CME Japanese Yen Future September 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 |
1.2640 |
1.2512 |
-0.0128 |
-1.0% |
1.2504 |
| High |
1.2640 |
1.2518 |
-0.0122 |
-1.0% |
1.2639 |
| Low |
1.2640 |
1.2512 |
-0.0128 |
-1.0% |
1.2482 |
| Close |
1.2640 |
1.2518 |
-0.0122 |
-1.0% |
1.2634 |
| Range |
0.0000 |
0.0006 |
0.0006 |
|
0.0157 |
| ATR |
0.0040 |
0.0046 |
0.0006 |
15.7% |
0.0000 |
| Volume |
8 |
8 |
0 |
0.0% |
40 |
|
| Daily Pivots for day following 14-Nov-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.2534 |
1.2532 |
1.2521 |
|
| R3 |
1.2528 |
1.2526 |
1.2520 |
|
| R2 |
1.2522 |
1.2522 |
1.2519 |
|
| R1 |
1.2520 |
1.2520 |
1.2519 |
1.2521 |
| PP |
1.2516 |
1.2516 |
1.2516 |
1.2517 |
| S1 |
1.2514 |
1.2514 |
1.2517 |
1.2515 |
| S2 |
1.2510 |
1.2510 |
1.2517 |
|
| S3 |
1.2504 |
1.2508 |
1.2516 |
|
| S4 |
1.2498 |
1.2502 |
1.2515 |
|
|
| Weekly Pivots for week ending 09-Nov-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.3056 |
1.3002 |
1.2720 |
|
| R3 |
1.2899 |
1.2845 |
1.2677 |
|
| R2 |
1.2742 |
1.2742 |
1.2663 |
|
| R1 |
1.2688 |
1.2688 |
1.2648 |
1.2715 |
| PP |
1.2585 |
1.2585 |
1.2585 |
1.2599 |
| S1 |
1.2531 |
1.2531 |
1.2620 |
1.2558 |
| S2 |
1.2428 |
1.2428 |
1.2605 |
|
| S3 |
1.2271 |
1.2374 |
1.2591 |
|
| S4 |
1.2114 |
1.2217 |
1.2548 |
|
|
|
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.2544 |
|
2.618 |
1.2534 |
|
1.618 |
1.2528 |
|
1.000 |
1.2524 |
|
0.618 |
1.2522 |
|
HIGH |
1.2518 |
|
0.618 |
1.2516 |
|
0.500 |
1.2515 |
|
0.382 |
1.2514 |
|
LOW |
1.2512 |
|
0.618 |
1.2508 |
|
1.000 |
1.2506 |
|
1.618 |
1.2502 |
|
2.618 |
1.2496 |
|
4.250 |
1.2487 |
|
|
| Fisher Pivots for day following 14-Nov-2012 |
| Pivot |
1 day |
3 day |
| R1 |
1.2517 |
1.2576 |
| PP |
1.2516 |
1.2557 |
| S1 |
1.2515 |
1.2537 |
|