CME Japanese Yen Future December 2012
| Trading Metrics calculated at close of trading on 07-Dec-2012 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
06-Dec-2012 |
07-Dec-2012 |
Change |
Change % |
Previous Week |
| Open |
1.2134 |
1.2133 |
-0.0001 |
0.0% |
1.2139 |
| High |
1.2166 |
1.2169 |
0.0003 |
0.0% |
1.2238 |
| Low |
1.2105 |
1.2073 |
-0.0032 |
-0.3% |
1.2073 |
| Close |
1.2142 |
1.2138 |
-0.0004 |
0.0% |
1.2138 |
| Range |
0.0061 |
0.0096 |
0.0035 |
57.4% |
0.0165 |
| ATR |
0.0087 |
0.0088 |
0.0001 |
0.7% |
0.0000 |
| Volume |
82,684 |
141,718 |
59,034 |
71.4% |
545,352 |
|
| Daily Pivots for day following 07-Dec-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.2415 |
1.2372 |
1.2191 |
|
| R3 |
1.2319 |
1.2276 |
1.2164 |
|
| R2 |
1.2223 |
1.2223 |
1.2156 |
|
| R1 |
1.2180 |
1.2180 |
1.2147 |
1.2202 |
| PP |
1.2127 |
1.2127 |
1.2127 |
1.2137 |
| S1 |
1.2084 |
1.2084 |
1.2129 |
1.2106 |
| S2 |
1.2031 |
1.2031 |
1.2120 |
|
| S3 |
1.1935 |
1.1988 |
1.2112 |
|
| S4 |
1.1839 |
1.1892 |
1.2085 |
|
|
| Weekly Pivots for week ending 07-Dec-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.2645 |
1.2556 |
1.2229 |
|
| R3 |
1.2480 |
1.2391 |
1.2183 |
|
| R2 |
1.2315 |
1.2315 |
1.2168 |
|
| R1 |
1.2226 |
1.2226 |
1.2153 |
1.2188 |
| PP |
1.2150 |
1.2150 |
1.2150 |
1.2131 |
| S1 |
1.2061 |
1.2061 |
1.2123 |
1.2023 |
| S2 |
1.1985 |
1.1985 |
1.2108 |
|
| S3 |
1.1820 |
1.1896 |
1.2093 |
|
| S4 |
1.1655 |
1.1731 |
1.2047 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1.2238 |
1.2073 |
0.0165 |
1.4% |
0.0082 |
0.7% |
39% |
False |
True |
109,070 |
| 10 |
1.2243 |
1.2073 |
0.0170 |
1.4% |
0.0081 |
0.7% |
38% |
False |
True |
106,484 |
| 20 |
1.2650 |
1.2073 |
0.0577 |
4.8% |
0.0092 |
0.8% |
11% |
False |
True |
107,000 |
| 40 |
1.2780 |
1.2073 |
0.0707 |
5.8% |
0.0086 |
0.7% |
9% |
False |
True |
99,238 |
| 60 |
1.2924 |
1.2073 |
0.0851 |
7.0% |
0.0084 |
0.7% |
8% |
False |
True |
93,232 |
| 80 |
1.2977 |
1.2073 |
0.0904 |
7.4% |
0.0079 |
0.7% |
7% |
False |
True |
73,250 |
| 100 |
1.2977 |
1.2073 |
0.0904 |
7.4% |
0.0075 |
0.6% |
7% |
False |
True |
58,629 |
| 120 |
1.2977 |
1.2073 |
0.0904 |
7.4% |
0.0073 |
0.6% |
7% |
False |
True |
48,865 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.2577 |
|
2.618 |
1.2420 |
|
1.618 |
1.2324 |
|
1.000 |
1.2265 |
|
0.618 |
1.2228 |
|
HIGH |
1.2169 |
|
0.618 |
1.2132 |
|
0.500 |
1.2121 |
|
0.382 |
1.2110 |
|
LOW |
1.2073 |
|
0.618 |
1.2014 |
|
1.000 |
1.1977 |
|
1.618 |
1.1918 |
|
2.618 |
1.1822 |
|
4.250 |
1.1665 |
|
|
| Fisher Pivots for day following 07-Dec-2012 |
| Pivot |
1 day |
3 day |
| R1 |
1.2132 |
1.2150 |
| PP |
1.2127 |
1.2146 |
| S1 |
1.2121 |
1.2142 |
|