CME Japanese Yen Future September 2013
Trading Metrics calculated at close of trading on 11-Jan-2013 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
10-Jan-2013 |
11-Jan-2013 |
Change |
Change % |
Previous Week |
Open |
1.1377 |
1.1243 |
-0.0134 |
-1.2% |
1.1396 |
High |
1.1385 |
1.1261 |
-0.0124 |
-1.1% |
1.1528 |
Low |
1.1300 |
1.1215 |
-0.0085 |
-0.8% |
1.1215 |
Close |
1.1366 |
1.1239 |
-0.0127 |
-1.1% |
1.1239 |
Range |
0.0085 |
0.0046 |
-0.0039 |
-45.9% |
0.0313 |
ATR |
0.0074 |
0.0080 |
0.0005 |
7.4% |
0.0000 |
Volume |
2 |
8 |
6 |
300.0% |
117 |
|
Daily Pivots for day following 11-Jan-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1.1376 |
1.1354 |
1.1264 |
|
R3 |
1.1330 |
1.1308 |
1.1252 |
|
R2 |
1.1284 |
1.1284 |
1.1247 |
|
R1 |
1.1262 |
1.1262 |
1.1243 |
1.1250 |
PP |
1.1238 |
1.1238 |
1.1238 |
1.1233 |
S1 |
1.1216 |
1.1216 |
1.1235 |
1.1204 |
S2 |
1.1192 |
1.1192 |
1.1231 |
|
S3 |
1.1146 |
1.1170 |
1.1226 |
|
S4 |
1.1100 |
1.1124 |
1.1214 |
|
|
Weekly Pivots for week ending 11-Jan-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1.2266 |
1.2066 |
1.1411 |
|
R3 |
1.1953 |
1.1753 |
1.1325 |
|
R2 |
1.1640 |
1.1640 |
1.1296 |
|
R1 |
1.1440 |
1.1440 |
1.1268 |
1.1384 |
PP |
1.1327 |
1.1327 |
1.1327 |
1.1299 |
S1 |
1.1127 |
1.1127 |
1.1210 |
1.1071 |
S2 |
1.1014 |
1.1014 |
1.1182 |
|
S3 |
1.0701 |
1.0814 |
1.1153 |
|
S4 |
1.0388 |
1.0501 |
1.1067 |
|
|
|
|
Fibonacci Retracements and Extensions |
4.250 |
1.1457 |
2.618 |
1.1381 |
1.618 |
1.1335 |
1.000 |
1.1307 |
0.618 |
1.1289 |
HIGH |
1.1261 |
0.618 |
1.1243 |
0.500 |
1.1238 |
0.382 |
1.1233 |
LOW |
1.1215 |
0.618 |
1.1187 |
1.000 |
1.1169 |
1.618 |
1.1141 |
2.618 |
1.1095 |
4.250 |
1.1020 |
|
|
Fisher Pivots for day following 11-Jan-2013 |
Pivot |
1 day |
3 day |
R1 |
1.1239 |
1.1335 |
PP |
1.1238 |
1.1303 |
S1 |
1.1238 |
1.1271 |
|