CME Japanese Yen Future June 2013
| Trading Metrics calculated at close of trading on 23-Nov-2012 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
21-Nov-2012 |
23-Nov-2012 |
Change |
Change % |
Previous Week |
| Open |
1.2250 |
1.2174 |
-0.0076 |
-0.6% |
1.2322 |
| High |
1.2250 |
1.2174 |
-0.0076 |
-0.6% |
1.2322 |
| Low |
1.2149 |
1.2165 |
0.0016 |
0.1% |
1.2149 |
| Close |
1.2149 |
1.2165 |
0.0016 |
0.1% |
1.2165 |
| Range |
0.0101 |
0.0009 |
-0.0092 |
-91.1% |
0.0173 |
| ATR |
0.0058 |
0.0056 |
-0.0002 |
-4.1% |
0.0000 |
| Volume |
55 |
6 |
-49 |
-89.1% |
171 |
|
| Daily Pivots for day following 23-Nov-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.2195 |
1.2189 |
1.2170 |
|
| R3 |
1.2186 |
1.2180 |
1.2167 |
|
| R2 |
1.2177 |
1.2177 |
1.2167 |
|
| R1 |
1.2171 |
1.2171 |
1.2166 |
1.2170 |
| PP |
1.2168 |
1.2168 |
1.2168 |
1.2167 |
| S1 |
1.2162 |
1.2162 |
1.2164 |
1.2161 |
| S2 |
1.2159 |
1.2159 |
1.2163 |
|
| S3 |
1.2150 |
1.2153 |
1.2163 |
|
| S4 |
1.2141 |
1.2144 |
1.2160 |
|
|
| Weekly Pivots for week ending 23-Nov-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.2731 |
1.2621 |
1.2260 |
|
| R3 |
1.2558 |
1.2448 |
1.2213 |
|
| R2 |
1.2385 |
1.2385 |
1.2197 |
|
| R1 |
1.2275 |
1.2275 |
1.2181 |
1.2244 |
| PP |
1.2212 |
1.2212 |
1.2212 |
1.2196 |
| S1 |
1.2102 |
1.2102 |
1.2149 |
1.2071 |
| S2 |
1.2039 |
1.2039 |
1.2133 |
|
| S3 |
1.1866 |
1.1929 |
1.2117 |
|
| S4 |
1.1693 |
1.1756 |
1.2070 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1.2380 |
1.2149 |
0.0231 |
1.9% |
0.0032 |
0.3% |
7% |
False |
False |
34 |
| 10 |
1.2636 |
1.2149 |
0.0487 |
4.0% |
0.0036 |
0.3% |
3% |
False |
False |
19 |
| 20 |
1.2650 |
1.2149 |
0.0501 |
4.1% |
0.0038 |
0.3% |
3% |
False |
False |
13 |
| 40 |
1.2863 |
1.2149 |
0.0714 |
5.9% |
0.0022 |
0.2% |
2% |
False |
False |
8 |
| 60 |
1.2953 |
1.2149 |
0.0804 |
6.6% |
0.0017 |
0.1% |
2% |
False |
False |
6 |
| 80 |
1.2953 |
1.2149 |
0.0804 |
6.6% |
0.0014 |
0.1% |
2% |
False |
False |
5 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.2212 |
|
2.618 |
1.2198 |
|
1.618 |
1.2189 |
|
1.000 |
1.2183 |
|
0.618 |
1.2180 |
|
HIGH |
1.2174 |
|
0.618 |
1.2171 |
|
0.500 |
1.2170 |
|
0.382 |
1.2168 |
|
LOW |
1.2165 |
|
0.618 |
1.2159 |
|
1.000 |
1.2156 |
|
1.618 |
1.2150 |
|
2.618 |
1.2141 |
|
4.250 |
1.2127 |
|
|
| Fisher Pivots for day following 23-Nov-2012 |
| Pivot |
1 day |
3 day |
| R1 |
1.2170 |
1.2209 |
| PP |
1.2168 |
1.2194 |
| S1 |
1.2167 |
1.2180 |
|