CME Japanese Yen Future June 2013
Trading Metrics calculated at close of trading on 13-Nov-2012 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
12-Nov-2012 |
13-Nov-2012 |
Change |
Change % |
Previous Week |
Open |
1.2636 |
1.2636 |
0.0000 |
0.0% |
1.2467 |
High |
1.2636 |
1.2636 |
0.0000 |
0.0% |
1.2625 |
Low |
1.2617 |
1.2626 |
0.0009 |
0.1% |
1.2464 |
Close |
1.2617 |
1.2626 |
0.0009 |
0.1% |
1.2619 |
Range |
0.0019 |
0.0010 |
-0.0009 |
-47.4% |
0.0161 |
ATR |
0.0044 |
0.0042 |
-0.0002 |
-4.1% |
0.0000 |
Volume |
4 |
5 |
1 |
25.0% |
20 |
|
Daily Pivots for day following 13-Nov-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1.2659 |
1.2653 |
1.2632 |
|
R3 |
1.2649 |
1.2643 |
1.2629 |
|
R2 |
1.2639 |
1.2639 |
1.2628 |
|
R1 |
1.2633 |
1.2633 |
1.2627 |
1.2631 |
PP |
1.2629 |
1.2629 |
1.2629 |
1.2629 |
S1 |
1.2623 |
1.2623 |
1.2625 |
1.2621 |
S2 |
1.2619 |
1.2619 |
1.2624 |
|
S3 |
1.2609 |
1.2613 |
1.2623 |
|
S4 |
1.2599 |
1.2603 |
1.2621 |
|
|
Weekly Pivots for week ending 09-Nov-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1.3052 |
1.2997 |
1.2708 |
|
R3 |
1.2891 |
1.2836 |
1.2663 |
|
R2 |
1.2730 |
1.2730 |
1.2649 |
|
R1 |
1.2675 |
1.2675 |
1.2634 |
1.2703 |
PP |
1.2569 |
1.2569 |
1.2569 |
1.2583 |
S1 |
1.2514 |
1.2514 |
1.2604 |
1.2542 |
S2 |
1.2408 |
1.2408 |
1.2589 |
|
S3 |
1.2247 |
1.2353 |
1.2575 |
|
S4 |
1.2086 |
1.2192 |
1.2530 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
1.2636 |
1.2487 |
0.0149 |
1.2% |
0.0035 |
0.3% |
93% |
True |
False |
4 |
10 |
1.2636 |
1.2450 |
0.0186 |
1.5% |
0.0024 |
0.2% |
95% |
True |
False |
7 |
20 |
1.2693 |
1.2450 |
0.0243 |
1.9% |
0.0023 |
0.2% |
72% |
False |
False |
6 |
40 |
1.2927 |
1.2450 |
0.0477 |
3.8% |
0.0015 |
0.1% |
37% |
False |
False |
4 |
60 |
1.2953 |
1.2450 |
0.0503 |
4.0% |
0.0013 |
0.1% |
35% |
False |
False |
3 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
1.2679 |
2.618 |
1.2662 |
1.618 |
1.2652 |
1.000 |
1.2646 |
0.618 |
1.2642 |
HIGH |
1.2636 |
0.618 |
1.2632 |
0.500 |
1.2631 |
0.382 |
1.2630 |
LOW |
1.2626 |
0.618 |
1.2620 |
1.000 |
1.2616 |
1.618 |
1.2610 |
2.618 |
1.2600 |
4.250 |
1.2584 |
|
|
Fisher Pivots for day following 13-Nov-2012 |
Pivot |
1 day |
3 day |
R1 |
1.2631 |
1.2625 |
PP |
1.2629 |
1.2625 |
S1 |
1.2628 |
1.2624 |
|