CME Japanese Yen Future December 2012
| Trading Metrics calculated at close of trading on 09-Nov-2012 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
08-Nov-2012 |
09-Nov-2012 |
Change |
Change % |
Previous Week |
| Open |
1.2508 |
1.2586 |
0.0078 |
0.6% |
1.2426 |
| High |
1.2611 |
1.2650 |
0.0039 |
0.3% |
1.2650 |
| Low |
1.2503 |
1.2565 |
0.0062 |
0.5% |
1.2416 |
| Close |
1.2601 |
1.2593 |
-0.0008 |
-0.1% |
1.2593 |
| Range |
0.0108 |
0.0085 |
-0.0023 |
-21.3% |
0.0234 |
| ATR |
0.0082 |
0.0082 |
0.0000 |
0.3% |
0.0000 |
| Volume |
108,065 |
114,109 |
6,044 |
5.6% |
504,790 |
|
| Daily Pivots for day following 09-Nov-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.2858 |
1.2810 |
1.2640 |
|
| R3 |
1.2773 |
1.2725 |
1.2616 |
|
| R2 |
1.2688 |
1.2688 |
1.2609 |
|
| R1 |
1.2640 |
1.2640 |
1.2601 |
1.2664 |
| PP |
1.2603 |
1.2603 |
1.2603 |
1.2615 |
| S1 |
1.2555 |
1.2555 |
1.2585 |
1.2579 |
| S2 |
1.2518 |
1.2518 |
1.2577 |
|
| S3 |
1.2433 |
1.2470 |
1.2570 |
|
| S4 |
1.2348 |
1.2385 |
1.2546 |
|
|
| Weekly Pivots for week ending 09-Nov-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.3255 |
1.3158 |
1.2722 |
|
| R3 |
1.3021 |
1.2924 |
1.2657 |
|
| R2 |
1.2787 |
1.2787 |
1.2636 |
|
| R1 |
1.2690 |
1.2690 |
1.2614 |
1.2739 |
| PP |
1.2553 |
1.2553 |
1.2553 |
1.2577 |
| S1 |
1.2456 |
1.2456 |
1.2572 |
1.2505 |
| S2 |
1.2319 |
1.2319 |
1.2550 |
|
| S3 |
1.2085 |
1.2222 |
1.2529 |
|
| S4 |
1.1851 |
1.1988 |
1.2464 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1.2650 |
1.2416 |
0.0234 |
1.9% |
0.0087 |
0.7% |
76% |
True |
False |
100,958 |
| 10 |
1.2650 |
1.2399 |
0.0251 |
2.0% |
0.0087 |
0.7% |
77% |
True |
False |
90,301 |
| 20 |
1.2774 |
1.2399 |
0.0375 |
3.0% |
0.0082 |
0.6% |
52% |
False |
False |
94,422 |
| 40 |
1.2922 |
1.2399 |
0.0523 |
4.2% |
0.0077 |
0.6% |
37% |
False |
False |
85,597 |
| 60 |
1.2977 |
1.2399 |
0.0578 |
4.6% |
0.0075 |
0.6% |
34% |
False |
False |
63,895 |
| 80 |
1.2977 |
1.2399 |
0.0578 |
4.6% |
0.0071 |
0.6% |
34% |
False |
False |
47,962 |
| 100 |
1.2977 |
1.2399 |
0.0578 |
4.6% |
0.0069 |
0.5% |
34% |
False |
False |
38,379 |
| 120 |
1.2977 |
1.2399 |
0.0578 |
4.6% |
0.0063 |
0.5% |
34% |
False |
False |
31,986 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.3011 |
|
2.618 |
1.2873 |
|
1.618 |
1.2788 |
|
1.000 |
1.2735 |
|
0.618 |
1.2703 |
|
HIGH |
1.2650 |
|
0.618 |
1.2618 |
|
0.500 |
1.2608 |
|
0.382 |
1.2597 |
|
LOW |
1.2565 |
|
0.618 |
1.2512 |
|
1.000 |
1.2480 |
|
1.618 |
1.2427 |
|
2.618 |
1.2342 |
|
4.250 |
1.2204 |
|
|
| Fisher Pivots for day following 09-Nov-2012 |
| Pivot |
1 day |
3 day |
| R1 |
1.2608 |
1.2577 |
| PP |
1.2603 |
1.2561 |
| S1 |
1.2598 |
1.2545 |
|