CME Japanese Yen Future March 2013
| Trading Metrics calculated at close of trading on 28-Nov-2012 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
27-Nov-2012 |
28-Nov-2012 |
Change |
Change % |
Previous Week |
| Open |
1.2197 |
1.2189 |
-0.0008 |
-0.1% |
1.2302 |
| High |
1.2231 |
1.2253 |
0.0022 |
0.2% |
1.2345 |
| Low |
1.2162 |
1.2180 |
0.0018 |
0.1% |
1.2088 |
| Close |
1.2184 |
1.2221 |
0.0037 |
0.3% |
1.2154 |
| Range |
0.0069 |
0.0073 |
0.0004 |
5.8% |
0.0257 |
| ATR |
0.0084 |
0.0083 |
-0.0001 |
-0.9% |
0.0000 |
| Volume |
988 |
908 |
-80 |
-8.1% |
2,416 |
|
| Daily Pivots for day following 28-Nov-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.2437 |
1.2402 |
1.2261 |
|
| R3 |
1.2364 |
1.2329 |
1.2241 |
|
| R2 |
1.2291 |
1.2291 |
1.2234 |
|
| R1 |
1.2256 |
1.2256 |
1.2228 |
1.2274 |
| PP |
1.2218 |
1.2218 |
1.2218 |
1.2227 |
| S1 |
1.2183 |
1.2183 |
1.2214 |
1.2201 |
| S2 |
1.2145 |
1.2145 |
1.2208 |
|
| S3 |
1.2072 |
1.2110 |
1.2201 |
|
| S4 |
1.1999 |
1.2037 |
1.2181 |
|
|
| 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 |
1.2258 |
1.2088 |
0.0170 |
1.4% |
0.0096 |
0.8% |
78% |
False |
False |
1,060 |
| 10 |
1.2601 |
1.2088 |
0.0513 |
4.2% |
0.0105 |
0.9% |
26% |
False |
False |
720 |
| 20 |
1.2658 |
1.2088 |
0.0570 |
4.7% |
0.0081 |
0.7% |
23% |
False |
False |
404 |
| 40 |
1.2830 |
1.2088 |
0.0742 |
6.1% |
0.0066 |
0.5% |
18% |
False |
False |
226 |
| 60 |
1.2950 |
1.2088 |
0.0862 |
7.1% |
0.0059 |
0.5% |
15% |
False |
False |
160 |
| 80 |
1.2950 |
1.2088 |
0.0862 |
7.1% |
0.0047 |
0.4% |
15% |
False |
False |
123 |
| 100 |
1.2950 |
1.2088 |
0.0862 |
7.1% |
0.0039 |
0.3% |
15% |
False |
False |
99 |
| 120 |
1.2950 |
1.2088 |
0.0862 |
7.1% |
0.0035 |
0.3% |
15% |
False |
False |
82 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.2563 |
|
2.618 |
1.2444 |
|
1.618 |
1.2371 |
|
1.000 |
1.2326 |
|
0.618 |
1.2298 |
|
HIGH |
1.2253 |
|
0.618 |
1.2225 |
|
0.500 |
1.2217 |
|
0.382 |
1.2208 |
|
LOW |
1.2180 |
|
0.618 |
1.2135 |
|
1.000 |
1.2107 |
|
1.618 |
1.2062 |
|
2.618 |
1.1989 |
|
4.250 |
1.1870 |
|
|
| Fisher Pivots for day following 28-Nov-2012 |
| Pivot |
1 day |
3 day |
| R1 |
1.2220 |
1.2209 |
| PP |
1.2218 |
1.2198 |
| S1 |
1.2217 |
1.2186 |
|