CME Japanese Yen Future September 2013
Trading Metrics calculated at close of trading on 27-Dec-2012 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
26-Dec-2012 |
27-Dec-2012 |
Change |
Change % |
Previous Week |
Open |
1.1684 |
1.1658 |
-0.0026 |
-0.2% |
1.1918 |
High |
1.1709 |
1.1658 |
-0.0051 |
-0.4% |
1.1961 |
Low |
1.1684 |
1.1644 |
-0.0040 |
-0.3% |
1.1874 |
Close |
1.1709 |
1.1652 |
-0.0057 |
-0.5% |
1.1902 |
Range |
0.0025 |
0.0014 |
-0.0011 |
-44.0% |
0.0087 |
ATR |
0.0068 |
0.0067 |
0.0000 |
-0.3% |
0.0000 |
Volume |
3 |
1 |
-2 |
-66.7% |
38 |
|
Daily Pivots for day following 27-Dec-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1.1693 |
1.1687 |
1.1660 |
|
R3 |
1.1679 |
1.1673 |
1.1656 |
|
R2 |
1.1665 |
1.1665 |
1.1655 |
|
R1 |
1.1659 |
1.1659 |
1.1653 |
1.1655 |
PP |
1.1651 |
1.1651 |
1.1651 |
1.1650 |
S1 |
1.1645 |
1.1645 |
1.1651 |
1.1641 |
S2 |
1.1637 |
1.1637 |
1.1649 |
|
S3 |
1.1623 |
1.1631 |
1.1648 |
|
S4 |
1.1609 |
1.1617 |
1.1644 |
|
|
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 |
1.1718 |
2.618 |
1.1695 |
1.618 |
1.1681 |
1.000 |
1.1672 |
0.618 |
1.1667 |
HIGH |
1.1658 |
0.618 |
1.1653 |
0.500 |
1.1651 |
0.382 |
1.1649 |
LOW |
1.1644 |
0.618 |
1.1635 |
1.000 |
1.1630 |
1.618 |
1.1621 |
2.618 |
1.1607 |
4.250 |
1.1585 |
|
|
Fisher Pivots for day following 27-Dec-2012 |
Pivot |
1 day |
3 day |
R1 |
1.1652 |
1.1766 |
PP |
1.1651 |
1.1728 |
S1 |
1.1651 |
1.1690 |
|