CME Japanese Yen Future March 2013
| Trading Metrics calculated at close of trading on 29-Nov-2012 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
28-Nov-2012 |
29-Nov-2012 |
Change |
Change % |
Previous Week |
| Open |
1.2189 |
1.2198 |
0.0009 |
0.1% |
1.2302 |
| High |
1.2253 |
1.2220 |
-0.0033 |
-0.3% |
1.2345 |
| Low |
1.2180 |
1.2174 |
-0.0006 |
0.0% |
1.2088 |
| Close |
1.2221 |
1.2190 |
-0.0031 |
-0.3% |
1.2154 |
| Range |
0.0073 |
0.0046 |
-0.0027 |
-37.0% |
0.0257 |
| ATR |
0.0083 |
0.0080 |
-0.0003 |
-3.1% |
0.0000 |
| Volume |
908 |
3,732 |
2,824 |
311.0% |
2,416 |
|
| Daily Pivots for day following 29-Nov-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.2333 |
1.2307 |
1.2215 |
|
| R3 |
1.2287 |
1.2261 |
1.2203 |
|
| R2 |
1.2241 |
1.2241 |
1.2198 |
|
| R1 |
1.2215 |
1.2215 |
1.2194 |
1.2205 |
| PP |
1.2195 |
1.2195 |
1.2195 |
1.2190 |
| S1 |
1.2169 |
1.2169 |
1.2186 |
1.2159 |
| S2 |
1.2149 |
1.2149 |
1.2182 |
|
| S3 |
1.2103 |
1.2123 |
1.2177 |
|
| S4 |
1.2057 |
1.2077 |
1.2165 |
|
|
| 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 |
1.2253 |
1.2088 |
0.0165 |
1.4% |
0.0080 |
0.7% |
62% |
False |
False |
1,695 |
| 10 |
1.2490 |
1.2088 |
0.0402 |
3.3% |
0.0096 |
0.8% |
25% |
False |
False |
1,079 |
| 20 |
1.2658 |
1.2088 |
0.0570 |
4.7% |
0.0082 |
0.7% |
18% |
False |
False |
587 |
| 40 |
1.2830 |
1.2088 |
0.0742 |
6.1% |
0.0065 |
0.5% |
14% |
False |
False |
318 |
| 60 |
1.2950 |
1.2088 |
0.0862 |
7.1% |
0.0060 |
0.5% |
12% |
False |
False |
223 |
| 80 |
1.2950 |
1.2088 |
0.0862 |
7.1% |
0.0048 |
0.4% |
12% |
False |
False |
169 |
| 100 |
1.2950 |
1.2088 |
0.0862 |
7.1% |
0.0039 |
0.3% |
12% |
False |
False |
136 |
| 120 |
1.2950 |
1.2088 |
0.0862 |
7.1% |
0.0036 |
0.3% |
12% |
False |
False |
114 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.2416 |
|
2.618 |
1.2340 |
|
1.618 |
1.2294 |
|
1.000 |
1.2266 |
|
0.618 |
1.2248 |
|
HIGH |
1.2220 |
|
0.618 |
1.2202 |
|
0.500 |
1.2197 |
|
0.382 |
1.2192 |
|
LOW |
1.2174 |
|
0.618 |
1.2146 |
|
1.000 |
1.2128 |
|
1.618 |
1.2100 |
|
2.618 |
1.2054 |
|
4.250 |
1.1979 |
|
|
| Fisher Pivots for day following 29-Nov-2012 |
| Pivot |
1 day |
3 day |
| R1 |
1.2197 |
1.2208 |
| PP |
1.2195 |
1.2202 |
| S1 |
1.2192 |
1.2196 |
|