CME Japanese Yen Future June 2013
Trading Metrics calculated at close of trading on 02-Nov-2012 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
01-Nov-2012 |
02-Nov-2012 |
Change |
Change % |
Previous Week |
Open |
1.2500 |
1.2480 |
-0.0020 |
-0.2% |
1.2559 |
High |
1.2500 |
1.2480 |
-0.0020 |
-0.2% |
1.2650 |
Low |
1.2500 |
1.2450 |
-0.0050 |
-0.4% |
1.2450 |
Close |
1.2500 |
1.2465 |
-0.0035 |
-0.3% |
1.2465 |
Range |
0.0000 |
0.0030 |
0.0030 |
|
0.0200 |
ATR |
0.0047 |
0.0047 |
0.0000 |
0.5% |
0.0000 |
Volume |
14 |
14 |
0 |
0.0% |
68 |
|
Daily Pivots for day following 02-Nov-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1.2555 |
1.2540 |
1.2482 |
|
R3 |
1.2525 |
1.2510 |
1.2473 |
|
R2 |
1.2495 |
1.2495 |
1.2471 |
|
R1 |
1.2480 |
1.2480 |
1.2468 |
1.2473 |
PP |
1.2465 |
1.2465 |
1.2465 |
1.2461 |
S1 |
1.2450 |
1.2450 |
1.2462 |
1.2443 |
S2 |
1.2435 |
1.2435 |
1.2460 |
|
S3 |
1.2405 |
1.2420 |
1.2457 |
|
S4 |
1.2375 |
1.2390 |
1.2449 |
|
|
Weekly Pivots for week ending 02-Nov-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1.3122 |
1.2993 |
1.2575 |
|
R3 |
1.2922 |
1.2793 |
1.2520 |
|
R2 |
1.2722 |
1.2722 |
1.2502 |
|
R1 |
1.2593 |
1.2593 |
1.2483 |
1.2558 |
PP |
1.2522 |
1.2522 |
1.2522 |
1.2504 |
S1 |
1.2393 |
1.2393 |
1.2447 |
1.2358 |
S2 |
1.2322 |
1.2322 |
1.2428 |
|
S3 |
1.2122 |
1.2193 |
1.2410 |
|
S4 |
1.1922 |
1.1993 |
1.2355 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
1.2650 |
1.2450 |
0.0200 |
1.6% |
0.0029 |
0.2% |
8% |
False |
True |
13 |
10 |
1.2650 |
1.2450 |
0.0200 |
1.6% |
0.0024 |
0.2% |
8% |
False |
True |
8 |
20 |
1.2827 |
1.2450 |
0.0377 |
3.0% |
0.0014 |
0.1% |
4% |
False |
True |
5 |
40 |
1.2953 |
1.2450 |
0.0503 |
4.0% |
0.0011 |
0.1% |
3% |
False |
True |
3 |
60 |
1.2953 |
1.2450 |
0.0503 |
4.0% |
0.0009 |
0.1% |
3% |
False |
True |
3 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
1.2608 |
2.618 |
1.2559 |
1.618 |
1.2529 |
1.000 |
1.2510 |
0.618 |
1.2499 |
HIGH |
1.2480 |
0.618 |
1.2469 |
0.500 |
1.2465 |
0.382 |
1.2461 |
LOW |
1.2450 |
0.618 |
1.2431 |
1.000 |
1.2420 |
1.618 |
1.2401 |
2.618 |
1.2371 |
4.250 |
1.2323 |
|
|
Fisher Pivots for day following 02-Nov-2012 |
Pivot |
1 day |
3 day |
R1 |
1.2465 |
1.2509 |
PP |
1.2465 |
1.2494 |
S1 |
1.2465 |
1.2480 |
|