CME Japanese Yen Future March 2013
| Trading Metrics calculated at close of trading on 16-Nov-2012 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
15-Nov-2012 |
16-Nov-2012 |
Change |
Change % |
Previous Week |
| Open |
1.2478 |
1.2341 |
-0.0137 |
-1.1% |
1.2604 |
| High |
1.2490 |
1.2375 |
-0.0115 |
-0.9% |
1.2630 |
| Low |
1.2293 |
1.2296 |
0.0003 |
0.0% |
1.2293 |
| Close |
1.2331 |
1.2328 |
-0.0003 |
0.0% |
1.2328 |
| Range |
0.0197 |
0.0079 |
-0.0118 |
-59.9% |
0.0337 |
| ATR |
0.0077 |
0.0078 |
0.0000 |
0.1% |
0.0000 |
| Volume |
584 |
327 |
-257 |
-44.0% |
1,295 |
|
| Daily Pivots for day following 16-Nov-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.2570 |
1.2528 |
1.2371 |
|
| R3 |
1.2491 |
1.2449 |
1.2350 |
|
| R2 |
1.2412 |
1.2412 |
1.2342 |
|
| R1 |
1.2370 |
1.2370 |
1.2335 |
1.2352 |
| PP |
1.2333 |
1.2333 |
1.2333 |
1.2324 |
| S1 |
1.2291 |
1.2291 |
1.2321 |
1.2273 |
| S2 |
1.2254 |
1.2254 |
1.2314 |
|
| S3 |
1.2175 |
1.2212 |
1.2306 |
|
| S4 |
1.2096 |
1.2133 |
1.2285 |
|
|
| Weekly Pivots for week ending 16-Nov-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.3428 |
1.3215 |
1.2513 |
|
| R3 |
1.3091 |
1.2878 |
1.2421 |
|
| R2 |
1.2754 |
1.2754 |
1.2390 |
|
| R1 |
1.2541 |
1.2541 |
1.2359 |
1.2479 |
| PP |
1.2417 |
1.2417 |
1.2417 |
1.2386 |
| S1 |
1.2204 |
1.2204 |
1.2297 |
1.2142 |
| S2 |
1.2080 |
1.2080 |
1.2266 |
|
| S3 |
1.1743 |
1.1867 |
1.2235 |
|
| S4 |
1.1406 |
1.1530 |
1.2143 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1.2630 |
1.2293 |
0.0337 |
2.7% |
0.0098 |
0.8% |
10% |
False |
False |
259 |
| 10 |
1.2658 |
1.2293 |
0.0365 |
3.0% |
0.0085 |
0.7% |
10% |
False |
False |
178 |
| 20 |
1.2658 |
1.2293 |
0.0365 |
3.0% |
0.0072 |
0.6% |
10% |
False |
False |
121 |
| 40 |
1.2934 |
1.2293 |
0.0641 |
5.2% |
0.0056 |
0.5% |
5% |
False |
False |
79 |
| 60 |
1.2950 |
1.2293 |
0.0657 |
5.3% |
0.0048 |
0.4% |
5% |
False |
False |
60 |
| 80 |
1.2950 |
1.2293 |
0.0657 |
5.3% |
0.0039 |
0.3% |
5% |
False |
False |
46 |
| 100 |
1.2950 |
1.2293 |
0.0657 |
5.3% |
0.0033 |
0.3% |
5% |
False |
False |
37 |
| 120 |
1.2950 |
1.2293 |
0.0657 |
5.3% |
0.0030 |
0.2% |
5% |
False |
False |
31 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.2711 |
|
2.618 |
1.2582 |
|
1.618 |
1.2503 |
|
1.000 |
1.2454 |
|
0.618 |
1.2424 |
|
HIGH |
1.2375 |
|
0.618 |
1.2345 |
|
0.500 |
1.2336 |
|
0.382 |
1.2326 |
|
LOW |
1.2296 |
|
0.618 |
1.2247 |
|
1.000 |
1.2217 |
|
1.618 |
1.2168 |
|
2.618 |
1.2089 |
|
4.250 |
1.1960 |
|
|
| Fisher Pivots for day following 16-Nov-2012 |
| Pivot |
1 day |
3 day |
| R1 |
1.2336 |
1.2447 |
| PP |
1.2333 |
1.2407 |
| S1 |
1.2331 |
1.2368 |
|