CME Japanese Yen Future June 2013
| Trading Metrics calculated at close of trading on 12-Sep-2012 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
11-Sep-2012 |
12-Sep-2012 |
Change |
Change % |
Previous Week |
| Open |
1.2899 |
1.2884 |
-0.0015 |
-0.1% |
1.2784 |
| High |
1.2899 |
1.2884 |
-0.0015 |
-0.1% |
1.2818 |
| Low |
1.2899 |
1.2884 |
-0.0015 |
-0.1% |
1.2724 |
| Close |
1.2899 |
1.2884 |
-0.0015 |
-0.1% |
1.2818 |
| Range |
|
|
|
|
|
| ATR |
0.0043 |
0.0041 |
-0.0002 |
-4.6% |
0.0000 |
| Volume |
4 |
4 |
0 |
0.0% |
13 |
|
| Daily Pivots for day following 12-Sep-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.2884 |
1.2884 |
1.2884 |
|
| R3 |
1.2884 |
1.2884 |
1.2884 |
|
| R2 |
1.2884 |
1.2884 |
1.2884 |
|
| R1 |
1.2884 |
1.2884 |
1.2884 |
1.2884 |
| PP |
1.2884 |
1.2884 |
1.2884 |
1.2884 |
| S1 |
1.2884 |
1.2884 |
1.2884 |
1.2884 |
| S2 |
1.2884 |
1.2884 |
1.2884 |
|
| S3 |
1.2884 |
1.2884 |
1.2884 |
|
| S4 |
1.2884 |
1.2884 |
1.2884 |
|
|
| Weekly Pivots for week ending 07-Sep-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.3069 |
1.3037 |
1.2870 |
|
| R3 |
1.2975 |
1.2943 |
1.2844 |
|
| R2 |
1.2881 |
1.2881 |
1.2835 |
|
| R1 |
1.2849 |
1.2849 |
1.2827 |
1.2865 |
| PP |
1.2787 |
1.2787 |
1.2787 |
1.2795 |
| S1 |
1.2755 |
1.2755 |
1.2809 |
1.2771 |
| S2 |
1.2693 |
1.2693 |
1.2801 |
|
| S3 |
1.2599 |
1.2661 |
1.2792 |
|
| S4 |
1.2505 |
1.2567 |
1.2766 |
|
|
|
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.2884 |
|
2.618 |
1.2884 |
|
1.618 |
1.2884 |
|
1.000 |
1.2884 |
|
0.618 |
1.2884 |
|
HIGH |
1.2884 |
|
0.618 |
1.2884 |
|
0.500 |
1.2884 |
|
0.382 |
1.2884 |
|
LOW |
1.2884 |
|
0.618 |
1.2884 |
|
1.000 |
1.2884 |
|
1.618 |
1.2884 |
|
2.618 |
1.2884 |
|
4.250 |
1.2884 |
|
|
| Fisher Pivots for day following 12-Sep-2012 |
| Pivot |
1 day |
3 day |
| R1 |
1.2884 |
1.2876 |
| PP |
1.2884 |
1.2868 |
| S1 |
1.2884 |
1.2861 |
|