CME Japanese Yen Future March 2013
| Trading Metrics calculated at close of trading on 09-Nov-2012 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
08-Nov-2012 |
09-Nov-2012 |
Change |
Change % |
Previous Week |
| Open |
1.2520 |
1.2600 |
0.0080 |
0.6% |
1.2455 |
| High |
1.2624 |
1.2658 |
0.0034 |
0.3% |
1.2658 |
| Low |
1.2520 |
1.2580 |
0.0060 |
0.5% |
1.2452 |
| Close |
1.2613 |
1.2606 |
-0.0007 |
-0.1% |
1.2606 |
| Range |
0.0104 |
0.0078 |
-0.0026 |
-25.0% |
0.0206 |
| ATR |
0.0065 |
0.0066 |
0.0001 |
1.4% |
0.0000 |
| Volume |
55 |
328 |
273 |
496.4% |
490 |
|
| Daily Pivots for day following 09-Nov-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.2849 |
1.2805 |
1.2649 |
|
| R3 |
1.2771 |
1.2727 |
1.2627 |
|
| R2 |
1.2693 |
1.2693 |
1.2620 |
|
| R1 |
1.2649 |
1.2649 |
1.2613 |
1.2671 |
| PP |
1.2615 |
1.2615 |
1.2615 |
1.2626 |
| S1 |
1.2571 |
1.2571 |
1.2599 |
1.2593 |
| S2 |
1.2537 |
1.2537 |
1.2592 |
|
| S3 |
1.2459 |
1.2493 |
1.2585 |
|
| S4 |
1.2381 |
1.2415 |
1.2563 |
|
|
| Weekly Pivots for week ending 09-Nov-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.3190 |
1.3104 |
1.2719 |
|
| R3 |
1.2984 |
1.2898 |
1.2663 |
|
| R2 |
1.2778 |
1.2778 |
1.2644 |
|
| R1 |
1.2692 |
1.2692 |
1.2625 |
1.2735 |
| PP |
1.2572 |
1.2572 |
1.2572 |
1.2594 |
| S1 |
1.2486 |
1.2486 |
1.2587 |
1.2529 |
| S2 |
1.2366 |
1.2366 |
1.2568 |
|
| S3 |
1.2160 |
1.2280 |
1.2549 |
|
| S4 |
1.1954 |
1.2074 |
1.2493 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1.2658 |
1.2452 |
0.0206 |
1.6% |
0.0071 |
0.6% |
75% |
True |
False |
98 |
| 10 |
1.2658 |
1.2418 |
0.0240 |
1.9% |
0.0066 |
0.5% |
78% |
True |
False |
82 |
| 20 |
1.2729 |
1.2418 |
0.0311 |
2.5% |
0.0057 |
0.4% |
60% |
False |
False |
71 |
| 40 |
1.2934 |
1.2418 |
0.0516 |
4.1% |
0.0051 |
0.4% |
36% |
False |
False |
52 |
| 60 |
1.2950 |
1.2418 |
0.0532 |
4.2% |
0.0043 |
0.3% |
35% |
False |
False |
39 |
| 80 |
1.2950 |
1.2418 |
0.0532 |
4.2% |
0.0033 |
0.3% |
35% |
False |
False |
30 |
| 100 |
1.2950 |
1.2418 |
0.0532 |
4.2% |
0.0030 |
0.2% |
35% |
False |
False |
24 |
| 120 |
1.2950 |
1.2418 |
0.0532 |
4.2% |
0.0026 |
0.2% |
35% |
False |
False |
21 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.2990 |
|
2.618 |
1.2862 |
|
1.618 |
1.2784 |
|
1.000 |
1.2736 |
|
0.618 |
1.2706 |
|
HIGH |
1.2658 |
|
0.618 |
1.2628 |
|
0.500 |
1.2619 |
|
0.382 |
1.2610 |
|
LOW |
1.2580 |
|
0.618 |
1.2532 |
|
1.000 |
1.2502 |
|
1.618 |
1.2454 |
|
2.618 |
1.2376 |
|
4.250 |
1.2249 |
|
|
| Fisher Pivots for day following 09-Nov-2012 |
| Pivot |
1 day |
3 day |
| R1 |
1.2619 |
1.2591 |
| PP |
1.2615 |
1.2576 |
| S1 |
1.2610 |
1.2562 |
|