CME Japanese Yen Future December 2012
| Trading Metrics calculated at close of trading on 08-Nov-2012 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
07-Nov-2012 |
08-Nov-2012 |
Change |
Change % |
Previous Week |
| Open |
1.2442 |
1.2508 |
0.0066 |
0.5% |
1.2560 |
| High |
1.2542 |
1.2611 |
0.0069 |
0.6% |
1.2640 |
| Low |
1.2440 |
1.2503 |
0.0063 |
0.5% |
1.2399 |
| Close |
1.2519 |
1.2601 |
0.0082 |
0.7% |
1.2441 |
| Range |
0.0102 |
0.0108 |
0.0006 |
5.9% |
0.0241 |
| ATR |
0.0080 |
0.0082 |
0.0002 |
2.6% |
0.0000 |
| Volume |
150,233 |
108,065 |
-42,168 |
-28.1% |
398,228 |
|
| Daily Pivots for day following 08-Nov-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.2896 |
1.2856 |
1.2660 |
|
| R3 |
1.2788 |
1.2748 |
1.2631 |
|
| R2 |
1.2680 |
1.2680 |
1.2621 |
|
| R1 |
1.2640 |
1.2640 |
1.2611 |
1.2660 |
| PP |
1.2572 |
1.2572 |
1.2572 |
1.2582 |
| S1 |
1.2532 |
1.2532 |
1.2591 |
1.2552 |
| S2 |
1.2464 |
1.2464 |
1.2581 |
|
| S3 |
1.2356 |
1.2424 |
1.2571 |
|
| S4 |
1.2248 |
1.2316 |
1.2542 |
|
|
| Weekly Pivots for week ending 02-Nov-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.3216 |
1.3070 |
1.2574 |
|
| R3 |
1.2975 |
1.2829 |
1.2507 |
|
| R2 |
1.2734 |
1.2734 |
1.2485 |
|
| R1 |
1.2588 |
1.2588 |
1.2463 |
1.2541 |
| PP |
1.2493 |
1.2493 |
1.2493 |
1.2470 |
| S1 |
1.2347 |
1.2347 |
1.2419 |
1.2300 |
| S2 |
1.2252 |
1.2252 |
1.2397 |
|
| S3 |
1.2011 |
1.2106 |
1.2375 |
|
| S4 |
1.1770 |
1.1865 |
1.2308 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1.2611 |
1.2399 |
0.0212 |
1.7% |
0.0087 |
0.7% |
95% |
True |
False |
99,478 |
| 10 |
1.2640 |
1.2399 |
0.0241 |
1.9% |
0.0093 |
0.7% |
84% |
False |
False |
91,636 |
| 20 |
1.2780 |
1.2399 |
0.0381 |
3.0% |
0.0079 |
0.6% |
53% |
False |
False |
91,476 |
| 40 |
1.2924 |
1.2399 |
0.0525 |
4.2% |
0.0079 |
0.6% |
38% |
False |
False |
86,347 |
| 60 |
1.2977 |
1.2399 |
0.0578 |
4.6% |
0.0075 |
0.6% |
35% |
False |
False |
61,999 |
| 80 |
1.2977 |
1.2399 |
0.0578 |
4.6% |
0.0071 |
0.6% |
35% |
False |
False |
46,536 |
| 100 |
1.2977 |
1.2399 |
0.0578 |
4.6% |
0.0069 |
0.6% |
35% |
False |
False |
37,238 |
| 120 |
1.2977 |
1.2399 |
0.0578 |
4.6% |
0.0062 |
0.5% |
35% |
False |
False |
31,035 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.3070 |
|
2.618 |
1.2894 |
|
1.618 |
1.2786 |
|
1.000 |
1.2719 |
|
0.618 |
1.2678 |
|
HIGH |
1.2611 |
|
0.618 |
1.2570 |
|
0.500 |
1.2557 |
|
0.382 |
1.2544 |
|
LOW |
1.2503 |
|
0.618 |
1.2436 |
|
1.000 |
1.2395 |
|
1.618 |
1.2328 |
|
2.618 |
1.2220 |
|
4.250 |
1.2044 |
|
|
| Fisher Pivots for day following 08-Nov-2012 |
| Pivot |
1 day |
3 day |
| R1 |
1.2586 |
1.2575 |
| PP |
1.2572 |
1.2549 |
| S1 |
1.2557 |
1.2523 |
|