CME Japanese Yen Future March 2013
| Trading Metrics calculated at close of trading on 14-Nov-2012 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
13-Nov-2012 |
14-Nov-2012 |
Change |
Change % |
Previous Week |
| Open |
1.2574 |
1.2594 |
0.0020 |
0.2% |
1.2455 |
| High |
1.2630 |
1.2601 |
-0.0029 |
-0.2% |
1.2658 |
| Low |
1.2574 |
1.2468 |
-0.0106 |
-0.8% |
1.2452 |
| Close |
1.2611 |
1.2490 |
-0.0121 |
-1.0% |
1.2606 |
| Range |
0.0056 |
0.0133 |
0.0077 |
137.5% |
0.0206 |
| ATR |
0.0062 |
0.0068 |
0.0006 |
9.2% |
0.0000 |
| Volume |
98 |
133 |
35 |
35.7% |
490 |
|
| Daily Pivots for day following 14-Nov-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.2919 |
1.2837 |
1.2563 |
|
| R3 |
1.2786 |
1.2704 |
1.2527 |
|
| R2 |
1.2653 |
1.2653 |
1.2514 |
|
| R1 |
1.2571 |
1.2571 |
1.2502 |
1.2546 |
| PP |
1.2520 |
1.2520 |
1.2520 |
1.2507 |
| S1 |
1.2438 |
1.2438 |
1.2478 |
1.2413 |
| S2 |
1.2387 |
1.2387 |
1.2466 |
|
| S3 |
1.2254 |
1.2305 |
1.2453 |
|
| S4 |
1.2121 |
1.2172 |
1.2417 |
|
|
| 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 |
1.2468 |
0.0190 |
1.5% |
0.0079 |
0.6% |
12% |
False |
True |
153 |
| 10 |
1.2658 |
1.2418 |
0.0240 |
1.9% |
0.0068 |
0.5% |
30% |
False |
False |
94 |
| 20 |
1.2673 |
1.2418 |
0.0255 |
2.0% |
0.0063 |
0.5% |
28% |
False |
False |
82 |
| 40 |
1.2934 |
1.2418 |
0.0516 |
4.1% |
0.0050 |
0.4% |
14% |
False |
False |
58 |
| 60 |
1.2950 |
1.2418 |
0.0532 |
4.3% |
0.0046 |
0.4% |
14% |
False |
False |
45 |
| 80 |
1.2950 |
1.2418 |
0.0532 |
4.3% |
0.0036 |
0.3% |
14% |
False |
False |
35 |
| 100 |
1.2950 |
1.2418 |
0.0532 |
4.3% |
0.0031 |
0.2% |
14% |
False |
False |
28 |
| 120 |
1.2950 |
1.2418 |
0.0532 |
4.3% |
0.0028 |
0.2% |
14% |
False |
False |
24 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.3166 |
|
2.618 |
1.2949 |
|
1.618 |
1.2816 |
|
1.000 |
1.2734 |
|
0.618 |
1.2683 |
|
HIGH |
1.2601 |
|
0.618 |
1.2550 |
|
0.500 |
1.2535 |
|
0.382 |
1.2519 |
|
LOW |
1.2468 |
|
0.618 |
1.2386 |
|
1.000 |
1.2335 |
|
1.618 |
1.2253 |
|
2.618 |
1.2120 |
|
4.250 |
1.1903 |
|
|
| Fisher Pivots for day following 14-Nov-2012 |
| Pivot |
1 day |
3 day |
| R1 |
1.2535 |
1.2549 |
| PP |
1.2520 |
1.2529 |
| S1 |
1.2505 |
1.2510 |
|