CME Japanese Yen Future March 2013
| Trading Metrics calculated at close of trading on 08-Nov-2012 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
07-Nov-2012 |
08-Nov-2012 |
Change |
Change % |
Previous Week |
| Open |
1.2465 |
1.2520 |
0.0055 |
0.4% |
1.2566 |
| High |
1.2550 |
1.2624 |
0.0074 |
0.6% |
1.2644 |
| Low |
1.2465 |
1.2520 |
0.0055 |
0.4% |
1.2418 |
| Close |
1.2531 |
1.2613 |
0.0082 |
0.7% |
1.2453 |
| Range |
0.0085 |
0.0104 |
0.0019 |
22.4% |
0.0226 |
| ATR |
0.0062 |
0.0065 |
0.0003 |
4.8% |
0.0000 |
| Volume |
17 |
55 |
38 |
223.5% |
336 |
|
| Daily Pivots for day following 08-Nov-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.2898 |
1.2859 |
1.2670 |
|
| R3 |
1.2794 |
1.2755 |
1.2642 |
|
| R2 |
1.2690 |
1.2690 |
1.2632 |
|
| R1 |
1.2651 |
1.2651 |
1.2623 |
1.2671 |
| PP |
1.2586 |
1.2586 |
1.2586 |
1.2595 |
| S1 |
1.2547 |
1.2547 |
1.2603 |
1.2567 |
| S2 |
1.2482 |
1.2482 |
1.2594 |
|
| S3 |
1.2378 |
1.2443 |
1.2584 |
|
| S4 |
1.2274 |
1.2339 |
1.2556 |
|
|
| 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 |
1.2624 |
1.2418 |
0.0206 |
1.6% |
0.0068 |
0.5% |
95% |
True |
False |
43 |
| 10 |
1.2644 |
1.2418 |
0.0226 |
1.8% |
0.0071 |
0.6% |
86% |
False |
False |
58 |
| 20 |
1.2777 |
1.2418 |
0.0359 |
2.8% |
0.0053 |
0.4% |
54% |
False |
False |
55 |
| 40 |
1.2934 |
1.2418 |
0.0516 |
4.1% |
0.0052 |
0.4% |
38% |
False |
False |
44 |
| 60 |
1.2950 |
1.2418 |
0.0532 |
4.2% |
0.0042 |
0.3% |
37% |
False |
False |
33 |
| 80 |
1.2950 |
1.2418 |
0.0532 |
4.2% |
0.0033 |
0.3% |
37% |
False |
False |
26 |
| 100 |
1.2950 |
1.2418 |
0.0532 |
4.2% |
0.0030 |
0.2% |
37% |
False |
False |
21 |
| 120 |
1.2950 |
1.2418 |
0.0532 |
4.2% |
0.0025 |
0.2% |
37% |
False |
False |
18 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.3066 |
|
2.618 |
1.2896 |
|
1.618 |
1.2792 |
|
1.000 |
1.2728 |
|
0.618 |
1.2688 |
|
HIGH |
1.2624 |
|
0.618 |
1.2584 |
|
0.500 |
1.2572 |
|
0.382 |
1.2560 |
|
LOW |
1.2520 |
|
0.618 |
1.2456 |
|
1.000 |
1.2416 |
|
1.618 |
1.2352 |
|
2.618 |
1.2248 |
|
4.250 |
1.2078 |
|
|
| Fisher Pivots for day following 08-Nov-2012 |
| Pivot |
1 day |
3 day |
| R1 |
1.2599 |
1.2588 |
| PP |
1.2586 |
1.2563 |
| S1 |
1.2572 |
1.2538 |
|