CME Japanese Yen Future March 2013
| Trading Metrics calculated at close of trading on 05-Nov-2012 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
02-Nov-2012 |
05-Nov-2012 |
Change |
Change % |
Previous Week |
| Open |
1.2470 |
1.2455 |
-0.0015 |
-0.1% |
1.2566 |
| High |
1.2480 |
1.2484 |
0.0004 |
0.0% |
1.2644 |
| Low |
1.2418 |
1.2455 |
0.0037 |
0.3% |
1.2418 |
| Close |
1.2453 |
1.2474 |
0.0021 |
0.2% |
1.2453 |
| Range |
0.0062 |
0.0029 |
-0.0033 |
-53.2% |
0.0226 |
| ATR |
0.0061 |
0.0059 |
-0.0002 |
-3.5% |
0.0000 |
| Volume |
57 |
58 |
1 |
1.8% |
336 |
|
| Daily Pivots for day following 05-Nov-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.2558 |
1.2545 |
1.2490 |
|
| R3 |
1.2529 |
1.2516 |
1.2482 |
|
| R2 |
1.2500 |
1.2500 |
1.2479 |
|
| R1 |
1.2487 |
1.2487 |
1.2477 |
1.2494 |
| PP |
1.2471 |
1.2471 |
1.2471 |
1.2474 |
| S1 |
1.2458 |
1.2458 |
1.2471 |
1.2465 |
| S2 |
1.2442 |
1.2442 |
1.2469 |
|
| S3 |
1.2413 |
1.2429 |
1.2466 |
|
| S4 |
1.2384 |
1.2400 |
1.2458 |
|
|
| Weekly Pivots for week ending 02-Nov-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.3183 |
1.3044 |
1.2577 |
|
| R3 |
1.2957 |
1.2818 |
1.2515 |
|
| R2 |
1.2731 |
1.2731 |
1.2494 |
|
| R1 |
1.2592 |
1.2592 |
1.2474 |
1.2549 |
| PP |
1.2505 |
1.2505 |
1.2505 |
1.2483 |
| S1 |
1.2366 |
1.2366 |
1.2432 |
1.2323 |
| S2 |
1.2279 |
1.2279 |
1.2412 |
|
| S3 |
1.2053 |
1.2140 |
1.2391 |
|
| S4 |
1.1827 |
1.1914 |
1.2329 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1.2644 |
1.2418 |
0.0226 |
1.8% |
0.0058 |
0.5% |
25% |
False |
False |
53 |
| 10 |
1.2644 |
1.2418 |
0.0226 |
1.8% |
0.0058 |
0.5% |
25% |
False |
False |
70 |
| 20 |
1.2830 |
1.2418 |
0.0412 |
3.3% |
0.0047 |
0.4% |
14% |
False |
False |
53 |
| 40 |
1.2950 |
1.2418 |
0.0532 |
4.3% |
0.0049 |
0.4% |
11% |
False |
False |
43 |
| 60 |
1.2950 |
1.2418 |
0.0532 |
4.3% |
0.0038 |
0.3% |
11% |
False |
False |
32 |
| 80 |
1.2950 |
1.2418 |
0.0532 |
4.3% |
0.0030 |
0.2% |
11% |
False |
False |
25 |
| 100 |
1.2950 |
1.2418 |
0.0532 |
4.3% |
0.0028 |
0.2% |
11% |
False |
False |
20 |
| 120 |
1.2950 |
1.2418 |
0.0532 |
4.3% |
0.0023 |
0.2% |
11% |
False |
False |
17 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.2607 |
|
2.618 |
1.2560 |
|
1.618 |
1.2531 |
|
1.000 |
1.2513 |
|
0.618 |
1.2502 |
|
HIGH |
1.2484 |
|
0.618 |
1.2473 |
|
0.500 |
1.2470 |
|
0.382 |
1.2466 |
|
LOW |
1.2455 |
|
0.618 |
1.2437 |
|
1.000 |
1.2426 |
|
1.618 |
1.2408 |
|
2.618 |
1.2379 |
|
4.250 |
1.2332 |
|
|
| Fisher Pivots for day following 05-Nov-2012 |
| Pivot |
1 day |
3 day |
| R1 |
1.2473 |
1.2479 |
| PP |
1.2471 |
1.2477 |
| S1 |
1.2470 |
1.2476 |
|