CME Japanese Yen Future June 2013
Trading Metrics calculated at close of trading on 07-Nov-2012 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
06-Nov-2012 |
07-Nov-2012 |
Change |
Change % |
Previous Week |
Open |
1.2482 |
1.2487 |
0.0005 |
0.0% |
1.2559 |
High |
1.2482 |
1.2543 |
0.0061 |
0.5% |
1.2650 |
Low |
1.2464 |
1.2487 |
0.0023 |
0.2% |
1.2450 |
Close |
1.2464 |
1.2543 |
0.0079 |
0.6% |
1.2465 |
Range |
0.0018 |
0.0056 |
0.0038 |
211.1% |
0.0200 |
ATR |
0.0044 |
0.0046 |
0.0003 |
5.8% |
0.0000 |
Volume |
1 |
3 |
2 |
200.0% |
68 |
|
Daily Pivots for day following 07-Nov-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1.2692 |
1.2674 |
1.2574 |
|
R3 |
1.2636 |
1.2618 |
1.2558 |
|
R2 |
1.2580 |
1.2580 |
1.2553 |
|
R1 |
1.2562 |
1.2562 |
1.2548 |
1.2571 |
PP |
1.2524 |
1.2524 |
1.2524 |
1.2529 |
S1 |
1.2506 |
1.2506 |
1.2538 |
1.2515 |
S2 |
1.2468 |
1.2468 |
1.2533 |
|
S3 |
1.2412 |
1.2450 |
1.2528 |
|
S4 |
1.2356 |
1.2394 |
1.2512 |
|
|
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 |
1.2543 |
1.2450 |
0.0093 |
0.7% |
0.0025 |
0.2% |
100% |
True |
False |
7 |
10 |
1.2650 |
1.2450 |
0.0200 |
1.6% |
0.0031 |
0.2% |
47% |
False |
False |
8 |
20 |
1.2801 |
1.2450 |
0.0351 |
2.8% |
0.0018 |
0.1% |
26% |
False |
False |
5 |
40 |
1.2953 |
1.2450 |
0.0503 |
4.0% |
0.0014 |
0.1% |
18% |
False |
False |
3 |
60 |
1.2953 |
1.2450 |
0.0503 |
4.0% |
0.0011 |
0.1% |
18% |
False |
False |
3 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
1.2781 |
2.618 |
1.2690 |
1.618 |
1.2634 |
1.000 |
1.2599 |
0.618 |
1.2578 |
HIGH |
1.2543 |
0.618 |
1.2522 |
0.500 |
1.2515 |
0.382 |
1.2508 |
LOW |
1.2487 |
0.618 |
1.2452 |
1.000 |
1.2431 |
1.618 |
1.2396 |
2.618 |
1.2340 |
4.250 |
1.2249 |
|
|
Fisher Pivots for day following 07-Nov-2012 |
Pivot |
1 day |
3 day |
R1 |
1.2534 |
1.2530 |
PP |
1.2524 |
1.2517 |
S1 |
1.2515 |
1.2504 |
|