CME Japanese Yen Future March 2013
| Trading Metrics calculated at close of trading on 27-Nov-2012 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
26-Nov-2012 |
27-Nov-2012 |
Change |
Change % |
Previous Week |
| Open |
1.2154 |
1.2197 |
0.0043 |
0.4% |
1.2302 |
| High |
1.2220 |
1.2231 |
0.0011 |
0.1% |
1.2345 |
| Low |
1.2119 |
1.2162 |
0.0043 |
0.4% |
1.2088 |
| Close |
1.2185 |
1.2184 |
-0.0001 |
0.0% |
1.2154 |
| Range |
0.0101 |
0.0069 |
-0.0032 |
-31.7% |
0.0257 |
| ATR |
0.0085 |
0.0084 |
-0.0001 |
-1.3% |
0.0000 |
| Volume |
1,844 |
988 |
-856 |
-46.4% |
2,416 |
|
| Daily Pivots for day following 27-Nov-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.2399 |
1.2361 |
1.2222 |
|
| R3 |
1.2330 |
1.2292 |
1.2203 |
|
| R2 |
1.2261 |
1.2261 |
1.2197 |
|
| R1 |
1.2223 |
1.2223 |
1.2190 |
1.2208 |
| PP |
1.2192 |
1.2192 |
1.2192 |
1.2185 |
| S1 |
1.2154 |
1.2154 |
1.2178 |
1.2139 |
| S2 |
1.2123 |
1.2123 |
1.2171 |
|
| S3 |
1.2054 |
1.2085 |
1.2165 |
|
| S4 |
1.1985 |
1.2016 |
1.2146 |
|
|
| Weekly Pivots for week ending 23-Nov-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.2967 |
1.2817 |
1.2295 |
|
| R3 |
1.2710 |
1.2560 |
1.2225 |
|
| R2 |
1.2453 |
1.2453 |
1.2201 |
|
| R1 |
1.2303 |
1.2303 |
1.2178 |
1.2250 |
| PP |
1.2196 |
1.2196 |
1.2196 |
1.2169 |
| S1 |
1.2046 |
1.2046 |
1.2130 |
1.1993 |
| S2 |
1.1939 |
1.1939 |
1.2107 |
|
| S3 |
1.1682 |
1.1789 |
1.2083 |
|
| S4 |
1.1425 |
1.1532 |
1.2013 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1.2338 |
1.2088 |
0.0250 |
2.1% |
0.0100 |
0.8% |
38% |
False |
False |
935 |
| 10 |
1.2630 |
1.2088 |
0.0542 |
4.4% |
0.0103 |
0.8% |
18% |
False |
False |
639 |
| 20 |
1.2658 |
1.2088 |
0.0570 |
4.7% |
0.0084 |
0.7% |
17% |
False |
False |
362 |
| 40 |
1.2840 |
1.2088 |
0.0752 |
6.2% |
0.0064 |
0.5% |
13% |
False |
False |
204 |
| 60 |
1.2950 |
1.2088 |
0.0862 |
7.1% |
0.0058 |
0.5% |
11% |
False |
False |
146 |
| 80 |
1.2950 |
1.2088 |
0.0862 |
7.1% |
0.0046 |
0.4% |
11% |
False |
False |
111 |
| 100 |
1.2950 |
1.2088 |
0.0862 |
7.1% |
0.0038 |
0.3% |
11% |
False |
False |
90 |
| 120 |
1.2950 |
1.2088 |
0.0862 |
7.1% |
0.0035 |
0.3% |
11% |
False |
False |
75 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.2524 |
|
2.618 |
1.2412 |
|
1.618 |
1.2343 |
|
1.000 |
1.2300 |
|
0.618 |
1.2274 |
|
HIGH |
1.2231 |
|
0.618 |
1.2205 |
|
0.500 |
1.2197 |
|
0.382 |
1.2188 |
|
LOW |
1.2162 |
|
0.618 |
1.2119 |
|
1.000 |
1.2093 |
|
1.618 |
1.2050 |
|
2.618 |
1.1981 |
|
4.250 |
1.1869 |
|
|
| Fisher Pivots for day following 27-Nov-2012 |
| Pivot |
1 day |
3 day |
| R1 |
1.2197 |
1.2176 |
| PP |
1.2192 |
1.2168 |
| S1 |
1.2188 |
1.2160 |
|