CME Japanese Yen Future September 2013
| Trading Metrics calculated at close of trading on 19-Nov-2012 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
16-Nov-2012 |
19-Nov-2012 |
Change |
Change % |
Previous Week |
| Open |
1.2357 |
1.2294 |
-0.0063 |
-0.5% |
1.2633 |
| High |
1.2357 |
1.2360 |
0.0003 |
0.0% |
1.2640 |
| Low |
1.2357 |
1.2294 |
-0.0063 |
-0.5% |
1.2325 |
| Close |
1.2357 |
1.2338 |
-0.0019 |
-0.2% |
1.2357 |
| Range |
0.0000 |
0.0066 |
0.0066 |
|
0.0315 |
| ATR |
0.0053 |
0.0054 |
0.0001 |
1.8% |
0.0000 |
| Volume |
2 |
4 |
2 |
100.0% |
28 |
|
| Daily Pivots for day following 19-Nov-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.2529 |
1.2499 |
1.2374 |
|
| R3 |
1.2463 |
1.2433 |
1.2356 |
|
| R2 |
1.2397 |
1.2397 |
1.2350 |
|
| R1 |
1.2367 |
1.2367 |
1.2344 |
1.2382 |
| PP |
1.2331 |
1.2331 |
1.2331 |
1.2338 |
| S1 |
1.2301 |
1.2301 |
1.2332 |
1.2316 |
| S2 |
1.2265 |
1.2265 |
1.2326 |
|
| S3 |
1.2199 |
1.2235 |
1.2320 |
|
| S4 |
1.2133 |
1.2169 |
1.2302 |
|
|
| Weekly Pivots for week ending 16-Nov-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.3386 |
1.3186 |
1.2530 |
|
| R3 |
1.3071 |
1.2871 |
1.2444 |
|
| R2 |
1.2756 |
1.2756 |
1.2415 |
|
| R1 |
1.2556 |
1.2556 |
1.2386 |
1.2499 |
| PP |
1.2441 |
1.2441 |
1.2441 |
1.2412 |
| S1 |
1.2241 |
1.2241 |
1.2328 |
1.2184 |
| S2 |
1.2126 |
1.2126 |
1.2299 |
|
| S3 |
1.1811 |
1.1926 |
1.2270 |
|
| S4 |
1.1496 |
1.1611 |
1.2184 |
|
|
|
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.2641 |
|
2.618 |
1.2533 |
|
1.618 |
1.2467 |
|
1.000 |
1.2426 |
|
0.618 |
1.2401 |
|
HIGH |
1.2360 |
|
0.618 |
1.2335 |
|
0.500 |
1.2327 |
|
0.382 |
1.2319 |
|
LOW |
1.2294 |
|
0.618 |
1.2253 |
|
1.000 |
1.2228 |
|
1.618 |
1.2187 |
|
2.618 |
1.2121 |
|
4.250 |
1.2014 |
|
|
| Fisher Pivots for day following 19-Nov-2012 |
| Pivot |
1 day |
3 day |
| R1 |
1.2334 |
1.2334 |
| PP |
1.2331 |
1.2331 |
| S1 |
1.2327 |
1.2327 |
|