CME Japanese Yen Future March 2013
| Trading Metrics calculated at close of trading on 23-Nov-2012 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
21-Nov-2012 |
23-Nov-2012 |
Change |
Change % |
Previous Week |
| Open |
1.2258 |
1.2129 |
-0.0129 |
-1.1% |
1.2302 |
| High |
1.2258 |
1.2197 |
-0.0061 |
-0.5% |
1.2345 |
| Low |
1.2131 |
1.2088 |
-0.0043 |
-0.4% |
1.2088 |
| Close |
1.2138 |
1.2154 |
0.0016 |
0.1% |
1.2154 |
| Range |
0.0127 |
0.0109 |
-0.0018 |
-14.2% |
0.0257 |
| ATR |
0.0082 |
0.0084 |
0.0002 |
2.4% |
0.0000 |
| Volume |
559 |
1,004 |
445 |
79.6% |
2,416 |
|
| Daily Pivots for day following 23-Nov-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.2473 |
1.2423 |
1.2214 |
|
| R3 |
1.2364 |
1.2314 |
1.2184 |
|
| R2 |
1.2255 |
1.2255 |
1.2174 |
|
| R1 |
1.2205 |
1.2205 |
1.2164 |
1.2230 |
| PP |
1.2146 |
1.2146 |
1.2146 |
1.2159 |
| S1 |
1.2096 |
1.2096 |
1.2144 |
1.2121 |
| S2 |
1.2037 |
1.2037 |
1.2134 |
|
| S3 |
1.1928 |
1.1987 |
1.2124 |
|
| S4 |
1.1819 |
1.1878 |
1.2094 |
|
|
| Weekly Pivots for week ending 23-Nov-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.2967 |
1.2817 |
1.2295 |
|
| R3 |
1.2710 |
1.2560 |
1.2225 |
|
| R2 |
1.2453 |
1.2453 |
1.2201 |
|
| R1 |
1.2303 |
1.2303 |
1.2178 |
1.2250 |
| PP |
1.2196 |
1.2196 |
1.2196 |
1.2169 |
| S1 |
1.2046 |
1.2046 |
1.2130 |
1.1993 |
| S2 |
1.1939 |
1.1939 |
1.2107 |
|
| S3 |
1.1682 |
1.1789 |
1.2083 |
|
| S4 |
1.1425 |
1.1532 |
1.2013 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1.2375 |
1.2088 |
0.0287 |
2.4% |
0.0095 |
0.8% |
23% |
False |
True |
548 |
| 10 |
1.2658 |
1.2088 |
0.0570 |
4.7% |
0.0097 |
0.8% |
12% |
False |
True |
403 |
| 20 |
1.2658 |
1.2088 |
0.0570 |
4.7% |
0.0084 |
0.7% |
12% |
False |
True |
231 |
| 40 |
1.2934 |
1.2088 |
0.0846 |
7.0% |
0.0063 |
0.5% |
8% |
False |
True |
134 |
| 60 |
1.2950 |
1.2088 |
0.0862 |
7.1% |
0.0055 |
0.5% |
8% |
False |
True |
99 |
| 80 |
1.2950 |
1.2088 |
0.0862 |
7.1% |
0.0044 |
0.4% |
8% |
False |
True |
76 |
| 100 |
1.2950 |
1.2088 |
0.0862 |
7.1% |
0.0036 |
0.3% |
8% |
False |
True |
61 |
| 120 |
1.2950 |
1.2088 |
0.0862 |
7.1% |
0.0033 |
0.3% |
8% |
False |
True |
51 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.2660 |
|
2.618 |
1.2482 |
|
1.618 |
1.2373 |
|
1.000 |
1.2306 |
|
0.618 |
1.2264 |
|
HIGH |
1.2197 |
|
0.618 |
1.2155 |
|
0.500 |
1.2143 |
|
0.382 |
1.2130 |
|
LOW |
1.2088 |
|
0.618 |
1.2021 |
|
1.000 |
1.1979 |
|
1.618 |
1.1912 |
|
2.618 |
1.1803 |
|
4.250 |
1.1625 |
|
|
| Fisher Pivots for day following 23-Nov-2012 |
| Pivot |
1 day |
3 day |
| R1 |
1.2150 |
1.2213 |
| PP |
1.2146 |
1.2193 |
| S1 |
1.2143 |
1.2174 |
|