CME Japanese Yen Future June 2013
| Trading Metrics calculated at close of trading on 21-Nov-2012 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
20-Nov-2012 |
21-Nov-2012 |
Change |
Change % |
Previous Week |
| Open |
1.2268 |
1.2250 |
-0.0018 |
-0.1% |
1.2636 |
| High |
1.2268 |
1.2250 |
-0.0018 |
-0.1% |
1.2636 |
| Low |
1.2268 |
1.2149 |
-0.0119 |
-1.0% |
1.2329 |
| Close |
1.2268 |
1.2149 |
-0.0119 |
-1.0% |
1.2342 |
| Range |
0.0000 |
0.0101 |
0.0101 |
|
0.0307 |
| ATR |
0.0053 |
0.0058 |
0.0005 |
8.8% |
0.0000 |
| Volume |
55 |
55 |
0 |
0.0% |
14 |
|
| Daily Pivots for day following 21-Nov-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.2486 |
1.2418 |
1.2205 |
|
| R3 |
1.2385 |
1.2317 |
1.2177 |
|
| R2 |
1.2284 |
1.2284 |
1.2168 |
|
| R1 |
1.2216 |
1.2216 |
1.2158 |
1.2200 |
| PP |
1.2183 |
1.2183 |
1.2183 |
1.2174 |
| S1 |
1.2115 |
1.2115 |
1.2140 |
1.2099 |
| S2 |
1.2082 |
1.2082 |
1.2130 |
|
| S3 |
1.1981 |
1.2014 |
1.2121 |
|
| S4 |
1.1880 |
1.1913 |
1.2093 |
|
|
| Weekly Pivots for week ending 16-Nov-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.3357 |
1.3156 |
1.2511 |
|
| R3 |
1.3050 |
1.2849 |
1.2426 |
|
| R2 |
1.2743 |
1.2743 |
1.2398 |
|
| R1 |
1.2542 |
1.2542 |
1.2370 |
1.2489 |
| PP |
1.2436 |
1.2436 |
1.2436 |
1.2409 |
| S1 |
1.2235 |
1.2235 |
1.2314 |
1.2182 |
| S2 |
1.2129 |
1.2129 |
1.2286 |
|
| S3 |
1.1822 |
1.1928 |
1.2258 |
|
| S4 |
1.1515 |
1.1621 |
1.2173 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1.2400 |
1.2149 |
0.0251 |
2.1% |
0.0041 |
0.3% |
0% |
False |
True |
33 |
| 10 |
1.2636 |
1.2149 |
0.0487 |
4.0% |
0.0043 |
0.4% |
0% |
False |
True |
18 |
| 20 |
1.2650 |
1.2149 |
0.0501 |
4.1% |
0.0037 |
0.3% |
0% |
False |
True |
13 |
| 40 |
1.2927 |
1.2149 |
0.0778 |
6.4% |
0.0022 |
0.2% |
0% |
False |
True |
8 |
| 60 |
1.2953 |
1.2149 |
0.0804 |
6.6% |
0.0016 |
0.1% |
0% |
False |
True |
6 |
| 80 |
1.2953 |
1.2149 |
0.0804 |
6.6% |
0.0013 |
0.1% |
0% |
False |
True |
5 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.2679 |
|
2.618 |
1.2514 |
|
1.618 |
1.2413 |
|
1.000 |
1.2351 |
|
0.618 |
1.2312 |
|
HIGH |
1.2250 |
|
0.618 |
1.2211 |
|
0.500 |
1.2200 |
|
0.382 |
1.2188 |
|
LOW |
1.2149 |
|
0.618 |
1.2087 |
|
1.000 |
1.2048 |
|
1.618 |
1.1986 |
|
2.618 |
1.1885 |
|
4.250 |
1.1720 |
|
|
| Fisher Pivots for day following 21-Nov-2012 |
| Pivot |
1 day |
3 day |
| R1 |
1.2200 |
1.2236 |
| PP |
1.2183 |
1.2207 |
| S1 |
1.2166 |
1.2178 |
|