CME Japanese Yen Future December 2012
| Trading Metrics calculated at close of trading on 03-Dec-2012 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
30-Nov-2012 |
03-Dec-2012 |
Change |
Change % |
Previous Week |
| Open |
1.2178 |
1.2139 |
-0.0039 |
-0.3% |
1.2140 |
| High |
1.2190 |
1.2197 |
0.0007 |
0.1% |
1.2243 |
| Low |
1.2086 |
1.2121 |
0.0035 |
0.3% |
1.2086 |
| Close |
1.2138 |
1.2163 |
0.0025 |
0.2% |
1.2138 |
| Range |
0.0104 |
0.0076 |
-0.0028 |
-26.9% |
0.0157 |
| ATR |
0.0090 |
0.0089 |
-0.0001 |
-1.1% |
0.0000 |
| Volume |
134,332 |
101,332 |
-33,000 |
-24.6% |
519,490 |
|
| Daily Pivots for day following 03-Dec-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.2388 |
1.2352 |
1.2205 |
|
| R3 |
1.2312 |
1.2276 |
1.2184 |
|
| R2 |
1.2236 |
1.2236 |
1.2177 |
|
| R1 |
1.2200 |
1.2200 |
1.2170 |
1.2218 |
| PP |
1.2160 |
1.2160 |
1.2160 |
1.2170 |
| S1 |
1.2124 |
1.2124 |
1.2156 |
1.2142 |
| S2 |
1.2084 |
1.2084 |
1.2149 |
|
| S3 |
1.2008 |
1.2048 |
1.2142 |
|
| S4 |
1.1932 |
1.1972 |
1.2121 |
|
|
| Weekly Pivots for week ending 30-Nov-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.2627 |
1.2539 |
1.2224 |
|
| R3 |
1.2470 |
1.2382 |
1.2181 |
|
| R2 |
1.2313 |
1.2313 |
1.2167 |
|
| R1 |
1.2225 |
1.2225 |
1.2152 |
1.2191 |
| PP |
1.2156 |
1.2156 |
1.2156 |
1.2138 |
| S1 |
1.2068 |
1.2068 |
1.2124 |
1.2034 |
| S2 |
1.1999 |
1.1999 |
1.2109 |
|
| S3 |
1.1842 |
1.1911 |
1.2095 |
|
| S4 |
1.1685 |
1.1754 |
1.2052 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1.2243 |
1.2086 |
0.0157 |
1.3% |
0.0075 |
0.6% |
49% |
False |
False |
104,452 |
| 10 |
1.2335 |
1.2074 |
0.0261 |
2.1% |
0.0089 |
0.7% |
34% |
False |
False |
107,256 |
| 20 |
1.2650 |
1.2074 |
0.0576 |
4.7% |
0.0093 |
0.8% |
15% |
False |
False |
104,333 |
| 40 |
1.2836 |
1.2074 |
0.0762 |
6.3% |
0.0085 |
0.7% |
12% |
False |
False |
94,922 |
| 60 |
1.2977 |
1.2074 |
0.0903 |
7.4% |
0.0083 |
0.7% |
10% |
False |
False |
89,371 |
| 80 |
1.2977 |
1.2074 |
0.0903 |
7.4% |
0.0078 |
0.6% |
10% |
False |
False |
67,710 |
| 100 |
1.2977 |
1.2074 |
0.0903 |
7.4% |
0.0074 |
0.6% |
10% |
False |
False |
54,191 |
| 120 |
1.2977 |
1.2074 |
0.0903 |
7.4% |
0.0072 |
0.6% |
10% |
False |
False |
45,167 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.2520 |
|
2.618 |
1.2396 |
|
1.618 |
1.2320 |
|
1.000 |
1.2273 |
|
0.618 |
1.2244 |
|
HIGH |
1.2197 |
|
0.618 |
1.2168 |
|
0.500 |
1.2159 |
|
0.382 |
1.2150 |
|
LOW |
1.2121 |
|
0.618 |
1.2074 |
|
1.000 |
1.2045 |
|
1.618 |
1.1998 |
|
2.618 |
1.1922 |
|
4.250 |
1.1798 |
|
|
| Fisher Pivots for day following 03-Dec-2012 |
| Pivot |
1 day |
3 day |
| R1 |
1.2162 |
1.2158 |
| PP |
1.2160 |
1.2153 |
| S1 |
1.2159 |
1.2148 |
|