CME Japanese Yen Future December 2012
| Trading Metrics calculated at close of trading on 28-Nov-2012 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
27-Nov-2012 |
28-Nov-2012 |
Change |
Change % |
Previous Week |
| Open |
1.2186 |
1.2180 |
-0.0006 |
0.0% |
1.2287 |
| High |
1.2218 |
1.2243 |
0.0025 |
0.2% |
1.2335 |
| Low |
1.2148 |
1.2164 |
0.0016 |
0.1% |
1.2074 |
| Close |
1.2172 |
1.2209 |
0.0037 |
0.3% |
1.2141 |
| Range |
0.0070 |
0.0079 |
0.0009 |
12.9% |
0.0261 |
| ATR |
0.0093 |
0.0092 |
-0.0001 |
-1.1% |
0.0000 |
| Volume |
81,108 |
108,521 |
27,413 |
33.8% |
451,742 |
|
| Daily Pivots for day following 28-Nov-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.2442 |
1.2405 |
1.2252 |
|
| R3 |
1.2363 |
1.2326 |
1.2231 |
|
| R2 |
1.2284 |
1.2284 |
1.2223 |
|
| R1 |
1.2247 |
1.2247 |
1.2216 |
1.2266 |
| PP |
1.2205 |
1.2205 |
1.2205 |
1.2215 |
| S1 |
1.2168 |
1.2168 |
1.2202 |
1.2187 |
| S2 |
1.2126 |
1.2126 |
1.2195 |
|
| S3 |
1.2047 |
1.2089 |
1.2187 |
|
| S4 |
1.1968 |
1.2010 |
1.2166 |
|
|
| 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 |
1.2249 |
1.2074 |
0.0175 |
1.4% |
0.0100 |
0.8% |
77% |
False |
False |
110,450 |
| 10 |
1.2599 |
1.2074 |
0.0525 |
4.3% |
0.0110 |
0.9% |
26% |
False |
False |
112,072 |
| 20 |
1.2650 |
1.2074 |
0.0576 |
4.7% |
0.0093 |
0.8% |
23% |
False |
False |
101,194 |
| 40 |
1.2836 |
1.2074 |
0.0762 |
6.2% |
0.0086 |
0.7% |
18% |
False |
False |
93,086 |
| 60 |
1.2977 |
1.2074 |
0.0903 |
7.4% |
0.0084 |
0.7% |
15% |
False |
False |
84,508 |
| 80 |
1.2977 |
1.2074 |
0.0903 |
7.4% |
0.0077 |
0.6% |
15% |
False |
False |
63,556 |
| 100 |
1.2977 |
1.2074 |
0.0903 |
7.4% |
0.0074 |
0.6% |
15% |
False |
False |
50,865 |
| 120 |
1.2977 |
1.2074 |
0.0903 |
7.4% |
0.0070 |
0.6% |
15% |
False |
False |
42,395 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.2579 |
|
2.618 |
1.2450 |
|
1.618 |
1.2371 |
|
1.000 |
1.2322 |
|
0.618 |
1.2292 |
|
HIGH |
1.2243 |
|
0.618 |
1.2213 |
|
0.500 |
1.2204 |
|
0.382 |
1.2194 |
|
LOW |
1.2164 |
|
0.618 |
1.2115 |
|
1.000 |
1.2085 |
|
1.618 |
1.2036 |
|
2.618 |
1.1957 |
|
4.250 |
1.1828 |
|
|
| Fisher Pivots for day following 28-Nov-2012 |
| Pivot |
1 day |
3 day |
| R1 |
1.2207 |
1.2197 |
| PP |
1.2205 |
1.2185 |
| S1 |
1.2204 |
1.2174 |
|