CME Japanese Yen Future September 2013
| Trading Metrics calculated at close of trading on 28-Dec-2012 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
27-Dec-2012 |
28-Dec-2012 |
Change |
Change % |
Previous Week |
| Open |
1.1658 |
1.1597 |
-0.0061 |
-0.5% |
1.1849 |
| High |
1.1658 |
1.1646 |
-0.0012 |
-0.1% |
1.1888 |
| Low |
1.1644 |
1.1597 |
-0.0047 |
-0.4% |
1.1597 |
| Close |
1.1652 |
1.1646 |
-0.0006 |
-0.1% |
1.1646 |
| Range |
0.0014 |
0.0049 |
0.0035 |
250.0% |
0.0291 |
| ATR |
0.0067 |
0.0067 |
-0.0001 |
-1.3% |
0.0000 |
| Volume |
1 |
6 |
5 |
500.0% |
18 |
|
| Daily Pivots for day following 28-Dec-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.1777 |
1.1760 |
1.1673 |
|
| R3 |
1.1728 |
1.1711 |
1.1659 |
|
| R2 |
1.1679 |
1.1679 |
1.1655 |
|
| R1 |
1.1662 |
1.1662 |
1.1650 |
1.1671 |
| PP |
1.1630 |
1.1630 |
1.1630 |
1.1634 |
| S1 |
1.1613 |
1.1613 |
1.1642 |
1.1622 |
| S2 |
1.1581 |
1.1581 |
1.1637 |
|
| S3 |
1.1532 |
1.1564 |
1.1633 |
|
| S4 |
1.1483 |
1.1515 |
1.1619 |
|
|
| Weekly Pivots for week ending 28-Dec-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.2583 |
1.2406 |
1.1806 |
|
| R3 |
1.2292 |
1.2115 |
1.1726 |
|
| R2 |
1.2001 |
1.2001 |
1.1699 |
|
| R1 |
1.1824 |
1.1824 |
1.1673 |
1.1767 |
| PP |
1.1710 |
1.1710 |
1.1710 |
1.1682 |
| S1 |
1.1533 |
1.1533 |
1.1619 |
1.1476 |
| S2 |
1.1419 |
1.1419 |
1.1593 |
|
| S3 |
1.1128 |
1.1242 |
1.1566 |
|
| S4 |
1.0837 |
1.0951 |
1.1486 |
|
|
|
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.1854 |
|
2.618 |
1.1774 |
|
1.618 |
1.1725 |
|
1.000 |
1.1695 |
|
0.618 |
1.1676 |
|
HIGH |
1.1646 |
|
0.618 |
1.1627 |
|
0.500 |
1.1622 |
|
0.382 |
1.1616 |
|
LOW |
1.1597 |
|
0.618 |
1.1567 |
|
1.000 |
1.1548 |
|
1.618 |
1.1518 |
|
2.618 |
1.1469 |
|
4.250 |
1.1389 |
|
|
| Fisher Pivots for day following 28-Dec-2012 |
| Pivot |
1 day |
3 day |
| R1 |
1.1638 |
1.1653 |
| PP |
1.1630 |
1.1651 |
| S1 |
1.1622 |
1.1648 |
|