CME Japanese Yen Future March 2013
| Trading Metrics calculated at close of trading on 07-Nov-2012 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
06-Nov-2012 |
07-Nov-2012 |
Change |
Change % |
Previous Week |
| Open |
1.2500 |
1.2465 |
-0.0035 |
-0.3% |
1.2566 |
| High |
1.2512 |
1.2550 |
0.0038 |
0.3% |
1.2644 |
| Low |
1.2452 |
1.2465 |
0.0013 |
0.1% |
1.2418 |
| Close |
1.2452 |
1.2531 |
0.0079 |
0.6% |
1.2453 |
| Range |
0.0060 |
0.0085 |
0.0025 |
41.7% |
0.0226 |
| ATR |
0.0059 |
0.0062 |
0.0003 |
4.7% |
0.0000 |
| Volume |
32 |
17 |
-15 |
-46.9% |
336 |
|
| Daily Pivots for day following 07-Nov-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.2770 |
1.2736 |
1.2578 |
|
| R3 |
1.2685 |
1.2651 |
1.2554 |
|
| R2 |
1.2600 |
1.2600 |
1.2547 |
|
| R1 |
1.2566 |
1.2566 |
1.2539 |
1.2583 |
| PP |
1.2515 |
1.2515 |
1.2515 |
1.2524 |
| S1 |
1.2481 |
1.2481 |
1.2523 |
1.2498 |
| S2 |
1.2430 |
1.2430 |
1.2515 |
|
| S3 |
1.2345 |
1.2396 |
1.2508 |
|
| S4 |
1.2260 |
1.2311 |
1.2484 |
|
|
| Weekly Pivots for week ending 02-Nov-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.3183 |
1.3044 |
1.2577 |
|
| R3 |
1.2957 |
1.2818 |
1.2515 |
|
| R2 |
1.2731 |
1.2731 |
1.2494 |
|
| R1 |
1.2592 |
1.2592 |
1.2474 |
1.2549 |
| PP |
1.2505 |
1.2505 |
1.2505 |
1.2483 |
| S1 |
1.2366 |
1.2366 |
1.2432 |
1.2323 |
| S2 |
1.2279 |
1.2279 |
1.2412 |
|
| S3 |
1.2053 |
1.2140 |
1.2391 |
|
| S4 |
1.1827 |
1.1914 |
1.2329 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1.2550 |
1.2418 |
0.0132 |
1.1% |
0.0057 |
0.5% |
86% |
True |
False |
35 |
| 10 |
1.2644 |
1.2418 |
0.0226 |
1.8% |
0.0068 |
0.5% |
50% |
False |
False |
58 |
| 20 |
1.2830 |
1.2418 |
0.0412 |
3.3% |
0.0051 |
0.4% |
27% |
False |
False |
54 |
| 40 |
1.2950 |
1.2418 |
0.0532 |
4.2% |
0.0051 |
0.4% |
21% |
False |
False |
44 |
| 60 |
1.2950 |
1.2418 |
0.0532 |
4.2% |
0.0040 |
0.3% |
21% |
False |
False |
32 |
| 80 |
1.2950 |
1.2418 |
0.0532 |
4.2% |
0.0031 |
0.3% |
21% |
False |
False |
25 |
| 100 |
1.2950 |
1.2418 |
0.0532 |
4.2% |
0.0029 |
0.2% |
21% |
False |
False |
21 |
| 120 |
1.2950 |
1.2418 |
0.0532 |
4.2% |
0.0024 |
0.2% |
21% |
False |
False |
18 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.2911 |
|
2.618 |
1.2773 |
|
1.618 |
1.2688 |
|
1.000 |
1.2635 |
|
0.618 |
1.2603 |
|
HIGH |
1.2550 |
|
0.618 |
1.2518 |
|
0.500 |
1.2508 |
|
0.382 |
1.2497 |
|
LOW |
1.2465 |
|
0.618 |
1.2412 |
|
1.000 |
1.2380 |
|
1.618 |
1.2327 |
|
2.618 |
1.2242 |
|
4.250 |
1.2104 |
|
|
| Fisher Pivots for day following 07-Nov-2012 |
| Pivot |
1 day |
3 day |
| R1 |
1.2523 |
1.2521 |
| PP |
1.2515 |
1.2511 |
| S1 |
1.2508 |
1.2501 |
|