CME Japanese Yen Future September 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 |
1.2306 |
1.2182 |
-0.0124 |
-1.0% |
1.2633 |
| High |
1.2306 |
1.2182 |
-0.0124 |
-1.0% |
1.2640 |
| Low |
1.2283 |
1.2164 |
-0.0119 |
-1.0% |
1.2325 |
| Close |
1.2283 |
1.2164 |
-0.0119 |
-1.0% |
1.2357 |
| Range |
0.0023 |
0.0018 |
-0.0005 |
-21.7% |
0.0315 |
| ATR |
0.0054 |
0.0059 |
0.0005 |
8.6% |
0.0000 |
| Volume |
3 |
4 |
1 |
33.3% |
28 |
|
| Daily Pivots for day following 21-Nov-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.2224 |
1.2212 |
1.2174 |
|
| R3 |
1.2206 |
1.2194 |
1.2169 |
|
| R2 |
1.2188 |
1.2188 |
1.2167 |
|
| R1 |
1.2176 |
1.2176 |
1.2166 |
1.2173 |
| PP |
1.2170 |
1.2170 |
1.2170 |
1.2169 |
| S1 |
1.2158 |
1.2158 |
1.2162 |
1.2155 |
| S2 |
1.2152 |
1.2152 |
1.2161 |
|
| S3 |
1.2134 |
1.2140 |
1.2159 |
|
| S4 |
1.2116 |
1.2122 |
1.2154 |
|
|
| 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 |
1.2259 |
|
2.618 |
1.2229 |
|
1.618 |
1.2211 |
|
1.000 |
1.2200 |
|
0.618 |
1.2193 |
|
HIGH |
1.2182 |
|
0.618 |
1.2175 |
|
0.500 |
1.2173 |
|
0.382 |
1.2171 |
|
LOW |
1.2164 |
|
0.618 |
1.2153 |
|
1.000 |
1.2146 |
|
1.618 |
1.2135 |
|
2.618 |
1.2117 |
|
4.250 |
1.2088 |
|
|
| Fisher Pivots for day following 21-Nov-2012 |
| Pivot |
1 day |
3 day |
| R1 |
1.2173 |
1.2262 |
| PP |
1.2170 |
1.2229 |
| S1 |
1.2167 |
1.2197 |
|