CME Japanese Yen Future June 2013
Trading Metrics calculated at close of trading on 30-Nov-2012 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
29-Nov-2012 |
30-Nov-2012 |
Change |
Change % |
Previous Week |
Open |
1.2200 |
1.2160 |
-0.0040 |
-0.3% |
1.2191 |
High |
1.2203 |
1.2160 |
-0.0043 |
-0.4% |
1.2238 |
Low |
1.2200 |
1.2160 |
-0.0040 |
-0.3% |
1.2160 |
Close |
1.2203 |
1.2160 |
-0.0043 |
-0.4% |
1.2160 |
Range |
0.0003 |
0.0000 |
-0.0003 |
-100.0% |
0.0078 |
ATR |
0.0050 |
0.0049 |
0.0000 |
-1.0% |
0.0000 |
Volume |
2 |
1 |
-1 |
-50.0% |
9 |
|
Daily Pivots for day following 30-Nov-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1.2160 |
1.2160 |
1.2160 |
|
R3 |
1.2160 |
1.2160 |
1.2160 |
|
R2 |
1.2160 |
1.2160 |
1.2160 |
|
R1 |
1.2160 |
1.2160 |
1.2160 |
1.2160 |
PP |
1.2160 |
1.2160 |
1.2160 |
1.2160 |
S1 |
1.2160 |
1.2160 |
1.2160 |
1.2160 |
S2 |
1.2160 |
1.2160 |
1.2160 |
|
S3 |
1.2160 |
1.2160 |
1.2160 |
|
S4 |
1.2160 |
1.2160 |
1.2160 |
|
|
Weekly Pivots for week ending 30-Nov-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1.2420 |
1.2368 |
1.2203 |
|
R3 |
1.2342 |
1.2290 |
1.2181 |
|
R2 |
1.2264 |
1.2264 |
1.2174 |
|
R1 |
1.2212 |
1.2212 |
1.2167 |
1.2199 |
PP |
1.2186 |
1.2186 |
1.2186 |
1.2180 |
S1 |
1.2134 |
1.2134 |
1.2153 |
1.2121 |
S2 |
1.2108 |
1.2108 |
1.2146 |
|
S3 |
1.2030 |
1.2056 |
1.2139 |
|
S4 |
1.1952 |
1.1978 |
1.2117 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
1.2238 |
1.2160 |
0.0078 |
0.6% |
0.0008 |
0.1% |
0% |
False |
True |
1 |
10 |
1.2380 |
1.2149 |
0.0231 |
1.9% |
0.0020 |
0.2% |
5% |
False |
False |
18 |
20 |
1.2636 |
1.2149 |
0.0487 |
4.0% |
0.0030 |
0.2% |
2% |
False |
False |
11 |
40 |
1.2827 |
1.2149 |
0.0678 |
5.6% |
0.0021 |
0.2% |
2% |
False |
False |
8 |
60 |
1.2953 |
1.2149 |
0.0804 |
6.6% |
0.0017 |
0.1% |
1% |
False |
False |
6 |
80 |
1.2953 |
1.2149 |
0.0804 |
6.6% |
0.0014 |
0.1% |
1% |
False |
False |
5 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
1.2160 |
2.618 |
1.2160 |
1.618 |
1.2160 |
1.000 |
1.2160 |
0.618 |
1.2160 |
HIGH |
1.2160 |
0.618 |
1.2160 |
0.500 |
1.2160 |
0.382 |
1.2160 |
LOW |
1.2160 |
0.618 |
1.2160 |
1.000 |
1.2160 |
1.618 |
1.2160 |
2.618 |
1.2160 |
4.250 |
1.2160 |
|
|
Fisher Pivots for day following 30-Nov-2012 |
Pivot |
1 day |
3 day |
R1 |
1.2160 |
1.2199 |
PP |
1.2160 |
1.2186 |
S1 |
1.2160 |
1.2173 |
|