CME Japanese Yen Future June 2013
Trading Metrics calculated at close of trading on 19-Nov-2012 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
16-Nov-2012 |
19-Nov-2012 |
Change |
Change % |
Previous Week |
Open |
1.2352 |
1.2322 |
-0.0030 |
-0.2% |
1.2636 |
High |
1.2380 |
1.2322 |
-0.0058 |
-0.5% |
1.2636 |
Low |
1.2329 |
1.2322 |
-0.0007 |
-0.1% |
1.2329 |
Close |
1.2342 |
1.2322 |
-0.0020 |
-0.2% |
1.2342 |
Range |
0.0051 |
0.0000 |
-0.0051 |
-100.0% |
0.0307 |
ATR |
0.0056 |
0.0053 |
-0.0003 |
-4.6% |
0.0000 |
Volume |
1 |
55 |
54 |
5,400.0% |
14 |
|
Daily Pivots for day following 19-Nov-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1.2322 |
1.2322 |
1.2322 |
|
R3 |
1.2322 |
1.2322 |
1.2322 |
|
R2 |
1.2322 |
1.2322 |
1.2322 |
|
R1 |
1.2322 |
1.2322 |
1.2322 |
1.2322 |
PP |
1.2322 |
1.2322 |
1.2322 |
1.2322 |
S1 |
1.2322 |
1.2322 |
1.2322 |
1.2322 |
S2 |
1.2322 |
1.2322 |
1.2322 |
|
S3 |
1.2322 |
1.2322 |
1.2322 |
|
S4 |
1.2322 |
1.2322 |
1.2322 |
|
|
Weekly Pivots for week ending 16-Nov-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1.3357 |
1.3156 |
1.2511 |
|
R3 |
1.3050 |
1.2849 |
1.2426 |
|
R2 |
1.2743 |
1.2743 |
1.2398 |
|
R1 |
1.2542 |
1.2542 |
1.2370 |
1.2489 |
PP |
1.2436 |
1.2436 |
1.2436 |
1.2409 |
S1 |
1.2235 |
1.2235 |
1.2314 |
1.2182 |
S2 |
1.2129 |
1.2129 |
1.2286 |
|
S3 |
1.1822 |
1.1928 |
1.2258 |
|
S4 |
1.1515 |
1.1621 |
1.2173 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
1.2636 |
1.2322 |
0.0314 |
2.5% |
0.0044 |
0.4% |
0% |
False |
True |
13 |
10 |
1.2636 |
1.2322 |
0.0314 |
2.5% |
0.0041 |
0.3% |
0% |
False |
True |
8 |
20 |
1.2650 |
1.2322 |
0.0328 |
2.7% |
0.0033 |
0.3% |
0% |
False |
True |
8 |
40 |
1.2927 |
1.2322 |
0.0605 |
4.9% |
0.0020 |
0.2% |
0% |
False |
True |
5 |
60 |
1.2953 |
1.2322 |
0.0631 |
5.1% |
0.0015 |
0.1% |
0% |
False |
True |
4 |
80 |
1.2953 |
1.2322 |
0.0631 |
5.1% |
0.0012 |
0.1% |
0% |
False |
True |
3 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
1.2322 |
2.618 |
1.2322 |
1.618 |
1.2322 |
1.000 |
1.2322 |
0.618 |
1.2322 |
HIGH |
1.2322 |
0.618 |
1.2322 |
0.500 |
1.2322 |
0.382 |
1.2322 |
LOW |
1.2322 |
0.618 |
1.2322 |
1.000 |
1.2322 |
1.618 |
1.2322 |
2.618 |
1.2322 |
4.250 |
1.2322 |
|
|
Fisher Pivots for day following 19-Nov-2012 |
Pivot |
1 day |
3 day |
R1 |
1.2322 |
1.2361 |
PP |
1.2322 |
1.2348 |
S1 |
1.2322 |
1.2335 |
|