CME Japanese Yen Future March 2013
| Trading Metrics calculated at close of trading on 04-Dec-2012 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
03-Dec-2012 |
04-Dec-2012 |
Change |
Change % |
Previous Week |
| Open |
1.2148 |
1.2177 |
0.0029 |
0.2% |
1.2154 |
| High |
1.2206 |
1.2249 |
0.0043 |
0.4% |
1.2253 |
| Low |
1.2134 |
1.2177 |
0.0043 |
0.4% |
1.2098 |
| Close |
1.2174 |
1.2231 |
0.0057 |
0.5% |
1.2149 |
| Range |
0.0072 |
0.0072 |
0.0000 |
0.0% |
0.0155 |
| ATR |
0.0081 |
0.0080 |
0.0000 |
-0.5% |
0.0000 |
| Volume |
7,068 |
7,232 |
164 |
2.3% |
9,915 |
|
| Daily Pivots for day following 04-Dec-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.2435 |
1.2405 |
1.2271 |
|
| R3 |
1.2363 |
1.2333 |
1.2251 |
|
| R2 |
1.2291 |
1.2291 |
1.2244 |
|
| R1 |
1.2261 |
1.2261 |
1.2238 |
1.2276 |
| PP |
1.2219 |
1.2219 |
1.2219 |
1.2227 |
| S1 |
1.2189 |
1.2189 |
1.2224 |
1.2204 |
| S2 |
1.2147 |
1.2147 |
1.2218 |
|
| S3 |
1.2075 |
1.2117 |
1.2211 |
|
| S4 |
1.2003 |
1.2045 |
1.2191 |
|
|
| Weekly Pivots for week ending 30-Nov-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.2632 |
1.2545 |
1.2234 |
|
| R3 |
1.2477 |
1.2390 |
1.2192 |
|
| R2 |
1.2322 |
1.2322 |
1.2177 |
|
| R1 |
1.2235 |
1.2235 |
1.2163 |
1.2201 |
| PP |
1.2167 |
1.2167 |
1.2167 |
1.2150 |
| S1 |
1.2080 |
1.2080 |
1.2135 |
1.2046 |
| S2 |
1.2012 |
1.2012 |
1.2121 |
|
| S3 |
1.1857 |
1.1925 |
1.2106 |
|
| S4 |
1.1702 |
1.1770 |
1.2064 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1.2253 |
1.2098 |
0.0155 |
1.3% |
0.0072 |
0.6% |
86% |
False |
False |
4,276 |
| 10 |
1.2338 |
1.2088 |
0.0250 |
2.0% |
0.0086 |
0.7% |
57% |
False |
False |
2,606 |
| 20 |
1.2658 |
1.2088 |
0.0570 |
4.7% |
0.0087 |
0.7% |
25% |
False |
False |
1,417 |
| 40 |
1.2830 |
1.2088 |
0.0742 |
6.1% |
0.0067 |
0.5% |
19% |
False |
False |
735 |
| 60 |
1.2950 |
1.2088 |
0.0862 |
7.0% |
0.0061 |
0.5% |
17% |
False |
False |
501 |
| 80 |
1.2950 |
1.2088 |
0.0862 |
7.0% |
0.0050 |
0.4% |
17% |
False |
False |
378 |
| 100 |
1.2950 |
1.2088 |
0.0862 |
7.0% |
0.0041 |
0.3% |
17% |
False |
False |
303 |
| 120 |
1.2950 |
1.2088 |
0.0862 |
7.0% |
0.0038 |
0.3% |
17% |
False |
False |
253 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.2555 |
|
2.618 |
1.2437 |
|
1.618 |
1.2365 |
|
1.000 |
1.2321 |
|
0.618 |
1.2293 |
|
HIGH |
1.2249 |
|
0.618 |
1.2221 |
|
0.500 |
1.2213 |
|
0.382 |
1.2205 |
|
LOW |
1.2177 |
|
0.618 |
1.2133 |
|
1.000 |
1.2105 |
|
1.618 |
1.2061 |
|
2.618 |
1.1989 |
|
4.250 |
1.1871 |
|
|
| Fisher Pivots for day following 04-Dec-2012 |
| Pivot |
1 day |
3 day |
| R1 |
1.2225 |
1.2212 |
| PP |
1.2219 |
1.2193 |
| S1 |
1.2213 |
1.2174 |
|