CME Japanese Yen Future December 2012
| Trading Metrics calculated at close of trading on 16-Nov-2012 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
15-Nov-2012 |
16-Nov-2012 |
Change |
Change % |
Previous Week |
| Open |
1.2478 |
1.2326 |
-0.0152 |
-1.2% |
1.2590 |
| High |
1.2483 |
1.2364 |
-0.0119 |
-1.0% |
1.2629 |
| Low |
1.2278 |
1.2281 |
0.0003 |
0.0% |
1.2278 |
| Close |
1.2317 |
1.2314 |
-0.0003 |
0.0% |
1.2314 |
| Range |
0.0205 |
0.0083 |
-0.0122 |
-59.5% |
0.0351 |
| ATR |
0.0091 |
0.0091 |
-0.0001 |
-0.6% |
0.0000 |
| Volume |
153,906 |
108,491 |
-45,415 |
-29.5% |
509,324 |
|
| Daily Pivots for day following 16-Nov-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.2569 |
1.2524 |
1.2360 |
|
| R3 |
1.2486 |
1.2441 |
1.2337 |
|
| R2 |
1.2403 |
1.2403 |
1.2329 |
|
| R1 |
1.2358 |
1.2358 |
1.2322 |
1.2339 |
| PP |
1.2320 |
1.2320 |
1.2320 |
1.2310 |
| S1 |
1.2275 |
1.2275 |
1.2306 |
1.2256 |
| S2 |
1.2237 |
1.2237 |
1.2299 |
|
| S3 |
1.2154 |
1.2192 |
1.2291 |
|
| S4 |
1.2071 |
1.2109 |
1.2268 |
|
|
| Weekly Pivots for week ending 16-Nov-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.3460 |
1.3238 |
1.2507 |
|
| R3 |
1.3109 |
1.2887 |
1.2411 |
|
| R2 |
1.2758 |
1.2758 |
1.2378 |
|
| R1 |
1.2536 |
1.2536 |
1.2346 |
1.2472 |
| PP |
1.2407 |
1.2407 |
1.2407 |
1.2375 |
| S1 |
1.2185 |
1.2185 |
1.2282 |
1.2121 |
| S2 |
1.2056 |
1.2056 |
1.2250 |
|
| S3 |
1.1705 |
1.1834 |
1.2217 |
|
| S4 |
1.1354 |
1.1483 |
1.2121 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1.2629 |
1.2278 |
0.0351 |
2.9% |
0.0107 |
0.9% |
10% |
False |
False |
101,864 |
| 10 |
1.2650 |
1.2278 |
0.0372 |
3.0% |
0.0097 |
0.8% |
10% |
False |
False |
101,411 |
| 20 |
1.2650 |
1.2278 |
0.0372 |
3.0% |
0.0092 |
0.7% |
10% |
False |
False |
97,325 |
| 40 |
1.2922 |
1.2278 |
0.0644 |
5.2% |
0.0079 |
0.6% |
6% |
False |
False |
86,296 |
| 60 |
1.2977 |
1.2278 |
0.0699 |
5.7% |
0.0078 |
0.6% |
5% |
False |
False |
72,351 |
| 80 |
1.2977 |
1.2278 |
0.0699 |
5.7% |
0.0075 |
0.6% |
5% |
False |
False |
54,319 |
| 100 |
1.2977 |
1.2278 |
0.0699 |
5.7% |
0.0071 |
0.6% |
5% |
False |
False |
43,471 |
| 120 |
1.2977 |
1.2278 |
0.0699 |
5.7% |
0.0067 |
0.5% |
5% |
False |
False |
36,230 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.2717 |
|
2.618 |
1.2581 |
|
1.618 |
1.2498 |
|
1.000 |
1.2447 |
|
0.618 |
1.2415 |
|
HIGH |
1.2364 |
|
0.618 |
1.2332 |
|
0.500 |
1.2323 |
|
0.382 |
1.2313 |
|
LOW |
1.2281 |
|
0.618 |
1.2230 |
|
1.000 |
1.2198 |
|
1.618 |
1.2147 |
|
2.618 |
1.2064 |
|
4.250 |
1.1928 |
|
|
| Fisher Pivots for day following 16-Nov-2012 |
| Pivot |
1 day |
3 day |
| R1 |
1.2323 |
1.2439 |
| PP |
1.2320 |
1.2397 |
| S1 |
1.2317 |
1.2356 |
|