CME Japanese Yen Future June 2013
Trading Metrics calculated at close of trading on 31-Oct-2012 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
30-Oct-2012 |
31-Oct-2012 |
Change |
Change % |
Previous Week |
Open |
1.2550 |
1.2567 |
0.0017 |
0.1% |
1.2547 |
High |
1.2650 |
1.2567 |
-0.0083 |
-0.7% |
1.2587 |
Low |
1.2534 |
1.2567 |
0.0033 |
0.3% |
1.2487 |
Close |
1.2591 |
1.2567 |
-0.0024 |
-0.2% |
1.2583 |
Range |
0.0116 |
0.0000 |
-0.0116 |
-100.0% |
0.0100 |
ATR |
0.0047 |
0.0045 |
-0.0002 |
-3.5% |
0.0000 |
Volume |
13 |
14 |
1 |
7.7% |
19 |
|
Daily Pivots for day following 31-Oct-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1.2567 |
1.2567 |
1.2567 |
|
R3 |
1.2567 |
1.2567 |
1.2567 |
|
R2 |
1.2567 |
1.2567 |
1.2567 |
|
R1 |
1.2567 |
1.2567 |
1.2567 |
1.2567 |
PP |
1.2567 |
1.2567 |
1.2567 |
1.2567 |
S1 |
1.2567 |
1.2567 |
1.2567 |
1.2567 |
S2 |
1.2567 |
1.2567 |
1.2567 |
|
S3 |
1.2567 |
1.2567 |
1.2567 |
|
S4 |
1.2567 |
1.2567 |
1.2567 |
|
|
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 |
1.2650 |
1.2487 |
0.0163 |
1.3% |
0.0037 |
0.3% |
49% |
False |
False |
9 |
10 |
1.2650 |
1.2487 |
0.0163 |
1.3% |
0.0021 |
0.2% |
49% |
False |
False |
6 |
20 |
1.2827 |
1.2487 |
0.0340 |
2.7% |
0.0013 |
0.1% |
24% |
False |
False |
4 |
40 |
1.2953 |
1.2487 |
0.0466 |
3.7% |
0.0010 |
0.1% |
17% |
False |
False |
3 |
60 |
1.2953 |
1.2487 |
0.0466 |
3.7% |
0.0009 |
0.1% |
17% |
False |
False |
2 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
1.2567 |
2.618 |
1.2567 |
1.618 |
1.2567 |
1.000 |
1.2567 |
0.618 |
1.2567 |
HIGH |
1.2567 |
0.618 |
1.2567 |
0.500 |
1.2567 |
0.382 |
1.2567 |
LOW |
1.2567 |
0.618 |
1.2567 |
1.000 |
1.2567 |
1.618 |
1.2567 |
2.618 |
1.2567 |
4.250 |
1.2567 |
|
|
Fisher Pivots for day following 31-Oct-2012 |
Pivot |
1 day |
3 day |
R1 |
1.2567 |
1.2592 |
PP |
1.2567 |
1.2584 |
S1 |
1.2567 |
1.2575 |
|