CME Japanese Yen Future June 2013
Trading Metrics calculated at close of trading on 06-Dec-2012 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
05-Dec-2012 |
06-Dec-2012 |
Change |
Change % |
Previous Week |
Open |
1.2229 |
1.2165 |
-0.0064 |
-0.5% |
1.2191 |
High |
1.2229 |
1.2165 |
-0.0064 |
-0.5% |
1.2238 |
Low |
1.2169 |
1.2165 |
-0.0004 |
0.0% |
1.2160 |
Close |
1.2169 |
1.2165 |
-0.0004 |
0.0% |
1.2160 |
Range |
0.0060 |
0.0000 |
-0.0060 |
-100.0% |
0.0078 |
ATR |
0.0050 |
0.0047 |
-0.0003 |
-6.6% |
0.0000 |
Volume |
2 |
4 |
2 |
100.0% |
9 |
|
Daily Pivots for day following 06-Dec-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1.2165 |
1.2165 |
1.2165 |
|
R3 |
1.2165 |
1.2165 |
1.2165 |
|
R2 |
1.2165 |
1.2165 |
1.2165 |
|
R1 |
1.2165 |
1.2165 |
1.2165 |
1.2165 |
PP |
1.2165 |
1.2165 |
1.2165 |
1.2165 |
S1 |
1.2165 |
1.2165 |
1.2165 |
1.2165 |
S2 |
1.2165 |
1.2165 |
1.2165 |
|
S3 |
1.2165 |
1.2165 |
1.2165 |
|
S4 |
1.2165 |
1.2165 |
1.2165 |
|
|
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 |
1.2242 |
1.2160 |
0.0082 |
0.7% |
0.0015 |
0.1% |
6% |
False |
False |
2 |
10 |
1.2242 |
1.2160 |
0.0082 |
0.7% |
0.0013 |
0.1% |
6% |
False |
False |
2 |
20 |
1.2636 |
1.2149 |
0.0487 |
4.0% |
0.0028 |
0.2% |
3% |
False |
False |
10 |
40 |
1.2801 |
1.2149 |
0.0652 |
5.4% |
0.0023 |
0.2% |
2% |
False |
False |
8 |
60 |
1.2953 |
1.2149 |
0.0804 |
6.6% |
0.0018 |
0.2% |
2% |
False |
False |
6 |
80 |
1.2953 |
1.2149 |
0.0804 |
6.6% |
0.0015 |
0.1% |
2% |
False |
False |
5 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
1.2165 |
2.618 |
1.2165 |
1.618 |
1.2165 |
1.000 |
1.2165 |
0.618 |
1.2165 |
HIGH |
1.2165 |
0.618 |
1.2165 |
0.500 |
1.2165 |
0.382 |
1.2165 |
LOW |
1.2165 |
0.618 |
1.2165 |
1.000 |
1.2165 |
1.618 |
1.2165 |
2.618 |
1.2165 |
4.250 |
1.2165 |
|
|
Fisher Pivots for day following 06-Dec-2012 |
Pivot |
1 day |
3 day |
R1 |
1.2165 |
1.2204 |
PP |
1.2165 |
1.2191 |
S1 |
1.2165 |
1.2178 |
|