CME Japanese Yen Future December 2012
| Trading Metrics calculated at close of trading on 15-Nov-2012 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
14-Nov-2012 |
15-Nov-2012 |
Change |
Change % |
Previous Week |
| Open |
1.2594 |
1.2478 |
-0.0116 |
-0.9% |
1.2426 |
| High |
1.2599 |
1.2483 |
-0.0116 |
-0.9% |
1.2650 |
| Low |
1.2454 |
1.2278 |
-0.0176 |
-1.4% |
1.2416 |
| Close |
1.2477 |
1.2317 |
-0.0160 |
-1.3% |
1.2593 |
| Range |
0.0145 |
0.0205 |
0.0060 |
41.4% |
0.0234 |
| ATR |
0.0082 |
0.0091 |
0.0009 |
10.6% |
0.0000 |
| Volume |
118,391 |
153,906 |
35,515 |
30.0% |
504,790 |
|
| Daily Pivots for day following 15-Nov-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.2974 |
1.2851 |
1.2430 |
|
| R3 |
1.2769 |
1.2646 |
1.2373 |
|
| R2 |
1.2564 |
1.2564 |
1.2355 |
|
| R1 |
1.2441 |
1.2441 |
1.2336 |
1.2400 |
| PP |
1.2359 |
1.2359 |
1.2359 |
1.2339 |
| S1 |
1.2236 |
1.2236 |
1.2298 |
1.2195 |
| S2 |
1.2154 |
1.2154 |
1.2279 |
|
| S3 |
1.1949 |
1.2031 |
1.2261 |
|
| S4 |
1.1744 |
1.1826 |
1.2204 |
|
|
| 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 |
1.2278 |
0.0372 |
3.0% |
0.0107 |
0.9% |
10% |
False |
True |
102,988 |
| 10 |
1.2650 |
1.2278 |
0.0372 |
3.0% |
0.0097 |
0.8% |
10% |
False |
True |
101,233 |
| 20 |
1.2650 |
1.2278 |
0.0372 |
3.0% |
0.0090 |
0.7% |
10% |
False |
True |
95,453 |
| 40 |
1.2922 |
1.2278 |
0.0644 |
5.2% |
0.0078 |
0.6% |
6% |
False |
True |
85,169 |
| 60 |
1.2977 |
1.2278 |
0.0699 |
5.7% |
0.0077 |
0.6% |
6% |
False |
True |
70,556 |
| 80 |
1.2977 |
1.2278 |
0.0699 |
5.7% |
0.0075 |
0.6% |
6% |
False |
True |
52,965 |
| 100 |
1.2977 |
1.2278 |
0.0699 |
5.7% |
0.0071 |
0.6% |
6% |
False |
True |
42,386 |
| 120 |
1.2977 |
1.2278 |
0.0699 |
5.7% |
0.0066 |
0.5% |
6% |
False |
True |
35,326 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.3354 |
|
2.618 |
1.3020 |
|
1.618 |
1.2815 |
|
1.000 |
1.2688 |
|
0.618 |
1.2610 |
|
HIGH |
1.2483 |
|
0.618 |
1.2405 |
|
0.500 |
1.2381 |
|
0.382 |
1.2356 |
|
LOW |
1.2278 |
|
0.618 |
1.2151 |
|
1.000 |
1.2073 |
|
1.618 |
1.1946 |
|
2.618 |
1.1741 |
|
4.250 |
1.1407 |
|
|
| Fisher Pivots for day following 15-Nov-2012 |
| Pivot |
1 day |
3 day |
| R1 |
1.2381 |
1.2454 |
| PP |
1.2359 |
1.2408 |
| S1 |
1.2338 |
1.2363 |
|