CME Japanese Yen Future December 2012
| Trading Metrics calculated at close of trading on 06-Dec-2012 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
05-Dec-2012 |
06-Dec-2012 |
Change |
Change % |
Previous Week |
| Open |
1.2210 |
1.2134 |
-0.0076 |
-0.6% |
1.2140 |
| High |
1.2226 |
1.2166 |
-0.0060 |
-0.5% |
1.2243 |
| Low |
1.2124 |
1.2105 |
-0.0019 |
-0.2% |
1.2086 |
| Close |
1.2147 |
1.2142 |
-0.0005 |
0.0% |
1.2138 |
| Range |
0.0102 |
0.0061 |
-0.0041 |
-40.2% |
0.0157 |
| ATR |
0.0089 |
0.0087 |
-0.0002 |
-2.2% |
0.0000 |
| Volume |
125,143 |
82,684 |
-42,459 |
-33.9% |
519,490 |
|
| Daily Pivots for day following 06-Dec-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.2321 |
1.2292 |
1.2176 |
|
| R3 |
1.2260 |
1.2231 |
1.2159 |
|
| R2 |
1.2199 |
1.2199 |
1.2153 |
|
| R1 |
1.2170 |
1.2170 |
1.2148 |
1.2185 |
| PP |
1.2138 |
1.2138 |
1.2138 |
1.2145 |
| S1 |
1.2109 |
1.2109 |
1.2136 |
1.2124 |
| S2 |
1.2077 |
1.2077 |
1.2131 |
|
| S3 |
1.2016 |
1.2048 |
1.2125 |
|
| S4 |
1.1955 |
1.1987 |
1.2108 |
|
|
| 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% |
0.0084 |
0.7% |
37% |
False |
False |
107,593 |
| 10 |
1.2243 |
1.2074 |
0.0169 |
1.4% |
0.0083 |
0.7% |
40% |
False |
False |
106,220 |
| 20 |
1.2650 |
1.2074 |
0.0576 |
4.7% |
0.0093 |
0.8% |
12% |
False |
False |
105,318 |
| 40 |
1.2836 |
1.2074 |
0.0762 |
6.3% |
0.0086 |
0.7% |
9% |
False |
False |
98,047 |
| 60 |
1.2977 |
1.2074 |
0.0903 |
7.4% |
0.0084 |
0.7% |
8% |
False |
False |
92,372 |
| 80 |
1.2977 |
1.2074 |
0.0903 |
7.4% |
0.0079 |
0.6% |
8% |
False |
False |
71,482 |
| 100 |
1.2977 |
1.2074 |
0.0903 |
7.4% |
0.0075 |
0.6% |
8% |
False |
False |
57,212 |
| 120 |
1.2977 |
1.2074 |
0.0903 |
7.4% |
0.0073 |
0.6% |
8% |
False |
False |
47,684 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.2425 |
|
2.618 |
1.2326 |
|
1.618 |
1.2265 |
|
1.000 |
1.2227 |
|
0.618 |
1.2204 |
|
HIGH |
1.2166 |
|
0.618 |
1.2143 |
|
0.500 |
1.2136 |
|
0.382 |
1.2128 |
|
LOW |
1.2105 |
|
0.618 |
1.2067 |
|
1.000 |
1.2044 |
|
1.618 |
1.2006 |
|
2.618 |
1.1945 |
|
4.250 |
1.1846 |
|
|
| Fisher Pivots for day following 06-Dec-2012 |
| Pivot |
1 day |
3 day |
| R1 |
1.2140 |
1.2172 |
| PP |
1.2138 |
1.2162 |
| S1 |
1.2136 |
1.2152 |
|