CME Japanese Yen Future September 2013
| Trading Metrics calculated at close of trading on 20-Nov-2012 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
19-Nov-2012 |
20-Nov-2012 |
Change |
Change % |
Previous Week |
| Open |
1.2294 |
1.2306 |
0.0012 |
0.1% |
1.2633 |
| High |
1.2360 |
1.2306 |
-0.0054 |
-0.4% |
1.2640 |
| Low |
1.2294 |
1.2283 |
-0.0011 |
-0.1% |
1.2325 |
| Close |
1.2338 |
1.2283 |
-0.0055 |
-0.4% |
1.2357 |
| Range |
0.0066 |
0.0023 |
-0.0043 |
-65.2% |
0.0315 |
| ATR |
0.0054 |
0.0054 |
0.0000 |
0.2% |
0.0000 |
| Volume |
4 |
3 |
-1 |
-25.0% |
28 |
|
| Daily Pivots for day following 20-Nov-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.2360 |
1.2344 |
1.2296 |
|
| R3 |
1.2337 |
1.2321 |
1.2289 |
|
| R2 |
1.2314 |
1.2314 |
1.2287 |
|
| R1 |
1.2298 |
1.2298 |
1.2285 |
1.2295 |
| PP |
1.2291 |
1.2291 |
1.2291 |
1.2289 |
| S1 |
1.2275 |
1.2275 |
1.2281 |
1.2272 |
| S2 |
1.2268 |
1.2268 |
1.2279 |
|
| S3 |
1.2245 |
1.2252 |
1.2277 |
|
| S4 |
1.2222 |
1.2229 |
1.2270 |
|
|
| Weekly Pivots for week ending 16-Nov-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.3386 |
1.3186 |
1.2530 |
|
| R3 |
1.3071 |
1.2871 |
1.2444 |
|
| R2 |
1.2756 |
1.2756 |
1.2415 |
|
| R1 |
1.2556 |
1.2556 |
1.2386 |
1.2499 |
| PP |
1.2441 |
1.2441 |
1.2441 |
1.2412 |
| S1 |
1.2241 |
1.2241 |
1.2328 |
1.2184 |
| S2 |
1.2126 |
1.2126 |
1.2299 |
|
| S3 |
1.1811 |
1.1926 |
1.2270 |
|
| S4 |
1.1496 |
1.1611 |
1.2184 |
|
|
|
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.2404 |
|
2.618 |
1.2366 |
|
1.618 |
1.2343 |
|
1.000 |
1.2329 |
|
0.618 |
1.2320 |
|
HIGH |
1.2306 |
|
0.618 |
1.2297 |
|
0.500 |
1.2295 |
|
0.382 |
1.2292 |
|
LOW |
1.2283 |
|
0.618 |
1.2269 |
|
1.000 |
1.2260 |
|
1.618 |
1.2246 |
|
2.618 |
1.2223 |
|
4.250 |
1.2185 |
|
|
| Fisher Pivots for day following 20-Nov-2012 |
| Pivot |
1 day |
3 day |
| R1 |
1.2295 |
1.2322 |
| PP |
1.2291 |
1.2309 |
| S1 |
1.2287 |
1.2296 |
|