CME Japanese Yen Future June 2013
Trading Metrics calculated at close of trading on 08-Nov-2012 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
07-Nov-2012 |
08-Nov-2012 |
Change |
Change % |
Previous Week |
Open |
1.2487 |
1.2544 |
0.0057 |
0.5% |
1.2559 |
High |
1.2543 |
1.2625 |
0.0082 |
0.7% |
1.2650 |
Low |
1.2487 |
1.2543 |
0.0056 |
0.4% |
1.2450 |
Close |
1.2543 |
1.2625 |
0.0082 |
0.7% |
1.2465 |
Range |
0.0056 |
0.0082 |
0.0026 |
46.4% |
0.0200 |
ATR |
0.0046 |
0.0049 |
0.0003 |
5.6% |
0.0000 |
Volume |
3 |
1 |
-2 |
-66.7% |
68 |
|
Daily Pivots for day following 08-Nov-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1.2844 |
1.2816 |
1.2670 |
|
R3 |
1.2762 |
1.2734 |
1.2648 |
|
R2 |
1.2680 |
1.2680 |
1.2640 |
|
R1 |
1.2652 |
1.2652 |
1.2633 |
1.2666 |
PP |
1.2598 |
1.2598 |
1.2598 |
1.2605 |
S1 |
1.2570 |
1.2570 |
1.2617 |
1.2584 |
S2 |
1.2516 |
1.2516 |
1.2610 |
|
S3 |
1.2434 |
1.2488 |
1.2602 |
|
S4 |
1.2352 |
1.2406 |
1.2580 |
|
|
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 |
1.2625 |
1.2450 |
0.0175 |
1.4% |
0.0041 |
0.3% |
100% |
True |
False |
5 |
10 |
1.2650 |
1.2450 |
0.0200 |
1.6% |
0.0039 |
0.3% |
88% |
False |
False |
8 |
20 |
1.2799 |
1.2450 |
0.0349 |
2.8% |
0.0022 |
0.2% |
50% |
False |
False |
5 |
40 |
1.2927 |
1.2450 |
0.0477 |
3.8% |
0.0016 |
0.1% |
37% |
False |
False |
3 |
60 |
1.2953 |
1.2450 |
0.0503 |
4.0% |
0.0012 |
0.1% |
35% |
False |
False |
3 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
1.2974 |
2.618 |
1.2840 |
1.618 |
1.2758 |
1.000 |
1.2707 |
0.618 |
1.2676 |
HIGH |
1.2625 |
0.618 |
1.2594 |
0.500 |
1.2584 |
0.382 |
1.2574 |
LOW |
1.2543 |
0.618 |
1.2492 |
1.000 |
1.2461 |
1.618 |
1.2410 |
2.618 |
1.2328 |
4.250 |
1.2195 |
|
|
Fisher Pivots for day following 08-Nov-2012 |
Pivot |
1 day |
3 day |
R1 |
1.2611 |
1.2598 |
PP |
1.2598 |
1.2571 |
S1 |
1.2584 |
1.2545 |
|