CME Japanese Yen Future December 2012
| Trading Metrics calculated at close of trading on 07-Nov-2012 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
06-Nov-2012 |
07-Nov-2012 |
Change |
Change % |
Previous Week |
| Open |
1.2465 |
1.2442 |
-0.0023 |
-0.2% |
1.2560 |
| High |
1.2510 |
1.2542 |
0.0032 |
0.3% |
1.2640 |
| Low |
1.2434 |
1.2440 |
0.0006 |
0.0% |
1.2399 |
| Close |
1.2440 |
1.2519 |
0.0079 |
0.6% |
1.2441 |
| Range |
0.0076 |
0.0102 |
0.0026 |
34.2% |
0.0241 |
| ATR |
0.0078 |
0.0080 |
0.0002 |
2.2% |
0.0000 |
| Volume |
68,555 |
150,233 |
81,678 |
119.1% |
398,228 |
|
| Daily Pivots for day following 07-Nov-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.2806 |
1.2765 |
1.2575 |
|
| R3 |
1.2704 |
1.2663 |
1.2547 |
|
| R2 |
1.2602 |
1.2602 |
1.2538 |
|
| R1 |
1.2561 |
1.2561 |
1.2528 |
1.2582 |
| PP |
1.2500 |
1.2500 |
1.2500 |
1.2511 |
| S1 |
1.2459 |
1.2459 |
1.2510 |
1.2480 |
| S2 |
1.2398 |
1.2398 |
1.2500 |
|
| S3 |
1.2296 |
1.2357 |
1.2491 |
|
| S4 |
1.2194 |
1.2255 |
1.2463 |
|
|
| 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 |
1.2542 |
1.2399 |
0.0143 |
1.1% |
0.0079 |
0.6% |
84% |
True |
False |
93,058 |
| 10 |
1.2640 |
1.2399 |
0.0241 |
1.9% |
0.0091 |
0.7% |
50% |
False |
False |
92,416 |
| 20 |
1.2836 |
1.2399 |
0.0437 |
3.5% |
0.0079 |
0.6% |
27% |
False |
False |
90,776 |
| 40 |
1.2977 |
1.2399 |
0.0578 |
4.6% |
0.0080 |
0.6% |
21% |
False |
False |
85,900 |
| 60 |
1.2977 |
1.2399 |
0.0578 |
4.6% |
0.0074 |
0.6% |
21% |
False |
False |
60,204 |
| 80 |
1.2977 |
1.2399 |
0.0578 |
4.6% |
0.0070 |
0.6% |
21% |
False |
False |
45,186 |
| 100 |
1.2977 |
1.2399 |
0.0578 |
4.6% |
0.0068 |
0.5% |
21% |
False |
False |
36,158 |
| 120 |
1.2977 |
1.2399 |
0.0578 |
4.6% |
0.0062 |
0.5% |
21% |
False |
False |
30,135 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.2976 |
|
2.618 |
1.2809 |
|
1.618 |
1.2707 |
|
1.000 |
1.2644 |
|
0.618 |
1.2605 |
|
HIGH |
1.2542 |
|
0.618 |
1.2503 |
|
0.500 |
1.2491 |
|
0.382 |
1.2479 |
|
LOW |
1.2440 |
|
0.618 |
1.2377 |
|
1.000 |
1.2338 |
|
1.618 |
1.2275 |
|
2.618 |
1.2173 |
|
4.250 |
1.2007 |
|
|
| Fisher Pivots for day following 07-Nov-2012 |
| Pivot |
1 day |
3 day |
| R1 |
1.2510 |
1.2506 |
| PP |
1.2500 |
1.2492 |
| S1 |
1.2491 |
1.2479 |
|