CME Japanese Yen Future June 2013
Trading Metrics calculated at close of trading on 26-Oct-2012 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
25-Oct-2012 |
26-Oct-2012 |
Change |
Change % |
Previous Week |
Open |
1.2487 |
1.2516 |
0.0029 |
0.2% |
1.2547 |
High |
1.2487 |
1.2587 |
0.0100 |
0.8% |
1.2587 |
Low |
1.2487 |
1.2516 |
0.0029 |
0.2% |
1.2487 |
Close |
1.2487 |
1.2583 |
0.0096 |
0.8% |
1.2583 |
Range |
0.0000 |
0.0071 |
0.0071 |
|
0.0100 |
ATR |
0.0039 |
0.0043 |
0.0004 |
11.3% |
0.0000 |
Volume |
4 |
4 |
0 |
0.0% |
19 |
|
Daily Pivots for day following 26-Oct-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1.2775 |
1.2750 |
1.2622 |
|
R3 |
1.2704 |
1.2679 |
1.2603 |
|
R2 |
1.2633 |
1.2633 |
1.2596 |
|
R1 |
1.2608 |
1.2608 |
1.2590 |
1.2621 |
PP |
1.2562 |
1.2562 |
1.2562 |
1.2568 |
S1 |
1.2537 |
1.2537 |
1.2576 |
1.2550 |
S2 |
1.2491 |
1.2491 |
1.2570 |
|
S3 |
1.2420 |
1.2466 |
1.2563 |
|
S4 |
1.2349 |
1.2395 |
1.2544 |
|
|
Weekly Pivots for week ending 26-Oct-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1.2852 |
1.2818 |
1.2638 |
|
R3 |
1.2752 |
1.2718 |
1.2611 |
|
R2 |
1.2652 |
1.2652 |
1.2601 |
|
R1 |
1.2618 |
1.2618 |
1.2592 |
1.2635 |
PP |
1.2552 |
1.2552 |
1.2552 |
1.2561 |
S1 |
1.2518 |
1.2518 |
1.2574 |
1.2535 |
S2 |
1.2452 |
1.2452 |
1.2565 |
|
S3 |
1.2352 |
1.2418 |
1.2556 |
|
S4 |
1.2252 |
1.2318 |
1.2528 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
1.2587 |
1.2487 |
0.0100 |
0.8% |
0.0018 |
0.1% |
96% |
True |
False |
3 |
10 |
1.2741 |
1.2487 |
0.0254 |
2.0% |
0.0012 |
0.1% |
38% |
False |
False |
2 |
20 |
1.2855 |
1.2487 |
0.0368 |
2.9% |
0.0010 |
0.1% |
26% |
False |
False |
2 |
40 |
1.2953 |
1.2487 |
0.0466 |
3.7% |
0.0008 |
0.1% |
21% |
False |
False |
2 |
60 |
1.2953 |
1.2487 |
0.0466 |
3.7% |
0.0007 |
0.1% |
21% |
False |
False |
2 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
1.2889 |
2.618 |
1.2773 |
1.618 |
1.2702 |
1.000 |
1.2658 |
0.618 |
1.2631 |
HIGH |
1.2587 |
0.618 |
1.2560 |
0.500 |
1.2552 |
0.382 |
1.2543 |
LOW |
1.2516 |
0.618 |
1.2472 |
1.000 |
1.2445 |
1.618 |
1.2401 |
2.618 |
1.2330 |
4.250 |
1.2214 |
|
|
Fisher Pivots for day following 26-Oct-2012 |
Pivot |
1 day |
3 day |
R1 |
1.2573 |
1.2568 |
PP |
1.2562 |
1.2552 |
S1 |
1.2552 |
1.2537 |
|