CME Japanese Yen Future March 2013
| Trading Metrics calculated at close of trading on 22-Jun-2012 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
21-Jun-2012 |
22-Jun-2012 |
Change |
Change % |
Previous Week |
| Open |
1.2600 |
1.2476 |
-0.0124 |
-1.0% |
1.2700 |
| High |
1.2600 |
1.2485 |
-0.0115 |
-0.9% |
1.2711 |
| Low |
1.2506 |
1.2476 |
-0.0030 |
-0.2% |
1.2476 |
| Close |
1.2506 |
1.2485 |
-0.0021 |
-0.2% |
1.2485 |
| Range |
0.0094 |
0.0009 |
-0.0085 |
-90.4% |
0.0235 |
| ATR |
0.0054 |
0.0052 |
-0.0002 |
-3.2% |
0.0000 |
| Volume |
3 |
2 |
-1 |
-33.3% |
14 |
|
| Daily Pivots for day following 22-Jun-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.2509 |
1.2506 |
1.2490 |
|
| R3 |
1.2500 |
1.2497 |
1.2487 |
|
| R2 |
1.2491 |
1.2491 |
1.2487 |
|
| R1 |
1.2488 |
1.2488 |
1.2486 |
1.2490 |
| PP |
1.2482 |
1.2482 |
1.2482 |
1.2483 |
| S1 |
1.2479 |
1.2479 |
1.2484 |
1.2481 |
| S2 |
1.2473 |
1.2473 |
1.2483 |
|
| S3 |
1.2464 |
1.2470 |
1.2483 |
|
| S4 |
1.2455 |
1.2461 |
1.2480 |
|
|
| Weekly Pivots for week ending 22-Jun-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.3262 |
1.3109 |
1.2614 |
|
| R3 |
1.3027 |
1.2874 |
1.2550 |
|
| R2 |
1.2792 |
1.2792 |
1.2528 |
|
| R1 |
1.2639 |
1.2639 |
1.2507 |
1.2598 |
| PP |
1.2557 |
1.2557 |
1.2557 |
1.2537 |
| S1 |
1.2404 |
1.2404 |
1.2463 |
1.2363 |
| S2 |
1.2322 |
1.2322 |
1.2442 |
|
| S3 |
1.2087 |
1.2169 |
1.2420 |
|
| S4 |
1.1852 |
1.1934 |
1.2356 |
|
|
|
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.2523 |
|
2.618 |
1.2509 |
|
1.618 |
1.2500 |
|
1.000 |
1.2494 |
|
0.618 |
1.2491 |
|
HIGH |
1.2485 |
|
0.618 |
1.2482 |
|
0.500 |
1.2481 |
|
0.382 |
1.2479 |
|
LOW |
1.2476 |
|
0.618 |
1.2470 |
|
1.000 |
1.2467 |
|
1.618 |
1.2461 |
|
2.618 |
1.2452 |
|
4.250 |
1.2438 |
|
|
| Fisher Pivots for day following 22-Jun-2012 |
| Pivot |
1 day |
3 day |
| R1 |
1.2484 |
1.2556 |
| PP |
1.2482 |
1.2532 |
| S1 |
1.2481 |
1.2509 |
|