CME Japanese Yen Future December 2012
| Trading Metrics calculated at close of trading on 05-Nov-2012 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
02-Nov-2012 |
05-Nov-2012 |
Change |
Change % |
Previous Week |
| Open |
1.2481 |
1.2426 |
-0.0055 |
-0.4% |
1.2560 |
| High |
1.2484 |
1.2481 |
-0.0003 |
0.0% |
1.2640 |
| Low |
1.2399 |
1.2416 |
0.0017 |
0.1% |
1.2399 |
| Close |
1.2441 |
1.2462 |
0.0021 |
0.2% |
1.2441 |
| Range |
0.0085 |
0.0065 |
-0.0020 |
-23.5% |
0.0241 |
| ATR |
0.0079 |
0.0078 |
-0.0001 |
-1.3% |
0.0000 |
| Volume |
106,710 |
63,828 |
-42,882 |
-40.2% |
398,228 |
|
| Daily Pivots for day following 05-Nov-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.2648 |
1.2620 |
1.2498 |
|
| R3 |
1.2583 |
1.2555 |
1.2480 |
|
| R2 |
1.2518 |
1.2518 |
1.2474 |
|
| R1 |
1.2490 |
1.2490 |
1.2468 |
1.2504 |
| PP |
1.2453 |
1.2453 |
1.2453 |
1.2460 |
| S1 |
1.2425 |
1.2425 |
1.2456 |
1.2439 |
| S2 |
1.2388 |
1.2388 |
1.2450 |
|
| S3 |
1.2323 |
1.2360 |
1.2444 |
|
| S4 |
1.2258 |
1.2295 |
1.2426 |
|
|
| Weekly Pivots for week ending 02-Nov-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.3216 |
1.3070 |
1.2574 |
|
| R3 |
1.2975 |
1.2829 |
1.2507 |
|
| R2 |
1.2734 |
1.2734 |
1.2485 |
|
| R1 |
1.2588 |
1.2588 |
1.2463 |
1.2541 |
| PP |
1.2493 |
1.2493 |
1.2493 |
1.2470 |
| S1 |
1.2347 |
1.2347 |
1.2419 |
1.2300 |
| S2 |
1.2252 |
1.2252 |
1.2397 |
|
| S3 |
1.2011 |
1.2106 |
1.2375 |
|
| S4 |
1.1770 |
1.1865 |
1.2308 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1.2640 |
1.2399 |
0.0241 |
1.9% |
0.0090 |
0.7% |
26% |
False |
False |
79,901 |
| 10 |
1.2640 |
1.2399 |
0.0241 |
1.9% |
0.0081 |
0.7% |
26% |
False |
False |
89,321 |
| 20 |
1.2836 |
1.2399 |
0.0437 |
3.5% |
0.0075 |
0.6% |
14% |
False |
False |
85,730 |
| 40 |
1.2977 |
1.2399 |
0.0578 |
4.6% |
0.0079 |
0.6% |
11% |
False |
False |
82,997 |
| 60 |
1.2977 |
1.2399 |
0.0578 |
4.6% |
0.0073 |
0.6% |
11% |
False |
False |
56,563 |
| 80 |
1.2977 |
1.2399 |
0.0578 |
4.6% |
0.0069 |
0.6% |
11% |
False |
False |
42,453 |
| 100 |
1.2977 |
1.2399 |
0.0578 |
4.6% |
0.0068 |
0.5% |
11% |
False |
False |
33,972 |
| 120 |
1.2977 |
1.2399 |
0.0578 |
4.6% |
0.0061 |
0.5% |
11% |
False |
False |
28,312 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.2757 |
|
2.618 |
1.2651 |
|
1.618 |
1.2586 |
|
1.000 |
1.2546 |
|
0.618 |
1.2521 |
|
HIGH |
1.2481 |
|
0.618 |
1.2456 |
|
0.500 |
1.2449 |
|
0.382 |
1.2441 |
|
LOW |
1.2416 |
|
0.618 |
1.2376 |
|
1.000 |
1.2351 |
|
1.618 |
1.2311 |
|
2.618 |
1.2246 |
|
4.250 |
1.2140 |
|
|
| Fisher Pivots for day following 05-Nov-2012 |
| Pivot |
1 day |
3 day |
| R1 |
1.2458 |
1.2470 |
| PP |
1.2453 |
1.2467 |
| S1 |
1.2449 |
1.2465 |
|