CME Japanese Yen Future June 2013
| Trading Metrics calculated at close of trading on 21-Sep-2012 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
20-Sep-2012 |
21-Sep-2012 |
Change |
Change % |
Previous Week |
| Open |
1.2817 |
1.2836 |
0.0019 |
0.1% |
1.2735 |
| High |
1.2817 |
1.2836 |
0.0019 |
0.1% |
1.2836 |
| Low |
1.2817 |
1.2836 |
0.0019 |
0.1% |
1.2718 |
| Close |
1.2817 |
1.2836 |
0.0019 |
0.1% |
1.2836 |
| Range |
|
|
|
|
|
| ATR |
0.0049 |
0.0047 |
-0.0002 |
-4.4% |
0.0000 |
| Volume |
1 |
1 |
0 |
0.0% |
5 |
|
| Daily Pivots for day following 21-Sep-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.2836 |
1.2836 |
1.2836 |
|
| R3 |
1.2836 |
1.2836 |
1.2836 |
|
| R2 |
1.2836 |
1.2836 |
1.2836 |
|
| R1 |
1.2836 |
1.2836 |
1.2836 |
1.2836 |
| PP |
1.2836 |
1.2836 |
1.2836 |
1.2836 |
| S1 |
1.2836 |
1.2836 |
1.2836 |
1.2836 |
| S2 |
1.2836 |
1.2836 |
1.2836 |
|
| S3 |
1.2836 |
1.2836 |
1.2836 |
|
| S4 |
1.2836 |
1.2836 |
1.2836 |
|
|
| Weekly Pivots for week ending 21-Sep-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.3151 |
1.3111 |
1.2901 |
|
| R3 |
1.3033 |
1.2993 |
1.2868 |
|
| R2 |
1.2915 |
1.2915 |
1.2858 |
|
| R1 |
1.2875 |
1.2875 |
1.2847 |
1.2895 |
| PP |
1.2797 |
1.2797 |
1.2797 |
1.2807 |
| S1 |
1.2757 |
1.2757 |
1.2825 |
1.2777 |
| S2 |
1.2679 |
1.2679 |
1.2814 |
|
| S3 |
1.2561 |
1.2639 |
1.2804 |
|
| S4 |
1.2443 |
1.2521 |
1.2771 |
|
|
|
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.2836 |
|
2.618 |
1.2836 |
|
1.618 |
1.2836 |
|
1.000 |
1.2836 |
|
0.618 |
1.2836 |
|
HIGH |
1.2836 |
|
0.618 |
1.2836 |
|
0.500 |
1.2836 |
|
0.382 |
1.2836 |
|
LOW |
1.2836 |
|
0.618 |
1.2836 |
|
1.000 |
1.2836 |
|
1.618 |
1.2836 |
|
2.618 |
1.2836 |
|
4.250 |
1.2836 |
|
|
| Fisher Pivots for day following 21-Sep-2012 |
| Pivot |
1 day |
3 day |
| R1 |
1.2836 |
1.2829 |
| PP |
1.2836 |
1.2822 |
| S1 |
1.2836 |
1.2816 |
|