CME Japanese Yen Future December 2012
| Trading Metrics calculated at close of trading on 21-Nov-2012 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
20-Nov-2012 |
21-Nov-2012 |
Change |
Change % |
Previous Week |
| Open |
1.2297 |
1.2243 |
-0.0054 |
-0.4% |
1.2590 |
| High |
1.2327 |
1.2249 |
-0.0078 |
-0.6% |
1.2629 |
| Low |
1.2233 |
1.2116 |
-0.0117 |
-1.0% |
1.2278 |
| Close |
1.2241 |
1.2125 |
-0.0116 |
-0.9% |
1.2314 |
| Range |
0.0094 |
0.0133 |
0.0039 |
41.5% |
0.0351 |
| ATR |
0.0090 |
0.0093 |
0.0003 |
3.4% |
0.0000 |
| Volume |
103,877 |
124,982 |
21,105 |
20.3% |
509,324 |
|
| Daily Pivots for day following 21-Nov-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.2562 |
1.2477 |
1.2198 |
|
| R3 |
1.2429 |
1.2344 |
1.2162 |
|
| R2 |
1.2296 |
1.2296 |
1.2149 |
|
| R1 |
1.2211 |
1.2211 |
1.2137 |
1.2187 |
| PP |
1.2163 |
1.2163 |
1.2163 |
1.2152 |
| S1 |
1.2078 |
1.2078 |
1.2113 |
1.2054 |
| S2 |
1.2030 |
1.2030 |
1.2101 |
|
| S3 |
1.1897 |
1.1945 |
1.2088 |
|
| S4 |
1.1764 |
1.1812 |
1.2052 |
|
|
| Weekly Pivots for week ending 16-Nov-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.3460 |
1.3238 |
1.2507 |
|
| R3 |
1.3109 |
1.2887 |
1.2411 |
|
| R2 |
1.2758 |
1.2758 |
1.2378 |
|
| R1 |
1.2536 |
1.2536 |
1.2346 |
1.2472 |
| PP |
1.2407 |
1.2407 |
1.2407 |
1.2375 |
| S1 |
1.2185 |
1.2185 |
1.2282 |
1.2121 |
| S2 |
1.2056 |
1.2056 |
1.2250 |
|
| S3 |
1.1705 |
1.1834 |
1.2217 |
|
| S4 |
1.1354 |
1.1483 |
1.2121 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1.2483 |
1.2116 |
0.0367 |
3.0% |
0.0118 |
1.0% |
2% |
False |
True |
115,011 |
| 10 |
1.2650 |
1.2116 |
0.0534 |
4.4% |
0.0103 |
0.8% |
2% |
False |
True |
104,416 |
| 20 |
1.2650 |
1.2116 |
0.0534 |
4.4% |
0.0097 |
0.8% |
2% |
False |
True |
98,416 |
| 40 |
1.2922 |
1.2116 |
0.0806 |
6.6% |
0.0083 |
0.7% |
1% |
False |
True |
89,212 |
| 60 |
1.2977 |
1.2116 |
0.0861 |
7.1% |
0.0081 |
0.7% |
1% |
False |
True |
77,549 |
| 80 |
1.2977 |
1.2116 |
0.0861 |
7.1% |
0.0077 |
0.6% |
1% |
False |
True |
58,223 |
| 100 |
1.2977 |
1.2116 |
0.0861 |
7.1% |
0.0072 |
0.6% |
1% |
False |
True |
46,595 |
| 120 |
1.2977 |
1.2116 |
0.0861 |
7.1% |
0.0068 |
0.6% |
1% |
False |
True |
38,835 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.2814 |
|
2.618 |
1.2597 |
|
1.618 |
1.2464 |
|
1.000 |
1.2382 |
|
0.618 |
1.2331 |
|
HIGH |
1.2249 |
|
0.618 |
1.2198 |
|
0.500 |
1.2183 |
|
0.382 |
1.2167 |
|
LOW |
1.2116 |
|
0.618 |
1.2034 |
|
1.000 |
1.1983 |
|
1.618 |
1.1901 |
|
2.618 |
1.1768 |
|
4.250 |
1.1551 |
|
|
| Fisher Pivots for day following 21-Nov-2012 |
| Pivot |
1 day |
3 day |
| R1 |
1.2183 |
1.2226 |
| PP |
1.2163 |
1.2192 |
| S1 |
1.2144 |
1.2159 |
|