CME Japanese Yen Future March 2013
| Trading Metrics calculated at close of trading on 20-Nov-2012 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
19-Nov-2012 |
20-Nov-2012 |
Change |
Change % |
Previous Week |
| Open |
1.2302 |
1.2310 |
0.0008 |
0.1% |
1.2604 |
| High |
1.2345 |
1.2338 |
-0.0007 |
-0.1% |
1.2630 |
| Low |
1.2275 |
1.2246 |
-0.0029 |
-0.2% |
1.2293 |
| Close |
1.2308 |
1.2254 |
-0.0054 |
-0.4% |
1.2328 |
| Range |
0.0070 |
0.0092 |
0.0022 |
31.4% |
0.0337 |
| ATR |
0.0077 |
0.0078 |
0.0001 |
1.4% |
0.0000 |
| Volume |
571 |
282 |
-289 |
-50.6% |
1,295 |
|
| Daily Pivots for day following 20-Nov-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.2555 |
1.2497 |
1.2305 |
|
| R3 |
1.2463 |
1.2405 |
1.2279 |
|
| R2 |
1.2371 |
1.2371 |
1.2271 |
|
| R1 |
1.2313 |
1.2313 |
1.2262 |
1.2296 |
| PP |
1.2279 |
1.2279 |
1.2279 |
1.2271 |
| S1 |
1.2221 |
1.2221 |
1.2246 |
1.2204 |
| S2 |
1.2187 |
1.2187 |
1.2237 |
|
| S3 |
1.2095 |
1.2129 |
1.2229 |
|
| S4 |
1.2003 |
1.2037 |
1.2203 |
|
|
| 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 |
1.2601 |
1.2246 |
0.0355 |
2.9% |
0.0114 |
0.9% |
2% |
False |
True |
379 |
| 10 |
1.2658 |
1.2246 |
0.0412 |
3.4% |
0.0092 |
0.7% |
2% |
False |
True |
254 |
| 20 |
1.2658 |
1.2246 |
0.0412 |
3.4% |
0.0076 |
0.6% |
2% |
False |
True |
158 |
| 40 |
1.2934 |
1.2246 |
0.0688 |
5.6% |
0.0059 |
0.5% |
1% |
False |
True |
99 |
| 60 |
1.2950 |
1.2246 |
0.0704 |
5.7% |
0.0051 |
0.4% |
1% |
False |
True |
74 |
| 80 |
1.2950 |
1.2246 |
0.0704 |
5.7% |
0.0041 |
0.3% |
1% |
False |
True |
57 |
| 100 |
1.2950 |
1.2246 |
0.0704 |
5.7% |
0.0034 |
0.3% |
1% |
False |
True |
46 |
| 120 |
1.2950 |
1.2246 |
0.0704 |
5.7% |
0.0031 |
0.3% |
1% |
False |
True |
39 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.2729 |
|
2.618 |
1.2579 |
|
1.618 |
1.2487 |
|
1.000 |
1.2430 |
|
0.618 |
1.2395 |
|
HIGH |
1.2338 |
|
0.618 |
1.2303 |
|
0.500 |
1.2292 |
|
0.382 |
1.2281 |
|
LOW |
1.2246 |
|
0.618 |
1.2189 |
|
1.000 |
1.2154 |
|
1.618 |
1.2097 |
|
2.618 |
1.2005 |
|
4.250 |
1.1855 |
|
|
| Fisher Pivots for day following 20-Nov-2012 |
| Pivot |
1 day |
3 day |
| R1 |
1.2292 |
1.2311 |
| PP |
1.2279 |
1.2292 |
| S1 |
1.2267 |
1.2273 |
|