CME Japanese Yen Future December 2012
| Trading Metrics calculated at close of trading on 26-Nov-2012 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
23-Nov-2012 |
26-Nov-2012 |
Change |
Change % |
Previous Week |
| Open |
1.2127 |
1.2140 |
0.0013 |
0.1% |
1.2287 |
| High |
1.2187 |
1.2208 |
0.0021 |
0.2% |
1.2335 |
| Low |
1.2074 |
1.2104 |
0.0030 |
0.2% |
1.2074 |
| Close |
1.2141 |
1.2172 |
0.0031 |
0.3% |
1.2141 |
| Range |
0.0113 |
0.0104 |
-0.0009 |
-8.0% |
0.0261 |
| ATR |
0.0094 |
0.0095 |
0.0001 |
0.7% |
0.0000 |
| Volume |
139,080 |
98,561 |
-40,519 |
-29.1% |
451,742 |
|
| Daily Pivots for day following 26-Nov-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.2473 |
1.2427 |
1.2229 |
|
| R3 |
1.2369 |
1.2323 |
1.2201 |
|
| R2 |
1.2265 |
1.2265 |
1.2191 |
|
| R1 |
1.2219 |
1.2219 |
1.2182 |
1.2242 |
| PP |
1.2161 |
1.2161 |
1.2161 |
1.2173 |
| S1 |
1.2115 |
1.2115 |
1.2162 |
1.2138 |
| S2 |
1.2057 |
1.2057 |
1.2153 |
|
| S3 |
1.1953 |
1.2011 |
1.2143 |
|
| S4 |
1.1849 |
1.1907 |
1.2115 |
|
|
| Weekly Pivots for week ending 23-Nov-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.2966 |
1.2815 |
1.2285 |
|
| R3 |
1.2705 |
1.2554 |
1.2213 |
|
| R2 |
1.2444 |
1.2444 |
1.2189 |
|
| R1 |
1.2293 |
1.2293 |
1.2165 |
1.2238 |
| PP |
1.2183 |
1.2183 |
1.2183 |
1.2156 |
| S1 |
1.2032 |
1.2032 |
1.2117 |
1.1977 |
| S2 |
1.1922 |
1.1922 |
1.2093 |
|
| S3 |
1.1661 |
1.1771 |
1.2069 |
|
| S4 |
1.1400 |
1.1510 |
1.1997 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1.2335 |
1.2074 |
0.0261 |
2.1% |
0.0104 |
0.9% |
38% |
False |
False |
110,060 |
| 10 |
1.2629 |
1.2074 |
0.0555 |
4.6% |
0.0105 |
0.9% |
18% |
False |
False |
105,962 |
| 20 |
1.2650 |
1.2074 |
0.0576 |
4.7% |
0.0096 |
0.8% |
17% |
False |
False |
98,132 |
| 40 |
1.2863 |
1.2074 |
0.0789 |
6.5% |
0.0085 |
0.7% |
12% |
False |
False |
91,448 |
| 60 |
1.2977 |
1.2074 |
0.0903 |
7.4% |
0.0084 |
0.7% |
11% |
False |
False |
81,492 |
| 80 |
1.2977 |
1.2074 |
0.0903 |
7.4% |
0.0077 |
0.6% |
11% |
False |
False |
61,191 |
| 100 |
1.2977 |
1.2074 |
0.0903 |
7.4% |
0.0073 |
0.6% |
11% |
False |
False |
48,970 |
| 120 |
1.2977 |
1.2074 |
0.0903 |
7.4% |
0.0070 |
0.6% |
11% |
False |
False |
40,815 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.2650 |
|
2.618 |
1.2480 |
|
1.618 |
1.2376 |
|
1.000 |
1.2312 |
|
0.618 |
1.2272 |
|
HIGH |
1.2208 |
|
0.618 |
1.2168 |
|
0.500 |
1.2156 |
|
0.382 |
1.2144 |
|
LOW |
1.2104 |
|
0.618 |
1.2040 |
|
1.000 |
1.2000 |
|
1.618 |
1.1936 |
|
2.618 |
1.1832 |
|
4.250 |
1.1662 |
|
|
| Fisher Pivots for day following 26-Nov-2012 |
| Pivot |
1 day |
3 day |
| R1 |
1.2167 |
1.2169 |
| PP |
1.2161 |
1.2165 |
| S1 |
1.2156 |
1.2162 |
|