CME Japanese Yen Future December 2012
| Trading Metrics calculated at close of trading on 29-Nov-2012 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
28-Nov-2012 |
29-Nov-2012 |
Change |
Change % |
Previous Week |
| Open |
1.2180 |
1.2184 |
0.0004 |
0.0% |
1.2287 |
| High |
1.2243 |
1.2209 |
-0.0034 |
-0.3% |
1.2335 |
| Low |
1.2164 |
1.2163 |
-0.0001 |
0.0% |
1.2074 |
| Close |
1.2209 |
1.2178 |
-0.0031 |
-0.3% |
1.2141 |
| Range |
0.0079 |
0.0046 |
-0.0033 |
-41.8% |
0.0261 |
| ATR |
0.0092 |
0.0089 |
-0.0003 |
-3.6% |
0.0000 |
| Volume |
108,521 |
96,968 |
-11,553 |
-10.6% |
451,742 |
|
| Daily Pivots for day following 29-Nov-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.2321 |
1.2296 |
1.2203 |
|
| R3 |
1.2275 |
1.2250 |
1.2191 |
|
| R2 |
1.2229 |
1.2229 |
1.2186 |
|
| R1 |
1.2204 |
1.2204 |
1.2182 |
1.2194 |
| PP |
1.2183 |
1.2183 |
1.2183 |
1.2178 |
| S1 |
1.2158 |
1.2158 |
1.2174 |
1.2148 |
| S2 |
1.2137 |
1.2137 |
1.2170 |
|
| S3 |
1.2091 |
1.2112 |
1.2165 |
|
| S4 |
1.2045 |
1.2066 |
1.2153 |
|
|
| 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 |
1.2243 |
1.2074 |
0.0169 |
1.4% |
0.0082 |
0.7% |
62% |
False |
False |
104,847 |
| 10 |
1.2483 |
1.2074 |
0.0409 |
3.4% |
0.0100 |
0.8% |
25% |
False |
False |
109,929 |
| 20 |
1.2650 |
1.2074 |
0.0576 |
4.7% |
0.0092 |
0.8% |
18% |
False |
False |
101,684 |
| 40 |
1.2836 |
1.2074 |
0.0762 |
6.3% |
0.0085 |
0.7% |
14% |
False |
False |
93,402 |
| 60 |
1.2977 |
1.2074 |
0.0903 |
7.4% |
0.0084 |
0.7% |
12% |
False |
False |
86,032 |
| 80 |
1.2977 |
1.2074 |
0.0903 |
7.4% |
0.0077 |
0.6% |
12% |
False |
False |
64,767 |
| 100 |
1.2977 |
1.2074 |
0.0903 |
7.4% |
0.0074 |
0.6% |
12% |
False |
False |
51,835 |
| 120 |
1.2977 |
1.2074 |
0.0903 |
7.4% |
0.0071 |
0.6% |
12% |
False |
False |
43,203 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.2405 |
|
2.618 |
1.2329 |
|
1.618 |
1.2283 |
|
1.000 |
1.2255 |
|
0.618 |
1.2237 |
|
HIGH |
1.2209 |
|
0.618 |
1.2191 |
|
0.500 |
1.2186 |
|
0.382 |
1.2181 |
|
LOW |
1.2163 |
|
0.618 |
1.2135 |
|
1.000 |
1.2117 |
|
1.618 |
1.2089 |
|
2.618 |
1.2043 |
|
4.250 |
1.1968 |
|
|
| Fisher Pivots for day following 29-Nov-2012 |
| Pivot |
1 day |
3 day |
| R1 |
1.2186 |
1.2196 |
| PP |
1.2183 |
1.2190 |
| S1 |
1.2181 |
1.2184 |
|