|
R1 |
1.2547 |
1.2547 |
1.2547 |
1.2547 |
PP |
1.2547 |
1.2547 |
1.2547 |
1.2547 |
S1 |
1.2547 |
1.2547 |
1.2547 |
1.2547 |
S2 |
1.2547 |
1.2547 |
1.2547 |
|
S3 |
1.2547 |
1.2547 |
1.2547 |
|
S4 |
1.2547 |
1.2547 |
1.2547 |
|
|
Weekly Pivots for week ending 19-Oct-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1.2967 |
1.2903 |
1.2697 |
|
R3 |
1.2870 |
1.2806 |
1.2671 |
|
R2 |
1.2773 |
1.2773 |
1.2662 |
|
R1 |
1.2709 |
1.2709 |
1.2653 |
1.2693 |
PP |
1.2676 |
1.2676 |
1.2676 |
1.2668 |
S1 |
1.2612 |
1.2612 |
1.2635 |
1.2596 |
S2 |
1.2579 |
1.2579 |
1.2626 |
|
S3 |
1.2482 |
1.2515 |
1.2617 |
|
S4 |
1.2385 |
1.2418 |
1.2591 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
1.2706 |
1.2547 |
0.0159 |
1.3% |
0.0000 |
0.0% |
0% |
False |
True |
2 |
10 |
1.2826 |
1.2547 |
0.0279 |
2.2% |
0.0004 |
0.0% |
0% |
False |
True |
1 |
20 |
1.2927 |
1.2547 |
0.0380 |
3.0% |
0.0007 |
0.1% |
0% |
False |
True |
2 |
40 |
1.2953 |
1.2547 |
0.0406 |
3.2% |
0.0005 |
0.0% |
0% |
False |
True |
2 |
60 |
1.2953 |
1.2547 |
0.0406 |
3.2% |
0.0005 |
0.0% |
0% |
False |
True |
2 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
1.2547 |
2.618 |
1.2547 |
1.618 |
1.2547 |
1.000 |
1.2547 |
0.618 |
1.2547 |
HIGH |
1.2547 |
0.618 |
1.2547 |
0.500 |
1.2547 |
0.382 |
1.2547 |
LOW |
1.2547 |
0.618 |
1.2547 |
1.000 |
1.2547 |
1.618 |
1.2547 |
2.618 |
1.2547 |
4.250 |
1.2547 |
|
|
Fisher Pivots for day following 22-Oct-2012 |
Pivot |
1 day |
3 day |
R1 |
1.2547 |
1.2598 |
PP |
1.2547 |
1.2581 |
S1 |
1.2547 |
1.2564 |
|