CME Japanese Yen Future December 2012
| Trading Metrics calculated at close of trading on 12-Nov-2012 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
09-Nov-2012 |
12-Nov-2012 |
Change |
Change % |
Previous Week |
| Open |
1.2586 |
1.2590 |
0.0004 |
0.0% |
1.2426 |
| High |
1.2650 |
1.2606 |
-0.0044 |
-0.3% |
1.2650 |
| Low |
1.2565 |
1.2573 |
0.0008 |
0.1% |
1.2416 |
| Close |
1.2593 |
1.2591 |
-0.0002 |
0.0% |
1.2593 |
| Range |
0.0085 |
0.0033 |
-0.0052 |
-61.2% |
0.0234 |
| ATR |
0.0082 |
0.0078 |
-0.0003 |
-4.3% |
0.0000 |
| Volume |
114,109 |
44,200 |
-69,909 |
-61.3% |
504,790 |
|
| Daily Pivots for day following 12-Nov-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.2689 |
1.2673 |
1.2609 |
|
| R3 |
1.2656 |
1.2640 |
1.2600 |
|
| R2 |
1.2623 |
1.2623 |
1.2597 |
|
| R1 |
1.2607 |
1.2607 |
1.2594 |
1.2615 |
| PP |
1.2590 |
1.2590 |
1.2590 |
1.2594 |
| S1 |
1.2574 |
1.2574 |
1.2588 |
1.2582 |
| S2 |
1.2557 |
1.2557 |
1.2585 |
|
| S3 |
1.2524 |
1.2541 |
1.2582 |
|
| S4 |
1.2491 |
1.2508 |
1.2573 |
|
|
| 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 |
1.2434 |
0.0216 |
1.7% |
0.0081 |
0.6% |
73% |
False |
False |
97,032 |
| 10 |
1.2650 |
1.2399 |
0.0251 |
2.0% |
0.0085 |
0.7% |
76% |
False |
False |
88,466 |
| 20 |
1.2727 |
1.2399 |
0.0328 |
2.6% |
0.0079 |
0.6% |
59% |
False |
False |
92,543 |
| 40 |
1.2922 |
1.2399 |
0.0523 |
4.2% |
0.0075 |
0.6% |
37% |
False |
False |
84,008 |
| 60 |
1.2977 |
1.2399 |
0.0578 |
4.6% |
0.0075 |
0.6% |
33% |
False |
False |
64,627 |
| 80 |
1.2977 |
1.2399 |
0.0578 |
4.6% |
0.0071 |
0.6% |
33% |
False |
False |
48,514 |
| 100 |
1.2977 |
1.2399 |
0.0578 |
4.6% |
0.0069 |
0.5% |
33% |
False |
False |
38,821 |
| 120 |
1.2977 |
1.2399 |
0.0578 |
4.6% |
0.0063 |
0.5% |
33% |
False |
False |
32,354 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.2746 |
|
2.618 |
1.2692 |
|
1.618 |
1.2659 |
|
1.000 |
1.2639 |
|
0.618 |
1.2626 |
|
HIGH |
1.2606 |
|
0.618 |
1.2593 |
|
0.500 |
1.2590 |
|
0.382 |
1.2586 |
|
LOW |
1.2573 |
|
0.618 |
1.2553 |
|
1.000 |
1.2540 |
|
1.618 |
1.2520 |
|
2.618 |
1.2487 |
|
4.250 |
1.2433 |
|
|
| Fisher Pivots for day following 12-Nov-2012 |
| Pivot |
1 day |
3 day |
| R1 |
1.2591 |
1.2586 |
| PP |
1.2590 |
1.2581 |
| S1 |
1.2590 |
1.2577 |
|