CME Japanese Yen Future March 2013
| Trading Metrics calculated at close of trading on 26-Nov-2012 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
23-Nov-2012 |
26-Nov-2012 |
Change |
Change % |
Previous Week |
| Open |
1.2129 |
1.2154 |
0.0025 |
0.2% |
1.2302 |
| High |
1.2197 |
1.2220 |
0.0023 |
0.2% |
1.2345 |
| Low |
1.2088 |
1.2119 |
0.0031 |
0.3% |
1.2088 |
| Close |
1.2154 |
1.2185 |
0.0031 |
0.3% |
1.2154 |
| Range |
0.0109 |
0.0101 |
-0.0008 |
-7.3% |
0.0257 |
| ATR |
0.0084 |
0.0085 |
0.0001 |
1.5% |
0.0000 |
| Volume |
1,004 |
1,844 |
840 |
83.7% |
2,416 |
|
| Daily Pivots for day following 26-Nov-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.2478 |
1.2432 |
1.2241 |
|
| R3 |
1.2377 |
1.2331 |
1.2213 |
|
| R2 |
1.2276 |
1.2276 |
1.2204 |
|
| R1 |
1.2230 |
1.2230 |
1.2194 |
1.2253 |
| PP |
1.2175 |
1.2175 |
1.2175 |
1.2186 |
| S1 |
1.2129 |
1.2129 |
1.2176 |
1.2152 |
| S2 |
1.2074 |
1.2074 |
1.2166 |
|
| S3 |
1.1973 |
1.2028 |
1.2157 |
|
| S4 |
1.1872 |
1.1927 |
1.2129 |
|
|
| 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 |
1.2345 |
1.2088 |
0.0257 |
2.1% |
0.0100 |
0.8% |
38% |
False |
False |
852 |
| 10 |
1.2630 |
1.2088 |
0.0542 |
4.4% |
0.0099 |
0.8% |
18% |
False |
False |
555 |
| 20 |
1.2658 |
1.2088 |
0.0570 |
4.7% |
0.0082 |
0.7% |
17% |
False |
False |
319 |
| 40 |
1.2863 |
1.2088 |
0.0775 |
6.4% |
0.0064 |
0.5% |
13% |
False |
False |
180 |
| 60 |
1.2950 |
1.2088 |
0.0862 |
7.1% |
0.0057 |
0.5% |
11% |
False |
False |
130 |
| 80 |
1.2950 |
1.2088 |
0.0862 |
7.1% |
0.0046 |
0.4% |
11% |
False |
False |
99 |
| 100 |
1.2950 |
1.2088 |
0.0862 |
7.1% |
0.0037 |
0.3% |
11% |
False |
False |
80 |
| 120 |
1.2950 |
1.2088 |
0.0862 |
7.1% |
0.0034 |
0.3% |
11% |
False |
False |
67 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.2649 |
|
2.618 |
1.2484 |
|
1.618 |
1.2383 |
|
1.000 |
1.2321 |
|
0.618 |
1.2282 |
|
HIGH |
1.2220 |
|
0.618 |
1.2181 |
|
0.500 |
1.2170 |
|
0.382 |
1.2158 |
|
LOW |
1.2119 |
|
0.618 |
1.2057 |
|
1.000 |
1.2018 |
|
1.618 |
1.1956 |
|
2.618 |
1.1855 |
|
4.250 |
1.1690 |
|
|
| Fisher Pivots for day following 26-Nov-2012 |
| Pivot |
1 day |
3 day |
| R1 |
1.2180 |
1.2181 |
| PP |
1.2175 |
1.2177 |
| S1 |
1.2170 |
1.2173 |
|