CME Japanese Yen Future June 2013
| Trading Metrics calculated at close of trading on 28-Nov-2012 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
27-Nov-2012 |
28-Nov-2012 |
Change |
Change % |
Previous Week |
| Open |
1.2182 |
1.2238 |
0.0056 |
0.5% |
1.2322 |
| High |
1.2197 |
1.2238 |
0.0041 |
0.3% |
1.2322 |
| Low |
1.2182 |
1.2234 |
0.0052 |
0.4% |
1.2149 |
| Close |
1.2197 |
1.2234 |
0.0037 |
0.3% |
1.2165 |
| Range |
0.0015 |
0.0004 |
-0.0011 |
-73.3% |
0.0173 |
| ATR |
0.0052 |
0.0051 |
-0.0001 |
-1.5% |
0.0000 |
| Volume |
2 |
1 |
-1 |
-50.0% |
171 |
|
| Daily Pivots for day following 28-Nov-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.2247 |
1.2245 |
1.2236 |
|
| R3 |
1.2243 |
1.2241 |
1.2235 |
|
| R2 |
1.2239 |
1.2239 |
1.2235 |
|
| R1 |
1.2237 |
1.2237 |
1.2234 |
1.2236 |
| PP |
1.2235 |
1.2235 |
1.2235 |
1.2235 |
| S1 |
1.2233 |
1.2233 |
1.2234 |
1.2232 |
| S2 |
1.2231 |
1.2231 |
1.2233 |
|
| S3 |
1.2227 |
1.2229 |
1.2233 |
|
| S4 |
1.2223 |
1.2225 |
1.2232 |
|
|
| 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 |
1.2250 |
1.2149 |
0.0101 |
0.8% |
0.0030 |
0.2% |
84% |
False |
False |
13 |
| 10 |
1.2607 |
1.2149 |
0.0458 |
3.7% |
0.0036 |
0.3% |
19% |
False |
False |
18 |
| 20 |
1.2636 |
1.2149 |
0.0487 |
4.0% |
0.0030 |
0.2% |
17% |
False |
False |
12 |
| 40 |
1.2827 |
1.2149 |
0.0678 |
5.5% |
0.0023 |
0.2% |
13% |
False |
False |
8 |
| 60 |
1.2953 |
1.2149 |
0.0804 |
6.6% |
0.0017 |
0.1% |
11% |
False |
False |
6 |
| 80 |
1.2953 |
1.2149 |
0.0804 |
6.6% |
0.0014 |
0.1% |
11% |
False |
False |
5 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.2255 |
|
2.618 |
1.2248 |
|
1.618 |
1.2244 |
|
1.000 |
1.2242 |
|
0.618 |
1.2240 |
|
HIGH |
1.2238 |
|
0.618 |
1.2236 |
|
0.500 |
1.2236 |
|
0.382 |
1.2236 |
|
LOW |
1.2234 |
|
0.618 |
1.2232 |
|
1.000 |
1.2230 |
|
1.618 |
1.2228 |
|
2.618 |
1.2224 |
|
4.250 |
1.2217 |
|
|
| Fisher Pivots for day following 28-Nov-2012 |
| Pivot |
1 day |
3 day |
| R1 |
1.2236 |
1.2226 |
| PP |
1.2235 |
1.2218 |
| S1 |
1.2235 |
1.2210 |
|