CME Japanese Yen Future September 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 |
1.2512 |
1.2325 |
-0.0187 |
-1.5% |
1.2504 |
| High |
1.2518 |
1.2359 |
-0.0159 |
-1.3% |
1.2639 |
| Low |
1.2512 |
1.2325 |
-0.0187 |
-1.5% |
1.2482 |
| Close |
1.2518 |
1.2359 |
-0.0159 |
-1.3% |
1.2634 |
| Range |
0.0006 |
0.0034 |
0.0028 |
466.7% |
0.0157 |
| ATR |
0.0046 |
0.0057 |
0.0010 |
22.6% |
0.0000 |
| Volume |
8 |
2 |
-6 |
-75.0% |
40 |
|
| Daily Pivots for day following 15-Nov-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.2450 |
1.2438 |
1.2378 |
|
| R3 |
1.2416 |
1.2404 |
1.2368 |
|
| R2 |
1.2382 |
1.2382 |
1.2365 |
|
| R1 |
1.2370 |
1.2370 |
1.2362 |
1.2376 |
| PP |
1.2348 |
1.2348 |
1.2348 |
1.2351 |
| S1 |
1.2336 |
1.2336 |
1.2356 |
1.2342 |
| S2 |
1.2314 |
1.2314 |
1.2353 |
|
| S3 |
1.2280 |
1.2302 |
1.2350 |
|
| S4 |
1.2246 |
1.2268 |
1.2340 |
|
|
| Weekly Pivots for week ending 09-Nov-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.3056 |
1.3002 |
1.2720 |
|
| R3 |
1.2899 |
1.2845 |
1.2677 |
|
| R2 |
1.2742 |
1.2742 |
1.2663 |
|
| R1 |
1.2688 |
1.2688 |
1.2648 |
1.2715 |
| PP |
1.2585 |
1.2585 |
1.2585 |
1.2599 |
| S1 |
1.2531 |
1.2531 |
1.2620 |
1.2558 |
| S2 |
1.2428 |
1.2428 |
1.2605 |
|
| S3 |
1.2271 |
1.2374 |
1.2591 |
|
| S4 |
1.2114 |
1.2217 |
1.2548 |
|
|
|
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.2504 |
|
2.618 |
1.2448 |
|
1.618 |
1.2414 |
|
1.000 |
1.2393 |
|
0.618 |
1.2380 |
|
HIGH |
1.2359 |
|
0.618 |
1.2346 |
|
0.500 |
1.2342 |
|
0.382 |
1.2338 |
|
LOW |
1.2325 |
|
0.618 |
1.2304 |
|
1.000 |
1.2291 |
|
1.618 |
1.2270 |
|
2.618 |
1.2236 |
|
4.250 |
1.2181 |
|
|
| Fisher Pivots for day following 15-Nov-2012 |
| Pivot |
1 day |
3 day |
| R1 |
1.2353 |
1.2483 |
| PP |
1.2348 |
1.2441 |
| S1 |
1.2342 |
1.2400 |
|