CME Japanese Yen Future September 2013
Trading Metrics calculated at close of trading on 26-Dec-2012 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
24-Dec-2012 |
26-Dec-2012 |
Change |
Change % |
Previous Week |
Open |
1.1849 |
1.1684 |
-0.0165 |
-1.4% |
1.1918 |
High |
1.1888 |
1.1709 |
-0.0179 |
-1.5% |
1.1961 |
Low |
1.1826 |
1.1684 |
-0.0142 |
-1.2% |
1.1874 |
Close |
1.1826 |
1.1709 |
-0.0117 |
-1.0% |
1.1902 |
Range |
0.0062 |
0.0025 |
-0.0037 |
-59.7% |
0.0087 |
ATR |
0.0062 |
0.0068 |
0.0006 |
9.3% |
0.0000 |
Volume |
8 |
3 |
-5 |
-62.5% |
38 |
|
Daily Pivots for day following 26-Dec-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1.1776 |
1.1767 |
1.1723 |
|
R3 |
1.1751 |
1.1742 |
1.1716 |
|
R2 |
1.1726 |
1.1726 |
1.1714 |
|
R1 |
1.1717 |
1.1717 |
1.1711 |
1.1722 |
PP |
1.1701 |
1.1701 |
1.1701 |
1.1703 |
S1 |
1.1692 |
1.1692 |
1.1707 |
1.1697 |
S2 |
1.1676 |
1.1676 |
1.1704 |
|
S3 |
1.1651 |
1.1667 |
1.1702 |
|
S4 |
1.1626 |
1.1642 |
1.1695 |
|
|
Weekly Pivots for week ending 21-Dec-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1.2173 |
1.2125 |
1.1950 |
|
R3 |
1.2086 |
1.2038 |
1.1926 |
|
R2 |
1.1999 |
1.1999 |
1.1918 |
|
R1 |
1.1951 |
1.1951 |
1.1910 |
1.1932 |
PP |
1.1912 |
1.1912 |
1.1912 |
1.1903 |
S1 |
1.1864 |
1.1864 |
1.1894 |
1.1845 |
S2 |
1.1825 |
1.1825 |
1.1886 |
|
S3 |
1.1738 |
1.1777 |
1.1878 |
|
S4 |
1.1651 |
1.1690 |
1.1854 |
|
|
|
|
Fibonacci Retracements and Extensions |
4.250 |
1.1815 |
2.618 |
1.1774 |
1.618 |
1.1749 |
1.000 |
1.1734 |
0.618 |
1.1724 |
HIGH |
1.1709 |
0.618 |
1.1699 |
0.500 |
1.1697 |
0.382 |
1.1694 |
LOW |
1.1684 |
0.618 |
1.1669 |
1.000 |
1.1659 |
1.618 |
1.1644 |
2.618 |
1.1619 |
4.250 |
1.1578 |
|
|
Fisher Pivots for day following 26-Dec-2012 |
Pivot |
1 day |
3 day |
R1 |
1.1705 |
1.1820 |
PP |
1.1701 |
1.1783 |
S1 |
1.1697 |
1.1746 |
|