CME Japanese Yen Future December 2012
| Trading Metrics calculated at close of trading on 23-Nov-2012 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
21-Nov-2012 |
23-Nov-2012 |
Change |
Change % |
Previous Week |
| Open |
1.2243 |
1.2127 |
-0.0116 |
-0.9% |
1.2287 |
| High |
1.2249 |
1.2187 |
-0.0062 |
-0.5% |
1.2335 |
| Low |
1.2116 |
1.2074 |
-0.0042 |
-0.3% |
1.2074 |
| Close |
1.2125 |
1.2141 |
0.0016 |
0.1% |
1.2141 |
| Range |
0.0133 |
0.0113 |
-0.0020 |
-15.0% |
0.0261 |
| ATR |
0.0093 |
0.0094 |
0.0001 |
1.5% |
0.0000 |
| Volume |
124,982 |
139,080 |
14,098 |
11.3% |
451,742 |
|
| Daily Pivots for day following 23-Nov-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.2473 |
1.2420 |
1.2203 |
|
| R3 |
1.2360 |
1.2307 |
1.2172 |
|
| R2 |
1.2247 |
1.2247 |
1.2162 |
|
| R1 |
1.2194 |
1.2194 |
1.2151 |
1.2221 |
| PP |
1.2134 |
1.2134 |
1.2134 |
1.2147 |
| S1 |
1.2081 |
1.2081 |
1.2131 |
1.2108 |
| S2 |
1.2021 |
1.2021 |
1.2120 |
|
| S3 |
1.1908 |
1.1968 |
1.2110 |
|
| S4 |
1.1795 |
1.1855 |
1.2079 |
|
|
| Weekly Pivots for week ending 23-Nov-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.2966 |
1.2815 |
1.2285 |
|
| R3 |
1.2705 |
1.2554 |
1.2213 |
|
| R2 |
1.2444 |
1.2444 |
1.2189 |
|
| R1 |
1.2293 |
1.2293 |
1.2165 |
1.2238 |
| PP |
1.2183 |
1.2183 |
1.2183 |
1.2156 |
| S1 |
1.2032 |
1.2032 |
1.2117 |
1.1977 |
| S2 |
1.1922 |
1.1922 |
1.2093 |
|
| S3 |
1.1661 |
1.1771 |
1.2069 |
|
| S4 |
1.1400 |
1.1510 |
1.1997 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1.2364 |
1.2074 |
0.0290 |
2.4% |
0.0100 |
0.8% |
23% |
False |
True |
112,046 |
| 10 |
1.2650 |
1.2074 |
0.0576 |
4.7% |
0.0104 |
0.9% |
12% |
False |
True |
107,517 |
| 20 |
1.2650 |
1.2074 |
0.0576 |
4.7% |
0.0098 |
0.8% |
12% |
False |
True |
99,576 |
| 40 |
1.2922 |
1.2074 |
0.0848 |
7.0% |
0.0085 |
0.7% |
8% |
False |
True |
91,032 |
| 60 |
1.2977 |
1.2074 |
0.0903 |
7.4% |
0.0082 |
0.7% |
7% |
False |
True |
79,853 |
| 80 |
1.2977 |
1.2074 |
0.0903 |
7.4% |
0.0077 |
0.6% |
7% |
False |
True |
59,961 |
| 100 |
1.2977 |
1.2074 |
0.0903 |
7.4% |
0.0073 |
0.6% |
7% |
False |
True |
47,985 |
| 120 |
1.2977 |
1.2074 |
0.0903 |
7.4% |
0.0069 |
0.6% |
7% |
False |
True |
39,994 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.2667 |
|
2.618 |
1.2483 |
|
1.618 |
1.2370 |
|
1.000 |
1.2300 |
|
0.618 |
1.2257 |
|
HIGH |
1.2187 |
|
0.618 |
1.2144 |
|
0.500 |
1.2131 |
|
0.382 |
1.2117 |
|
LOW |
1.2074 |
|
0.618 |
1.2004 |
|
1.000 |
1.1961 |
|
1.618 |
1.1891 |
|
2.618 |
1.1778 |
|
4.250 |
1.1594 |
|
|
| Fisher Pivots for day following 23-Nov-2012 |
| Pivot |
1 day |
3 day |
| R1 |
1.2138 |
1.2201 |
| PP |
1.2134 |
1.2181 |
| S1 |
1.2131 |
1.2161 |
|