CME Japanese Yen Future December 2012
| Trading Metrics calculated at close of trading on 19-Nov-2012 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
16-Nov-2012 |
19-Nov-2012 |
Change |
Change % |
Previous Week |
| Open |
1.2326 |
1.2287 |
-0.0039 |
-0.3% |
1.2590 |
| High |
1.2364 |
1.2335 |
-0.0029 |
-0.2% |
1.2629 |
| Low |
1.2281 |
1.2260 |
-0.0021 |
-0.2% |
1.2278 |
| Close |
1.2314 |
1.2294 |
-0.0020 |
-0.2% |
1.2314 |
| Range |
0.0083 |
0.0075 |
-0.0008 |
-9.6% |
0.0351 |
| ATR |
0.0091 |
0.0090 |
-0.0001 |
-1.2% |
0.0000 |
| Volume |
108,491 |
83,803 |
-24,688 |
-22.8% |
509,324 |
|
| Daily Pivots for day following 19-Nov-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.2521 |
1.2483 |
1.2335 |
|
| R3 |
1.2446 |
1.2408 |
1.2315 |
|
| R2 |
1.2371 |
1.2371 |
1.2308 |
|
| R1 |
1.2333 |
1.2333 |
1.2301 |
1.2352 |
| PP |
1.2296 |
1.2296 |
1.2296 |
1.2306 |
| S1 |
1.2258 |
1.2258 |
1.2287 |
1.2277 |
| S2 |
1.2221 |
1.2221 |
1.2280 |
|
| S3 |
1.2146 |
1.2183 |
1.2273 |
|
| S4 |
1.2071 |
1.2108 |
1.2253 |
|
|
| 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 |
1.2260 |
0.0369 |
3.0% |
0.0115 |
0.9% |
9% |
False |
True |
109,785 |
| 10 |
1.2650 |
1.2260 |
0.0390 |
3.2% |
0.0098 |
0.8% |
9% |
False |
True |
103,408 |
| 20 |
1.2650 |
1.2260 |
0.0390 |
3.2% |
0.0090 |
0.7% |
9% |
False |
True |
96,365 |
| 40 |
1.2922 |
1.2260 |
0.0662 |
5.4% |
0.0080 |
0.6% |
5% |
False |
True |
86,921 |
| 60 |
1.2977 |
1.2260 |
0.0717 |
5.8% |
0.0079 |
0.6% |
5% |
False |
True |
73,743 |
| 80 |
1.2977 |
1.2260 |
0.0717 |
5.8% |
0.0075 |
0.6% |
5% |
False |
True |
55,366 |
| 100 |
1.2977 |
1.2260 |
0.0717 |
5.8% |
0.0072 |
0.6% |
5% |
False |
True |
44,309 |
| 120 |
1.2977 |
1.2260 |
0.0717 |
5.8% |
0.0067 |
0.5% |
5% |
False |
True |
36,928 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.2654 |
|
2.618 |
1.2531 |
|
1.618 |
1.2456 |
|
1.000 |
1.2410 |
|
0.618 |
1.2381 |
|
HIGH |
1.2335 |
|
0.618 |
1.2306 |
|
0.500 |
1.2298 |
|
0.382 |
1.2289 |
|
LOW |
1.2260 |
|
0.618 |
1.2214 |
|
1.000 |
1.2185 |
|
1.618 |
1.2139 |
|
2.618 |
1.2064 |
|
4.250 |
1.1941 |
|
|
| Fisher Pivots for day following 19-Nov-2012 |
| Pivot |
1 day |
3 day |
| R1 |
1.2298 |
1.2372 |
| PP |
1.2296 |
1.2346 |
| S1 |
1.2295 |
1.2320 |
|