CME Japanese Yen Future December 2012
| Trading Metrics calculated at close of trading on 27-Nov-2012 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
26-Nov-2012 |
27-Nov-2012 |
Change |
Change % |
Previous Week |
| Open |
1.2140 |
1.2186 |
0.0046 |
0.4% |
1.2287 |
| High |
1.2208 |
1.2218 |
0.0010 |
0.1% |
1.2335 |
| Low |
1.2104 |
1.2148 |
0.0044 |
0.4% |
1.2074 |
| Close |
1.2172 |
1.2172 |
0.0000 |
0.0% |
1.2141 |
| Range |
0.0104 |
0.0070 |
-0.0034 |
-32.7% |
0.0261 |
| ATR |
0.0095 |
0.0093 |
-0.0002 |
-1.9% |
0.0000 |
| Volume |
98,561 |
81,108 |
-17,453 |
-17.7% |
451,742 |
|
| Daily Pivots for day following 27-Nov-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.2389 |
1.2351 |
1.2211 |
|
| R3 |
1.2319 |
1.2281 |
1.2191 |
|
| R2 |
1.2249 |
1.2249 |
1.2185 |
|
| R1 |
1.2211 |
1.2211 |
1.2178 |
1.2195 |
| PP |
1.2179 |
1.2179 |
1.2179 |
1.2172 |
| S1 |
1.2141 |
1.2141 |
1.2166 |
1.2125 |
| S2 |
1.2109 |
1.2109 |
1.2159 |
|
| S3 |
1.2039 |
1.2071 |
1.2153 |
|
| S4 |
1.1969 |
1.2001 |
1.2134 |
|
|
| 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 |
1.2327 |
1.2074 |
0.0253 |
2.1% |
0.0103 |
0.8% |
39% |
False |
False |
109,521 |
| 10 |
1.2629 |
1.2074 |
0.0555 |
4.6% |
0.0109 |
0.9% |
18% |
False |
False |
109,653 |
| 20 |
1.2650 |
1.2074 |
0.0576 |
4.7% |
0.0097 |
0.8% |
17% |
False |
False |
99,060 |
| 40 |
1.2836 |
1.2074 |
0.0762 |
6.3% |
0.0085 |
0.7% |
13% |
False |
False |
91,613 |
| 60 |
1.2977 |
1.2074 |
0.0903 |
7.4% |
0.0083 |
0.7% |
11% |
False |
False |
82,820 |
| 80 |
1.2977 |
1.2074 |
0.0903 |
7.4% |
0.0077 |
0.6% |
11% |
False |
False |
62,202 |
| 100 |
1.2977 |
1.2074 |
0.0903 |
7.4% |
0.0074 |
0.6% |
11% |
False |
False |
49,781 |
| 120 |
1.2977 |
1.2074 |
0.0903 |
7.4% |
0.0070 |
0.6% |
11% |
False |
False |
41,491 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.2516 |
|
2.618 |
1.2401 |
|
1.618 |
1.2331 |
|
1.000 |
1.2288 |
|
0.618 |
1.2261 |
|
HIGH |
1.2218 |
|
0.618 |
1.2191 |
|
0.500 |
1.2183 |
|
0.382 |
1.2175 |
|
LOW |
1.2148 |
|
0.618 |
1.2105 |
|
1.000 |
1.2078 |
|
1.618 |
1.2035 |
|
2.618 |
1.1965 |
|
4.250 |
1.1851 |
|
|
| Fisher Pivots for day following 27-Nov-2012 |
| Pivot |
1 day |
3 day |
| R1 |
1.2183 |
1.2163 |
| PP |
1.2179 |
1.2155 |
| S1 |
1.2176 |
1.2146 |
|