CME Japanese Yen Future March 2013
| Trading Metrics calculated at close of trading on 21-Nov-2012 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
20-Nov-2012 |
21-Nov-2012 |
Change |
Change % |
Previous Week |
| Open |
1.2310 |
1.2258 |
-0.0052 |
-0.4% |
1.2604 |
| High |
1.2338 |
1.2258 |
-0.0080 |
-0.6% |
1.2630 |
| Low |
1.2246 |
1.2131 |
-0.0115 |
-0.9% |
1.2293 |
| Close |
1.2254 |
1.2138 |
-0.0116 |
-0.9% |
1.2328 |
| Range |
0.0092 |
0.0127 |
0.0035 |
38.0% |
0.0337 |
| ATR |
0.0078 |
0.0082 |
0.0003 |
4.5% |
0.0000 |
| Volume |
282 |
559 |
277 |
98.2% |
1,295 |
|
| Daily Pivots for day following 21-Nov-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.2557 |
1.2474 |
1.2208 |
|
| R3 |
1.2430 |
1.2347 |
1.2173 |
|
| R2 |
1.2303 |
1.2303 |
1.2161 |
|
| R1 |
1.2220 |
1.2220 |
1.2150 |
1.2198 |
| PP |
1.2176 |
1.2176 |
1.2176 |
1.2165 |
| S1 |
1.2093 |
1.2093 |
1.2126 |
1.2071 |
| S2 |
1.2049 |
1.2049 |
1.2115 |
|
| S3 |
1.1922 |
1.1966 |
1.2103 |
|
| S4 |
1.1795 |
1.1839 |
1.2068 |
|
|
| 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 |
1.2490 |
1.2131 |
0.0359 |
3.0% |
0.0113 |
0.9% |
2% |
False |
True |
464 |
| 10 |
1.2658 |
1.2131 |
0.0527 |
4.3% |
0.0096 |
0.8% |
1% |
False |
True |
309 |
| 20 |
1.2658 |
1.2131 |
0.0527 |
4.3% |
0.0082 |
0.7% |
1% |
False |
True |
183 |
| 40 |
1.2934 |
1.2131 |
0.0803 |
6.6% |
0.0061 |
0.5% |
1% |
False |
True |
112 |
| 60 |
1.2950 |
1.2131 |
0.0819 |
6.7% |
0.0053 |
0.4% |
1% |
False |
True |
83 |
| 80 |
1.2950 |
1.2131 |
0.0819 |
6.7% |
0.0043 |
0.4% |
1% |
False |
True |
64 |
| 100 |
1.2950 |
1.2131 |
0.0819 |
6.7% |
0.0035 |
0.3% |
1% |
False |
True |
51 |
| 120 |
1.2950 |
1.2131 |
0.0819 |
6.7% |
0.0032 |
0.3% |
1% |
False |
True |
43 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.2798 |
|
2.618 |
1.2590 |
|
1.618 |
1.2463 |
|
1.000 |
1.2385 |
|
0.618 |
1.2336 |
|
HIGH |
1.2258 |
|
0.618 |
1.2209 |
|
0.500 |
1.2195 |
|
0.382 |
1.2180 |
|
LOW |
1.2131 |
|
0.618 |
1.2053 |
|
1.000 |
1.2004 |
|
1.618 |
1.1926 |
|
2.618 |
1.1799 |
|
4.250 |
1.1591 |
|
|
| Fisher Pivots for day following 21-Nov-2012 |
| Pivot |
1 day |
3 day |
| R1 |
1.2195 |
1.2238 |
| PP |
1.2176 |
1.2205 |
| S1 |
1.2157 |
1.2171 |
|