CME Japanese Yen Future December 2012
| Trading Metrics calculated at close of trading on 06-Nov-2012 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
05-Nov-2012 |
06-Nov-2012 |
Change |
Change % |
Previous Week |
| Open |
1.2426 |
1.2465 |
0.0039 |
0.3% |
1.2560 |
| High |
1.2481 |
1.2510 |
0.0029 |
0.2% |
1.2640 |
| Low |
1.2416 |
1.2434 |
0.0018 |
0.1% |
1.2399 |
| Close |
1.2462 |
1.2440 |
-0.0022 |
-0.2% |
1.2441 |
| Range |
0.0065 |
0.0076 |
0.0011 |
16.9% |
0.0241 |
| ATR |
0.0078 |
0.0078 |
0.0000 |
-0.2% |
0.0000 |
| Volume |
63,828 |
68,555 |
4,727 |
7.4% |
398,228 |
|
| Daily Pivots for day following 06-Nov-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.2689 |
1.2641 |
1.2482 |
|
| R3 |
1.2613 |
1.2565 |
1.2461 |
|
| R2 |
1.2537 |
1.2537 |
1.2454 |
|
| R1 |
1.2489 |
1.2489 |
1.2447 |
1.2475 |
| PP |
1.2461 |
1.2461 |
1.2461 |
1.2455 |
| S1 |
1.2413 |
1.2413 |
1.2433 |
1.2399 |
| S2 |
1.2385 |
1.2385 |
1.2426 |
|
| S3 |
1.2309 |
1.2337 |
1.2419 |
|
| S4 |
1.2233 |
1.2261 |
1.2398 |
|
|
| 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 |
1.2581 |
1.2399 |
0.0182 |
1.5% |
0.0073 |
0.6% |
23% |
False |
False |
80,446 |
| 10 |
1.2640 |
1.2399 |
0.0241 |
1.9% |
0.0084 |
0.7% |
17% |
False |
False |
85,372 |
| 20 |
1.2836 |
1.2399 |
0.0437 |
3.5% |
0.0076 |
0.6% |
9% |
False |
False |
85,974 |
| 40 |
1.2977 |
1.2399 |
0.0578 |
4.6% |
0.0078 |
0.6% |
7% |
False |
False |
83,392 |
| 60 |
1.2977 |
1.2399 |
0.0578 |
4.6% |
0.0074 |
0.6% |
7% |
False |
False |
57,701 |
| 80 |
1.2977 |
1.2399 |
0.0578 |
4.6% |
0.0069 |
0.6% |
7% |
False |
False |
43,309 |
| 100 |
1.2977 |
1.2399 |
0.0578 |
4.6% |
0.0068 |
0.5% |
7% |
False |
False |
34,656 |
| 120 |
1.2977 |
1.2399 |
0.0578 |
4.6% |
0.0061 |
0.5% |
7% |
False |
False |
28,883 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.2833 |
|
2.618 |
1.2709 |
|
1.618 |
1.2633 |
|
1.000 |
1.2586 |
|
0.618 |
1.2557 |
|
HIGH |
1.2510 |
|
0.618 |
1.2481 |
|
0.500 |
1.2472 |
|
0.382 |
1.2463 |
|
LOW |
1.2434 |
|
0.618 |
1.2387 |
|
1.000 |
1.2358 |
|
1.618 |
1.2311 |
|
2.618 |
1.2235 |
|
4.250 |
1.2111 |
|
|
| Fisher Pivots for day following 06-Nov-2012 |
| Pivot |
1 day |
3 day |
| R1 |
1.2472 |
1.2455 |
| PP |
1.2461 |
1.2450 |
| S1 |
1.2451 |
1.2445 |
|