CME Japanese Yen Future June 2013
Trading Metrics calculated at close of trading on 06-Nov-2012 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
05-Nov-2012 |
06-Nov-2012 |
Change |
Change % |
Previous Week |
Open |
1.2467 |
1.2482 |
0.0015 |
0.1% |
1.2559 |
High |
1.2486 |
1.2482 |
-0.0004 |
0.0% |
1.2650 |
Low |
1.2467 |
1.2464 |
-0.0003 |
0.0% |
1.2450 |
Close |
1.2486 |
1.2464 |
-0.0022 |
-0.2% |
1.2465 |
Range |
0.0019 |
0.0018 |
-0.0001 |
-5.3% |
0.0200 |
ATR |
0.0045 |
0.0044 |
-0.0002 |
-3.7% |
0.0000 |
Volume |
6 |
1 |
-5 |
-83.3% |
68 |
|
Daily Pivots for day following 06-Nov-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1.2524 |
1.2512 |
1.2474 |
|
R3 |
1.2506 |
1.2494 |
1.2469 |
|
R2 |
1.2488 |
1.2488 |
1.2467 |
|
R1 |
1.2476 |
1.2476 |
1.2466 |
1.2473 |
PP |
1.2470 |
1.2470 |
1.2470 |
1.2469 |
S1 |
1.2458 |
1.2458 |
1.2462 |
1.2455 |
S2 |
1.2452 |
1.2452 |
1.2461 |
|
S3 |
1.2434 |
1.2440 |
1.2459 |
|
S4 |
1.2416 |
1.2422 |
1.2454 |
|
|
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 |
1.2567 |
1.2450 |
0.0117 |
0.9% |
0.0013 |
0.1% |
12% |
False |
False |
9 |
10 |
1.2650 |
1.2450 |
0.0200 |
1.6% |
0.0026 |
0.2% |
7% |
False |
False |
9 |
20 |
1.2826 |
1.2450 |
0.0376 |
3.0% |
0.0015 |
0.1% |
4% |
False |
False |
5 |
40 |
1.2953 |
1.2450 |
0.0503 |
4.0% |
0.0012 |
0.1% |
3% |
False |
False |
3 |
60 |
1.2953 |
1.2450 |
0.0503 |
4.0% |
0.0010 |
0.1% |
3% |
False |
False |
3 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
1.2559 |
2.618 |
1.2529 |
1.618 |
1.2511 |
1.000 |
1.2500 |
0.618 |
1.2493 |
HIGH |
1.2482 |
0.618 |
1.2475 |
0.500 |
1.2473 |
0.382 |
1.2471 |
LOW |
1.2464 |
0.618 |
1.2453 |
1.000 |
1.2446 |
1.618 |
1.2435 |
2.618 |
1.2417 |
4.250 |
1.2388 |
|
|
Fisher Pivots for day following 06-Nov-2012 |
Pivot |
1 day |
3 day |
R1 |
1.2473 |
1.2468 |
PP |
1.2470 |
1.2467 |
S1 |
1.2467 |
1.2465 |
|