CME Japanese Yen Future June 2013
| Trading Metrics calculated at close of trading on 13-Nov-2012 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
12-Nov-2012 |
13-Nov-2012 |
Change |
Change % |
Previous Week |
| Open |
1.2636 |
1.2636 |
0.0000 |
0.0% |
1.2467 |
| High |
1.2636 |
1.2636 |
0.0000 |
0.0% |
1.2625 |
| Low |
1.2617 |
1.2626 |
0.0009 |
0.1% |
1.2464 |
| Close |
1.2617 |
1.2626 |
0.0009 |
0.1% |
1.2619 |
| Range |
0.0019 |
0.0010 |
-0.0009 |
-47.4% |
0.0161 |
| ATR |
0.0044 |
0.0042 |
-0.0002 |
-4.1% |
0.0000 |
| Volume |
4 |
5 |
1 |
25.0% |
20 |
|
| Daily Pivots for day following 13-Nov-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.2659 |
1.2653 |
1.2632 |
|
| R3 |
1.2649 |
1.2643 |
1.2629 |
|
| R2 |
1.2639 |
1.2639 |
1.2628 |
|
| R1 |
1.2633 |
1.2633 |
1.2627 |
1.2631 |
| PP |
1.2629 |
1.2629 |
1.2629 |
1.2629 |
| S1 |
1.2623 |
1.2623 |
1.2625 |
1.2621 |
| S2 |
1.2619 |
1.2619 |
1.2624 |
|
| S3 |
1.2609 |
1.2613 |
1.2623 |
|
| S4 |
1.2599 |
1.2603 |
1.2621 |
|
|
| Weekly Pivots for week ending 09-Nov-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.3052 |
1.2997 |
1.2708 |
|
| R3 |
1.2891 |
1.2836 |
1.2663 |
|
| R2 |
1.2730 |
1.2730 |
1.2649 |
|
| R1 |
1.2675 |
1.2675 |
1.2634 |
1.2703 |
| PP |
1.2569 |
1.2569 |
1.2569 |
1.2583 |
| S1 |
1.2514 |
1.2514 |
1.2604 |
1.2542 |
| S2 |
1.2408 |
1.2408 |
1.2589 |
|
| S3 |
1.2247 |
1.2353 |
1.2575 |
|
| S4 |
1.2086 |
1.2192 |
1.2530 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1.2636 |
1.2487 |
0.0149 |
1.2% |
0.0035 |
0.3% |
93% |
True |
False |
4 |
| 10 |
1.2636 |
1.2450 |
0.0186 |
1.5% |
0.0024 |
0.2% |
95% |
True |
False |
7 |
| 20 |
1.2693 |
1.2450 |
0.0243 |
1.9% |
0.0023 |
0.2% |
72% |
False |
False |
6 |
| 40 |
1.2927 |
1.2450 |
0.0477 |
3.8% |
0.0015 |
0.1% |
37% |
False |
False |
4 |
| 60 |
1.2953 |
1.2450 |
0.0503 |
4.0% |
0.0013 |
0.1% |
35% |
False |
False |
3 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.2679 |
|
2.618 |
1.2662 |
|
1.618 |
1.2652 |
|
1.000 |
1.2646 |
|
0.618 |
1.2642 |
|
HIGH |
1.2636 |
|
0.618 |
1.2632 |
|
0.500 |
1.2631 |
|
0.382 |
1.2630 |
|
LOW |
1.2626 |
|
0.618 |
1.2620 |
|
1.000 |
1.2616 |
|
1.618 |
1.2610 |
|
2.618 |
1.2600 |
|
4.250 |
1.2584 |
|
|
| Fisher Pivots for day following 13-Nov-2012 |
| Pivot |
1 day |
3 day |
| R1 |
1.2631 |
1.2625 |
| PP |
1.2629 |
1.2625 |
| S1 |
1.2628 |
1.2624 |
|