CME Japanese Yen Future March 2013
| Trading Metrics calculated at close of trading on 30-Nov-2012 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
29-Nov-2012 |
30-Nov-2012 |
Change |
Change % |
Previous Week |
| Open |
1.2198 |
1.2191 |
-0.0007 |
-0.1% |
1.2154 |
| High |
1.2220 |
1.2196 |
-0.0024 |
-0.2% |
1.2253 |
| Low |
1.2174 |
1.2098 |
-0.0076 |
-0.6% |
1.2098 |
| Close |
1.2190 |
1.2149 |
-0.0041 |
-0.3% |
1.2149 |
| Range |
0.0046 |
0.0098 |
0.0052 |
113.0% |
0.0155 |
| ATR |
0.0080 |
0.0082 |
0.0001 |
1.6% |
0.0000 |
| Volume |
3,732 |
2,443 |
-1,289 |
-34.5% |
9,915 |
|
| Daily Pivots for day following 30-Nov-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.2442 |
1.2393 |
1.2203 |
|
| R3 |
1.2344 |
1.2295 |
1.2176 |
|
| R2 |
1.2246 |
1.2246 |
1.2167 |
|
| R1 |
1.2197 |
1.2197 |
1.2158 |
1.2173 |
| PP |
1.2148 |
1.2148 |
1.2148 |
1.2135 |
| S1 |
1.2099 |
1.2099 |
1.2140 |
1.2075 |
| S2 |
1.2050 |
1.2050 |
1.2131 |
|
| S3 |
1.1952 |
1.2001 |
1.2122 |
|
| S4 |
1.1854 |
1.1903 |
1.2095 |
|
|
| Weekly Pivots for week ending 30-Nov-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.2632 |
1.2545 |
1.2234 |
|
| R3 |
1.2477 |
1.2390 |
1.2192 |
|
| R2 |
1.2322 |
1.2322 |
1.2177 |
|
| R1 |
1.2235 |
1.2235 |
1.2163 |
1.2201 |
| PP |
1.2167 |
1.2167 |
1.2167 |
1.2150 |
| S1 |
1.2080 |
1.2080 |
1.2135 |
1.2046 |
| S2 |
1.2012 |
1.2012 |
1.2121 |
|
| S3 |
1.1857 |
1.1925 |
1.2106 |
|
| S4 |
1.1702 |
1.1770 |
1.2064 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1.2253 |
1.2098 |
0.0155 |
1.3% |
0.0077 |
0.6% |
33% |
False |
True |
1,983 |
| 10 |
1.2375 |
1.2088 |
0.0287 |
2.4% |
0.0086 |
0.7% |
21% |
False |
False |
1,265 |
| 20 |
1.2658 |
1.2088 |
0.0570 |
4.7% |
0.0085 |
0.7% |
11% |
False |
False |
708 |
| 40 |
1.2830 |
1.2088 |
0.0742 |
6.1% |
0.0067 |
0.5% |
8% |
False |
False |
378 |
| 60 |
1.2950 |
1.2088 |
0.0862 |
7.1% |
0.0061 |
0.5% |
7% |
False |
False |
263 |
| 80 |
1.2950 |
1.2088 |
0.0862 |
7.1% |
0.0049 |
0.4% |
7% |
False |
False |
200 |
| 100 |
1.2950 |
1.2088 |
0.0862 |
7.1% |
0.0040 |
0.3% |
7% |
False |
False |
160 |
| 120 |
1.2950 |
1.2088 |
0.0862 |
7.1% |
0.0036 |
0.3% |
7% |
False |
False |
134 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.2613 |
|
2.618 |
1.2453 |
|
1.618 |
1.2355 |
|
1.000 |
1.2294 |
|
0.618 |
1.2257 |
|
HIGH |
1.2196 |
|
0.618 |
1.2159 |
|
0.500 |
1.2147 |
|
0.382 |
1.2135 |
|
LOW |
1.2098 |
|
0.618 |
1.2037 |
|
1.000 |
1.2000 |
|
1.618 |
1.1939 |
|
2.618 |
1.1841 |
|
4.250 |
1.1682 |
|
|
| Fisher Pivots for day following 30-Nov-2012 |
| Pivot |
1 day |
3 day |
| R1 |
1.2148 |
1.2176 |
| PP |
1.2148 |
1.2167 |
| S1 |
1.2147 |
1.2158 |
|