CME Japanese Yen Future March 2013
| Trading Metrics calculated at close of trading on 15-Nov-2012 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
14-Nov-2012 |
15-Nov-2012 |
Change |
Change % |
Previous Week |
| Open |
1.2594 |
1.2478 |
-0.0116 |
-0.9% |
1.2455 |
| High |
1.2601 |
1.2490 |
-0.0111 |
-0.9% |
1.2658 |
| Low |
1.2468 |
1.2293 |
-0.0175 |
-1.4% |
1.2452 |
| Close |
1.2490 |
1.2331 |
-0.0159 |
-1.3% |
1.2606 |
| Range |
0.0133 |
0.0197 |
0.0064 |
48.1% |
0.0206 |
| ATR |
0.0068 |
0.0077 |
0.0009 |
13.5% |
0.0000 |
| Volume |
133 |
584 |
451 |
339.1% |
490 |
|
| Daily Pivots for day following 15-Nov-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.2962 |
1.2844 |
1.2439 |
|
| R3 |
1.2765 |
1.2647 |
1.2385 |
|
| R2 |
1.2568 |
1.2568 |
1.2367 |
|
| R1 |
1.2450 |
1.2450 |
1.2349 |
1.2411 |
| PP |
1.2371 |
1.2371 |
1.2371 |
1.2352 |
| S1 |
1.2253 |
1.2253 |
1.2313 |
1.2214 |
| S2 |
1.2174 |
1.2174 |
1.2295 |
|
| S3 |
1.1977 |
1.2056 |
1.2277 |
|
| S4 |
1.1780 |
1.1859 |
1.2223 |
|
|
| 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 |
1.2293 |
0.0365 |
3.0% |
0.0098 |
0.8% |
10% |
False |
True |
259 |
| 10 |
1.2658 |
1.2293 |
0.0365 |
3.0% |
0.0083 |
0.7% |
10% |
False |
True |
151 |
| 20 |
1.2658 |
1.2293 |
0.0365 |
3.0% |
0.0069 |
0.6% |
10% |
False |
True |
111 |
| 40 |
1.2934 |
1.2293 |
0.0641 |
5.2% |
0.0054 |
0.4% |
6% |
False |
True |
71 |
| 60 |
1.2950 |
1.2293 |
0.0657 |
5.3% |
0.0047 |
0.4% |
6% |
False |
True |
55 |
| 80 |
1.2950 |
1.2293 |
0.0657 |
5.3% |
0.0038 |
0.3% |
6% |
False |
True |
42 |
| 100 |
1.2950 |
1.2293 |
0.0657 |
5.3% |
0.0033 |
0.3% |
6% |
False |
True |
34 |
| 120 |
1.2950 |
1.2293 |
0.0657 |
5.3% |
0.0029 |
0.2% |
6% |
False |
True |
29 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.3327 |
|
2.618 |
1.3006 |
|
1.618 |
1.2809 |
|
1.000 |
1.2687 |
|
0.618 |
1.2612 |
|
HIGH |
1.2490 |
|
0.618 |
1.2415 |
|
0.500 |
1.2392 |
|
0.382 |
1.2368 |
|
LOW |
1.2293 |
|
0.618 |
1.2171 |
|
1.000 |
1.2096 |
|
1.618 |
1.1974 |
|
2.618 |
1.1777 |
|
4.250 |
1.1456 |
|
|
| Fisher Pivots for day following 15-Nov-2012 |
| Pivot |
1 day |
3 day |
| R1 |
1.2392 |
1.2462 |
| PP |
1.2371 |
1.2418 |
| S1 |
1.2351 |
1.2375 |
|