CME Japanese Yen Future March 2013
| Trading Metrics calculated at close of trading on 12-Nov-2012 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
09-Nov-2012 |
12-Nov-2012 |
Change |
Change % |
Previous Week |
| Open |
1.2600 |
1.2604 |
0.0004 |
0.0% |
1.2455 |
| High |
1.2658 |
1.2619 |
-0.0039 |
-0.3% |
1.2658 |
| Low |
1.2580 |
1.2595 |
0.0015 |
0.1% |
1.2452 |
| Close |
1.2606 |
1.2604 |
-0.0002 |
0.0% |
1.2606 |
| Range |
0.0078 |
0.0024 |
-0.0054 |
-69.2% |
0.0206 |
| ATR |
0.0066 |
0.0063 |
-0.0003 |
-4.5% |
0.0000 |
| Volume |
328 |
153 |
-175 |
-53.4% |
490 |
|
| Daily Pivots for day following 12-Nov-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.2678 |
1.2665 |
1.2617 |
|
| R3 |
1.2654 |
1.2641 |
1.2611 |
|
| R2 |
1.2630 |
1.2630 |
1.2608 |
|
| R1 |
1.2617 |
1.2617 |
1.2606 |
1.2616 |
| PP |
1.2606 |
1.2606 |
1.2606 |
1.2606 |
| S1 |
1.2593 |
1.2593 |
1.2602 |
1.2592 |
| S2 |
1.2582 |
1.2582 |
1.2600 |
|
| S3 |
1.2558 |
1.2569 |
1.2597 |
|
| S4 |
1.2534 |
1.2545 |
1.2591 |
|
|
| Weekly Pivots for week ending 09-Nov-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.3190 |
1.3104 |
1.2719 |
|
| R3 |
1.2984 |
1.2898 |
1.2663 |
|
| R2 |
1.2778 |
1.2778 |
1.2644 |
|
| R1 |
1.2692 |
1.2692 |
1.2625 |
1.2735 |
| PP |
1.2572 |
1.2572 |
1.2572 |
1.2594 |
| S1 |
1.2486 |
1.2486 |
1.2587 |
1.2529 |
| S2 |
1.2366 |
1.2366 |
1.2568 |
|
| S3 |
1.2160 |
1.2280 |
1.2549 |
|
| S4 |
1.1954 |
1.2074 |
1.2493 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1.2658 |
1.2452 |
0.0206 |
1.6% |
0.0070 |
0.6% |
74% |
False |
False |
117 |
| 10 |
1.2658 |
1.2418 |
0.0240 |
1.9% |
0.0064 |
0.5% |
78% |
False |
False |
85 |
| 20 |
1.2727 |
1.2418 |
0.0309 |
2.5% |
0.0057 |
0.5% |
60% |
False |
False |
77 |
| 40 |
1.2934 |
1.2418 |
0.0516 |
4.1% |
0.0050 |
0.4% |
36% |
False |
False |
55 |
| 60 |
1.2950 |
1.2418 |
0.0532 |
4.2% |
0.0044 |
0.3% |
35% |
False |
False |
41 |
| 80 |
1.2950 |
1.2418 |
0.0532 |
4.2% |
0.0034 |
0.3% |
35% |
False |
False |
32 |
| 100 |
1.2950 |
1.2418 |
0.0532 |
4.2% |
0.0030 |
0.2% |
35% |
False |
False |
26 |
| 120 |
1.2950 |
1.2418 |
0.0532 |
4.2% |
0.0026 |
0.2% |
35% |
False |
False |
22 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.2721 |
|
2.618 |
1.2682 |
|
1.618 |
1.2658 |
|
1.000 |
1.2643 |
|
0.618 |
1.2634 |
|
HIGH |
1.2619 |
|
0.618 |
1.2610 |
|
0.500 |
1.2607 |
|
0.382 |
1.2604 |
|
LOW |
1.2595 |
|
0.618 |
1.2580 |
|
1.000 |
1.2571 |
|
1.618 |
1.2556 |
|
2.618 |
1.2532 |
|
4.250 |
1.2493 |
|
|
| Fisher Pivots for day following 12-Nov-2012 |
| Pivot |
1 day |
3 day |
| R1 |
1.2607 |
1.2599 |
| PP |
1.2606 |
1.2594 |
| S1 |
1.2605 |
1.2589 |
|