CME Japanese Yen Future December 2012
| Trading Metrics calculated at close of trading on 30-Nov-2012 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
29-Nov-2012 |
30-Nov-2012 |
Change |
Change % |
Previous Week |
| Open |
1.2184 |
1.2178 |
-0.0006 |
0.0% |
1.2140 |
| High |
1.2209 |
1.2190 |
-0.0019 |
-0.2% |
1.2243 |
| Low |
1.2163 |
1.2086 |
-0.0077 |
-0.6% |
1.2086 |
| Close |
1.2178 |
1.2138 |
-0.0040 |
-0.3% |
1.2138 |
| Range |
0.0046 |
0.0104 |
0.0058 |
126.1% |
0.0157 |
| ATR |
0.0089 |
0.0090 |
0.0001 |
1.2% |
0.0000 |
| Volume |
96,968 |
134,332 |
37,364 |
38.5% |
519,490 |
|
| Daily Pivots for day following 30-Nov-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.2450 |
1.2398 |
1.2195 |
|
| R3 |
1.2346 |
1.2294 |
1.2167 |
|
| R2 |
1.2242 |
1.2242 |
1.2157 |
|
| R1 |
1.2190 |
1.2190 |
1.2148 |
1.2164 |
| PP |
1.2138 |
1.2138 |
1.2138 |
1.2125 |
| S1 |
1.2086 |
1.2086 |
1.2128 |
1.2060 |
| S2 |
1.2034 |
1.2034 |
1.2119 |
|
| S3 |
1.1930 |
1.1982 |
1.2109 |
|
| S4 |
1.1826 |
1.1878 |
1.2081 |
|
|
| Weekly Pivots for week ending 30-Nov-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.2627 |
1.2539 |
1.2224 |
|
| R3 |
1.2470 |
1.2382 |
1.2181 |
|
| R2 |
1.2313 |
1.2313 |
1.2167 |
|
| R1 |
1.2225 |
1.2225 |
1.2152 |
1.2191 |
| PP |
1.2156 |
1.2156 |
1.2156 |
1.2138 |
| S1 |
1.2068 |
1.2068 |
1.2124 |
1.2034 |
| S2 |
1.1999 |
1.1999 |
1.2109 |
|
| S3 |
1.1842 |
1.1911 |
1.2095 |
|
| S4 |
1.1685 |
1.1754 |
1.2052 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1.2243 |
1.2086 |
0.0157 |
1.3% |
0.0081 |
0.7% |
33% |
False |
True |
103,898 |
| 10 |
1.2364 |
1.2074 |
0.0290 |
2.4% |
0.0090 |
0.7% |
22% |
False |
False |
107,972 |
| 20 |
1.2650 |
1.2074 |
0.0576 |
4.7% |
0.0094 |
0.8% |
11% |
False |
False |
104,602 |
| 40 |
1.2836 |
1.2074 |
0.0762 |
6.3% |
0.0086 |
0.7% |
8% |
False |
False |
94,832 |
| 60 |
1.2977 |
1.2074 |
0.0903 |
7.4% |
0.0084 |
0.7% |
7% |
False |
False |
88,038 |
| 80 |
1.2977 |
1.2074 |
0.0903 |
7.4% |
0.0078 |
0.6% |
7% |
False |
False |
66,443 |
| 100 |
1.2977 |
1.2074 |
0.0903 |
7.4% |
0.0074 |
0.6% |
7% |
False |
False |
53,178 |
| 120 |
1.2977 |
1.2074 |
0.0903 |
7.4% |
0.0071 |
0.6% |
7% |
False |
False |
44,323 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.2632 |
|
2.618 |
1.2462 |
|
1.618 |
1.2358 |
|
1.000 |
1.2294 |
|
0.618 |
1.2254 |
|
HIGH |
1.2190 |
|
0.618 |
1.2150 |
|
0.500 |
1.2138 |
|
0.382 |
1.2126 |
|
LOW |
1.2086 |
|
0.618 |
1.2022 |
|
1.000 |
1.1982 |
|
1.618 |
1.1918 |
|
2.618 |
1.1814 |
|
4.250 |
1.1644 |
|
|
| Fisher Pivots for day following 30-Nov-2012 |
| Pivot |
1 day |
3 day |
| R1 |
1.2138 |
1.2165 |
| PP |
1.2138 |
1.2156 |
| S1 |
1.2138 |
1.2147 |
|