CME Japanese Yen Future December 2012
| Trading Metrics calculated at close of trading on 05-Dec-2012 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
04-Dec-2012 |
05-Dec-2012 |
Change |
Change % |
Previous Week |
| Open |
1.2169 |
1.2210 |
0.0041 |
0.3% |
1.2140 |
| High |
1.2238 |
1.2226 |
-0.0012 |
-0.1% |
1.2243 |
| Low |
1.2163 |
1.2124 |
-0.0039 |
-0.3% |
1.2086 |
| Close |
1.2220 |
1.2147 |
-0.0073 |
-0.6% |
1.2138 |
| Range |
0.0075 |
0.0102 |
0.0027 |
36.0% |
0.0157 |
| ATR |
0.0088 |
0.0089 |
0.0001 |
1.1% |
0.0000 |
| Volume |
94,475 |
125,143 |
30,668 |
32.5% |
519,490 |
|
| Daily Pivots for day following 05-Dec-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.2472 |
1.2411 |
1.2203 |
|
| R3 |
1.2370 |
1.2309 |
1.2175 |
|
| R2 |
1.2268 |
1.2268 |
1.2166 |
|
| R1 |
1.2207 |
1.2207 |
1.2156 |
1.2187 |
| PP |
1.2166 |
1.2166 |
1.2166 |
1.2155 |
| S1 |
1.2105 |
1.2105 |
1.2138 |
1.2085 |
| S2 |
1.2064 |
1.2064 |
1.2128 |
|
| S3 |
1.1962 |
1.2003 |
1.2119 |
|
| S4 |
1.1860 |
1.1901 |
1.2091 |
|
|
| 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 |
1.2238 |
1.2086 |
0.0152 |
1.3% |
0.0081 |
0.7% |
40% |
False |
False |
110,450 |
| 10 |
1.2249 |
1.2074 |
0.0175 |
1.4% |
0.0090 |
0.7% |
42% |
False |
False |
110,450 |
| 20 |
1.2650 |
1.2074 |
0.0576 |
4.7% |
0.0095 |
0.8% |
13% |
False |
False |
108,695 |
| 40 |
1.2836 |
1.2074 |
0.0762 |
6.3% |
0.0086 |
0.7% |
10% |
False |
False |
97,335 |
| 60 |
1.2977 |
1.2074 |
0.0903 |
7.4% |
0.0084 |
0.7% |
8% |
False |
False |
91,827 |
| 80 |
1.2977 |
1.2074 |
0.0903 |
7.4% |
0.0079 |
0.6% |
8% |
False |
False |
70,450 |
| 100 |
1.2977 |
1.2074 |
0.0903 |
7.4% |
0.0075 |
0.6% |
8% |
False |
False |
56,386 |
| 120 |
1.2977 |
1.2074 |
0.0903 |
7.4% |
0.0072 |
0.6% |
8% |
False |
False |
46,996 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.2660 |
|
2.618 |
1.2493 |
|
1.618 |
1.2391 |
|
1.000 |
1.2328 |
|
0.618 |
1.2289 |
|
HIGH |
1.2226 |
|
0.618 |
1.2187 |
|
0.500 |
1.2175 |
|
0.382 |
1.2163 |
|
LOW |
1.2124 |
|
0.618 |
1.2061 |
|
1.000 |
1.2022 |
|
1.618 |
1.1959 |
|
2.618 |
1.1857 |
|
4.250 |
1.1691 |
|
|
| Fisher Pivots for day following 05-Dec-2012 |
| Pivot |
1 day |
3 day |
| R1 |
1.2175 |
1.2180 |
| PP |
1.2166 |
1.2169 |
| S1 |
1.2156 |
1.2158 |
|