CME Japanese Yen Future June 2013
Trading Metrics calculated at close of trading on 14-Nov-2012 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
13-Nov-2012 |
14-Nov-2012 |
Change |
Change % |
Previous Week |
Open |
1.2636 |
1.2607 |
-0.0029 |
-0.2% |
1.2467 |
High |
1.2636 |
1.2607 |
-0.0029 |
-0.2% |
1.2625 |
Low |
1.2626 |
1.2503 |
-0.0123 |
-1.0% |
1.2464 |
Close |
1.2626 |
1.2504 |
-0.0122 |
-1.0% |
1.2619 |
Range |
0.0010 |
0.0104 |
0.0094 |
940.0% |
0.0161 |
ATR |
0.0042 |
0.0048 |
0.0006 |
13.6% |
0.0000 |
Volume |
5 |
2 |
-3 |
-60.0% |
20 |
|
Daily Pivots for day following 14-Nov-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1.2850 |
1.2781 |
1.2561 |
|
R3 |
1.2746 |
1.2677 |
1.2533 |
|
R2 |
1.2642 |
1.2642 |
1.2523 |
|
R1 |
1.2573 |
1.2573 |
1.2514 |
1.2556 |
PP |
1.2538 |
1.2538 |
1.2538 |
1.2529 |
S1 |
1.2469 |
1.2469 |
1.2494 |
1.2452 |
S2 |
1.2434 |
1.2434 |
1.2485 |
|
S3 |
1.2330 |
1.2365 |
1.2475 |
|
S4 |
1.2226 |
1.2261 |
1.2447 |
|
|
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 |
1.2503 |
0.0133 |
1.1% |
0.0045 |
0.4% |
1% |
False |
True |
4 |
10 |
1.2636 |
1.2450 |
0.0186 |
1.5% |
0.0035 |
0.3% |
29% |
False |
False |
5 |
20 |
1.2650 |
1.2450 |
0.0200 |
1.6% |
0.0028 |
0.2% |
27% |
False |
False |
6 |
40 |
1.2927 |
1.2450 |
0.0477 |
3.8% |
0.0018 |
0.1% |
11% |
False |
False |
4 |
60 |
1.2953 |
1.2450 |
0.0503 |
4.0% |
0.0014 |
0.1% |
11% |
False |
False |
3 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
1.3049 |
2.618 |
1.2879 |
1.618 |
1.2775 |
1.000 |
1.2711 |
0.618 |
1.2671 |
HIGH |
1.2607 |
0.618 |
1.2567 |
0.500 |
1.2555 |
0.382 |
1.2543 |
LOW |
1.2503 |
0.618 |
1.2439 |
1.000 |
1.2399 |
1.618 |
1.2335 |
2.618 |
1.2231 |
4.250 |
1.2061 |
|
|
Fisher Pivots for day following 14-Nov-2012 |
Pivot |
1 day |
3 day |
R1 |
1.2555 |
1.2570 |
PP |
1.2538 |
1.2548 |
S1 |
1.2521 |
1.2526 |
|