CME Japanese Yen Future June 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 |
1.2238 |
1.2200 |
-0.0038 |
-0.3% |
1.2322 |
High |
1.2238 |
1.2203 |
-0.0035 |
-0.3% |
1.2322 |
Low |
1.2234 |
1.2200 |
-0.0034 |
-0.3% |
1.2149 |
Close |
1.2234 |
1.2203 |
-0.0031 |
-0.3% |
1.2165 |
Range |
0.0004 |
0.0003 |
-0.0001 |
-25.0% |
0.0173 |
ATR |
0.0051 |
0.0050 |
-0.0001 |
-2.4% |
0.0000 |
Volume |
1 |
2 |
1 |
100.0% |
171 |
|
Daily Pivots for day following 29-Nov-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1.2211 |
1.2210 |
1.2205 |
|
R3 |
1.2208 |
1.2207 |
1.2204 |
|
R2 |
1.2205 |
1.2205 |
1.2204 |
|
R1 |
1.2204 |
1.2204 |
1.2203 |
1.2205 |
PP |
1.2202 |
1.2202 |
1.2202 |
1.2202 |
S1 |
1.2201 |
1.2201 |
1.2203 |
1.2202 |
S2 |
1.2199 |
1.2199 |
1.2202 |
|
S3 |
1.2196 |
1.2198 |
1.2202 |
|
S4 |
1.2193 |
1.2195 |
1.2201 |
|
|
Weekly Pivots for week ending 23-Nov-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1.2731 |
1.2621 |
1.2260 |
|
R3 |
1.2558 |
1.2448 |
1.2213 |
|
R2 |
1.2385 |
1.2385 |
1.2197 |
|
R1 |
1.2275 |
1.2275 |
1.2181 |
1.2244 |
PP |
1.2212 |
1.2212 |
1.2212 |
1.2196 |
S1 |
1.2102 |
1.2102 |
1.2149 |
1.2071 |
S2 |
1.2039 |
1.2039 |
1.2133 |
|
S3 |
1.1866 |
1.1929 |
1.2117 |
|
S4 |
1.1693 |
1.1756 |
1.2070 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
1.2238 |
1.2165 |
0.0073 |
0.6% |
0.0010 |
0.1% |
52% |
False |
False |
2 |
10 |
1.2400 |
1.2149 |
0.0251 |
2.1% |
0.0026 |
0.2% |
22% |
False |
False |
18 |
20 |
1.2636 |
1.2149 |
0.0487 |
4.0% |
0.0030 |
0.2% |
11% |
False |
False |
12 |
40 |
1.2827 |
1.2149 |
0.0678 |
5.6% |
0.0021 |
0.2% |
8% |
False |
False |
8 |
60 |
1.2953 |
1.2149 |
0.0804 |
6.6% |
0.0017 |
0.1% |
7% |
False |
False |
6 |
80 |
1.2953 |
1.2149 |
0.0804 |
6.6% |
0.0014 |
0.1% |
7% |
False |
False |
5 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
1.2216 |
2.618 |
1.2211 |
1.618 |
1.2208 |
1.000 |
1.2206 |
0.618 |
1.2205 |
HIGH |
1.2203 |
0.618 |
1.2202 |
0.500 |
1.2202 |
0.382 |
1.2201 |
LOW |
1.2200 |
0.618 |
1.2198 |
1.000 |
1.2197 |
1.618 |
1.2195 |
2.618 |
1.2192 |
4.250 |
1.2187 |
|
|
Fisher Pivots for day following 29-Nov-2012 |
Pivot |
1 day |
3 day |
R1 |
1.2203 |
1.2210 |
PP |
1.2202 |
1.2208 |
S1 |
1.2202 |
1.2205 |
|