CME Japanese Yen Future December 2012
| Trading Metrics calculated at close of trading on 20-Nov-2012 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
19-Nov-2012 |
20-Nov-2012 |
Change |
Change % |
Previous Week |
| Open |
1.2287 |
1.2297 |
0.0010 |
0.1% |
1.2590 |
| High |
1.2335 |
1.2327 |
-0.0008 |
-0.1% |
1.2629 |
| Low |
1.2260 |
1.2233 |
-0.0027 |
-0.2% |
1.2278 |
| Close |
1.2294 |
1.2241 |
-0.0053 |
-0.4% |
1.2314 |
| Range |
0.0075 |
0.0094 |
0.0019 |
25.3% |
0.0351 |
| ATR |
0.0090 |
0.0090 |
0.0000 |
0.4% |
0.0000 |
| Volume |
83,803 |
103,877 |
20,074 |
24.0% |
509,324 |
|
| Daily Pivots for day following 20-Nov-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.2549 |
1.2489 |
1.2293 |
|
| R3 |
1.2455 |
1.2395 |
1.2267 |
|
| R2 |
1.2361 |
1.2361 |
1.2258 |
|
| R1 |
1.2301 |
1.2301 |
1.2250 |
1.2284 |
| PP |
1.2267 |
1.2267 |
1.2267 |
1.2259 |
| S1 |
1.2207 |
1.2207 |
1.2232 |
1.2190 |
| S2 |
1.2173 |
1.2173 |
1.2224 |
|
| S3 |
1.2079 |
1.2113 |
1.2215 |
|
| S4 |
1.1985 |
1.2019 |
1.2189 |
|
|
| 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 |
1.2599 |
1.2233 |
0.0366 |
3.0% |
0.0120 |
1.0% |
2% |
False |
True |
113,693 |
| 10 |
1.2650 |
1.2233 |
0.0417 |
3.4% |
0.0100 |
0.8% |
2% |
False |
True |
106,941 |
| 20 |
1.2650 |
1.2233 |
0.0417 |
3.4% |
0.0092 |
0.8% |
2% |
False |
True |
96,156 |
| 40 |
1.2922 |
1.2233 |
0.0689 |
5.6% |
0.0081 |
0.7% |
1% |
False |
True |
87,703 |
| 60 |
1.2977 |
1.2233 |
0.0744 |
6.1% |
0.0080 |
0.7% |
1% |
False |
True |
75,469 |
| 80 |
1.2977 |
1.2233 |
0.0744 |
6.1% |
0.0075 |
0.6% |
1% |
False |
True |
56,662 |
| 100 |
1.2977 |
1.2233 |
0.0744 |
6.1% |
0.0072 |
0.6% |
1% |
False |
True |
45,347 |
| 120 |
1.2977 |
1.2233 |
0.0744 |
6.1% |
0.0067 |
0.5% |
1% |
False |
True |
37,794 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.2727 |
|
2.618 |
1.2573 |
|
1.618 |
1.2479 |
|
1.000 |
1.2421 |
|
0.618 |
1.2385 |
|
HIGH |
1.2327 |
|
0.618 |
1.2291 |
|
0.500 |
1.2280 |
|
0.382 |
1.2269 |
|
LOW |
1.2233 |
|
0.618 |
1.2175 |
|
1.000 |
1.2139 |
|
1.618 |
1.2081 |
|
2.618 |
1.1987 |
|
4.250 |
1.1834 |
|
|
| Fisher Pivots for day following 20-Nov-2012 |
| Pivot |
1 day |
3 day |
| R1 |
1.2280 |
1.2299 |
| PP |
1.2267 |
1.2279 |
| S1 |
1.2254 |
1.2260 |
|