CME Japanese Yen Future December 2012
| Trading Metrics calculated at close of trading on 13-Nov-2012 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
12-Nov-2012 |
13-Nov-2012 |
Change |
Change % |
Previous Week |
| Open |
1.2590 |
1.2573 |
-0.0017 |
-0.1% |
1.2426 |
| High |
1.2606 |
1.2629 |
0.0023 |
0.2% |
1.2650 |
| Low |
1.2573 |
1.2560 |
-0.0013 |
-0.1% |
1.2416 |
| Close |
1.2591 |
1.2598 |
0.0007 |
0.1% |
1.2593 |
| Range |
0.0033 |
0.0069 |
0.0036 |
109.1% |
0.0234 |
| ATR |
0.0078 |
0.0078 |
-0.0001 |
-0.8% |
0.0000 |
| Volume |
44,200 |
84,336 |
40,136 |
90.8% |
504,790 |
|
| Daily Pivots for day following 13-Nov-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.2803 |
1.2769 |
1.2636 |
|
| R3 |
1.2734 |
1.2700 |
1.2617 |
|
| R2 |
1.2665 |
1.2665 |
1.2611 |
|
| R1 |
1.2631 |
1.2631 |
1.2604 |
1.2648 |
| PP |
1.2596 |
1.2596 |
1.2596 |
1.2604 |
| S1 |
1.2562 |
1.2562 |
1.2592 |
1.2579 |
| S2 |
1.2527 |
1.2527 |
1.2585 |
|
| S3 |
1.2458 |
1.2493 |
1.2579 |
|
| S4 |
1.2389 |
1.2424 |
1.2560 |
|
|
| Weekly Pivots for week ending 09-Nov-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.3255 |
1.3158 |
1.2722 |
|
| R3 |
1.3021 |
1.2924 |
1.2657 |
|
| R2 |
1.2787 |
1.2787 |
1.2636 |
|
| R1 |
1.2690 |
1.2690 |
1.2614 |
1.2739 |
| PP |
1.2553 |
1.2553 |
1.2553 |
1.2577 |
| S1 |
1.2456 |
1.2456 |
1.2572 |
1.2505 |
| S2 |
1.2319 |
1.2319 |
1.2550 |
|
| S3 |
1.2085 |
1.2222 |
1.2529 |
|
| S4 |
1.1851 |
1.1988 |
1.2464 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1.2650 |
1.2440 |
0.0210 |
1.7% |
0.0079 |
0.6% |
75% |
False |
False |
100,188 |
| 10 |
1.2650 |
1.2399 |
0.0251 |
2.0% |
0.0076 |
0.6% |
79% |
False |
False |
90,317 |
| 20 |
1.2727 |
1.2399 |
0.0328 |
2.6% |
0.0080 |
0.6% |
61% |
False |
False |
92,927 |
| 40 |
1.2922 |
1.2399 |
0.0523 |
4.2% |
0.0075 |
0.6% |
38% |
False |
False |
84,020 |
| 60 |
1.2977 |
1.2399 |
0.0578 |
4.6% |
0.0075 |
0.6% |
34% |
False |
False |
66,028 |
| 80 |
1.2977 |
1.2399 |
0.0578 |
4.6% |
0.0071 |
0.6% |
34% |
False |
False |
49,564 |
| 100 |
1.2977 |
1.2399 |
0.0578 |
4.6% |
0.0069 |
0.5% |
34% |
False |
False |
39,664 |
| 120 |
1.2977 |
1.2399 |
0.0578 |
4.6% |
0.0064 |
0.5% |
34% |
False |
False |
33,057 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.2922 |
|
2.618 |
1.2810 |
|
1.618 |
1.2741 |
|
1.000 |
1.2698 |
|
0.618 |
1.2672 |
|
HIGH |
1.2629 |
|
0.618 |
1.2603 |
|
0.500 |
1.2595 |
|
0.382 |
1.2586 |
|
LOW |
1.2560 |
|
0.618 |
1.2517 |
|
1.000 |
1.2491 |
|
1.618 |
1.2448 |
|
2.618 |
1.2379 |
|
4.250 |
1.2267 |
|
|
| Fisher Pivots for day following 13-Nov-2012 |
| Pivot |
1 day |
3 day |
| R1 |
1.2597 |
1.2605 |
| PP |
1.2596 |
1.2603 |
| S1 |
1.2595 |
1.2600 |
|