CME Japanese Yen Future March 2013
| Trading Metrics calculated at close of trading on 19-Nov-2012 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
16-Nov-2012 |
19-Nov-2012 |
Change |
Change % |
Previous Week |
| Open |
1.2341 |
1.2302 |
-0.0039 |
-0.3% |
1.2604 |
| High |
1.2375 |
1.2345 |
-0.0030 |
-0.2% |
1.2630 |
| Low |
1.2296 |
1.2275 |
-0.0021 |
-0.2% |
1.2293 |
| Close |
1.2328 |
1.2308 |
-0.0020 |
-0.2% |
1.2328 |
| Range |
0.0079 |
0.0070 |
-0.0009 |
-11.4% |
0.0337 |
| ATR |
0.0078 |
0.0077 |
-0.0001 |
-0.7% |
0.0000 |
| Volume |
327 |
571 |
244 |
74.6% |
1,295 |
|
| Daily Pivots for day following 19-Nov-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.2519 |
1.2484 |
1.2347 |
|
| R3 |
1.2449 |
1.2414 |
1.2327 |
|
| R2 |
1.2379 |
1.2379 |
1.2321 |
|
| R1 |
1.2344 |
1.2344 |
1.2314 |
1.2362 |
| PP |
1.2309 |
1.2309 |
1.2309 |
1.2318 |
| S1 |
1.2274 |
1.2274 |
1.2302 |
1.2292 |
| S2 |
1.2239 |
1.2239 |
1.2295 |
|
| S3 |
1.2169 |
1.2204 |
1.2289 |
|
| S4 |
1.2099 |
1.2134 |
1.2270 |
|
|
| 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 |
1.2275 |
0.0355 |
2.9% |
0.0107 |
0.9% |
9% |
False |
True |
342 |
| 10 |
1.2658 |
1.2275 |
0.0383 |
3.1% |
0.0089 |
0.7% |
9% |
False |
True |
229 |
| 20 |
1.2658 |
1.2275 |
0.0383 |
3.1% |
0.0073 |
0.6% |
9% |
False |
True |
150 |
| 40 |
1.2934 |
1.2275 |
0.0659 |
5.4% |
0.0057 |
0.5% |
5% |
False |
True |
93 |
| 60 |
1.2950 |
1.2275 |
0.0675 |
5.5% |
0.0050 |
0.4% |
5% |
False |
True |
69 |
| 80 |
1.2950 |
1.2275 |
0.0675 |
5.5% |
0.0040 |
0.3% |
5% |
False |
True |
53 |
| 100 |
1.2950 |
1.2275 |
0.0675 |
5.5% |
0.0034 |
0.3% |
5% |
False |
True |
43 |
| 120 |
1.2950 |
1.2275 |
0.0675 |
5.5% |
0.0031 |
0.2% |
5% |
False |
True |
36 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.2643 |
|
2.618 |
1.2528 |
|
1.618 |
1.2458 |
|
1.000 |
1.2415 |
|
0.618 |
1.2388 |
|
HIGH |
1.2345 |
|
0.618 |
1.2318 |
|
0.500 |
1.2310 |
|
0.382 |
1.2302 |
|
LOW |
1.2275 |
|
0.618 |
1.2232 |
|
1.000 |
1.2205 |
|
1.618 |
1.2162 |
|
2.618 |
1.2092 |
|
4.250 |
1.1978 |
|
|
| Fisher Pivots for day following 19-Nov-2012 |
| Pivot |
1 day |
3 day |
| R1 |
1.2310 |
1.2383 |
| PP |
1.2309 |
1.2358 |
| S1 |
1.2309 |
1.2333 |
|