CME Japanese Yen Future December 2012
| Trading Metrics calculated at close of trading on 14-Nov-2012 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
13-Nov-2012 |
14-Nov-2012 |
Change |
Change % |
Previous Week |
| Open |
1.2573 |
1.2594 |
0.0021 |
0.2% |
1.2426 |
| High |
1.2629 |
1.2599 |
-0.0030 |
-0.2% |
1.2650 |
| Low |
1.2560 |
1.2454 |
-0.0106 |
-0.8% |
1.2416 |
| Close |
1.2598 |
1.2477 |
-0.0121 |
-1.0% |
1.2593 |
| Range |
0.0069 |
0.0145 |
0.0076 |
110.1% |
0.0234 |
| ATR |
0.0078 |
0.0082 |
0.0005 |
6.2% |
0.0000 |
| Volume |
84,336 |
118,391 |
34,055 |
40.4% |
504,790 |
|
| Daily Pivots for day following 14-Nov-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.2945 |
1.2856 |
1.2557 |
|
| R3 |
1.2800 |
1.2711 |
1.2517 |
|
| R2 |
1.2655 |
1.2655 |
1.2504 |
|
| R1 |
1.2566 |
1.2566 |
1.2490 |
1.2538 |
| PP |
1.2510 |
1.2510 |
1.2510 |
1.2496 |
| S1 |
1.2421 |
1.2421 |
1.2464 |
1.2393 |
| S2 |
1.2365 |
1.2365 |
1.2450 |
|
| S3 |
1.2220 |
1.2276 |
1.2437 |
|
| S4 |
1.2075 |
1.2131 |
1.2397 |
|
|
| 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 |
1.2454 |
0.0196 |
1.6% |
0.0088 |
0.7% |
12% |
False |
True |
93,820 |
| 10 |
1.2650 |
1.2399 |
0.0251 |
2.0% |
0.0084 |
0.7% |
31% |
False |
False |
93,439 |
| 20 |
1.2668 |
1.2399 |
0.0269 |
2.2% |
0.0084 |
0.7% |
29% |
False |
False |
94,507 |
| 40 |
1.2922 |
1.2399 |
0.0523 |
4.2% |
0.0075 |
0.6% |
15% |
False |
False |
83,433 |
| 60 |
1.2977 |
1.2399 |
0.0578 |
4.6% |
0.0077 |
0.6% |
13% |
False |
False |
67,999 |
| 80 |
1.2977 |
1.2399 |
0.0578 |
4.6% |
0.0072 |
0.6% |
13% |
False |
False |
51,042 |
| 100 |
1.2977 |
1.2399 |
0.0578 |
4.6% |
0.0069 |
0.6% |
13% |
False |
False |
40,847 |
| 120 |
1.2977 |
1.2399 |
0.0578 |
4.6% |
0.0065 |
0.5% |
13% |
False |
False |
34,044 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.3215 |
|
2.618 |
1.2979 |
|
1.618 |
1.2834 |
|
1.000 |
1.2744 |
|
0.618 |
1.2689 |
|
HIGH |
1.2599 |
|
0.618 |
1.2544 |
|
0.500 |
1.2527 |
|
0.382 |
1.2509 |
|
LOW |
1.2454 |
|
0.618 |
1.2364 |
|
1.000 |
1.2309 |
|
1.618 |
1.2219 |
|
2.618 |
1.2074 |
|
4.250 |
1.1838 |
|
|
| Fisher Pivots for day following 14-Nov-2012 |
| Pivot |
1 day |
3 day |
| R1 |
1.2527 |
1.2542 |
| PP |
1.2510 |
1.2520 |
| S1 |
1.2494 |
1.2499 |
|