CME Japanese Yen Future March 2013
| Trading Metrics calculated at close of trading on 10-Dec-2012 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
07-Dec-2012 |
10-Dec-2012 |
Change |
Change % |
Previous Week |
| Open |
1.2146 |
1.2128 |
-0.0018 |
-0.1% |
1.2148 |
| High |
1.2180 |
1.2188 |
0.0008 |
0.1% |
1.2249 |
| Low |
1.2084 |
1.2112 |
0.0028 |
0.2% |
1.2084 |
| Close |
1.2149 |
1.2157 |
0.0008 |
0.1% |
1.2149 |
| Range |
0.0096 |
0.0076 |
-0.0020 |
-20.8% |
0.0165 |
| ATR |
0.0081 |
0.0081 |
0.0000 |
-0.4% |
0.0000 |
| Volume |
15,091 |
26,867 |
11,776 |
78.0% |
51,854 |
|
| Daily Pivots for day following 10-Dec-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.2380 |
1.2345 |
1.2199 |
|
| R3 |
1.2304 |
1.2269 |
1.2178 |
|
| R2 |
1.2228 |
1.2228 |
1.2171 |
|
| R1 |
1.2193 |
1.2193 |
1.2164 |
1.2211 |
| PP |
1.2152 |
1.2152 |
1.2152 |
1.2161 |
| S1 |
1.2117 |
1.2117 |
1.2150 |
1.2135 |
| S2 |
1.2076 |
1.2076 |
1.2143 |
|
| S3 |
1.2000 |
1.2041 |
1.2136 |
|
| S4 |
1.1924 |
1.1965 |
1.2115 |
|
|
| Weekly Pivots for week ending 07-Dec-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.2656 |
1.2567 |
1.2240 |
|
| R3 |
1.2491 |
1.2402 |
1.2194 |
|
| R2 |
1.2326 |
1.2326 |
1.2179 |
|
| R1 |
1.2237 |
1.2237 |
1.2164 |
1.2282 |
| PP |
1.2161 |
1.2161 |
1.2161 |
1.2183 |
| S1 |
1.2072 |
1.2072 |
1.2134 |
1.2117 |
| S2 |
1.1996 |
1.1996 |
1.2119 |
|
| S3 |
1.1831 |
1.1907 |
1.2104 |
|
| S4 |
1.1666 |
1.1742 |
1.2058 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1.2249 |
1.2084 |
0.0165 |
1.4% |
0.0080 |
0.7% |
44% |
False |
False |
14,330 |
| 10 |
1.2253 |
1.2084 |
0.0169 |
1.4% |
0.0076 |
0.6% |
43% |
False |
False |
8,679 |
| 20 |
1.2630 |
1.2084 |
0.0546 |
4.5% |
0.0087 |
0.7% |
13% |
False |
False |
4,617 |
| 40 |
1.2729 |
1.2084 |
0.0645 |
5.3% |
0.0072 |
0.6% |
11% |
False |
False |
2,344 |
| 60 |
1.2934 |
1.2084 |
0.0850 |
7.0% |
0.0063 |
0.5% |
9% |
False |
False |
1,573 |
| 80 |
1.2950 |
1.2084 |
0.0866 |
7.1% |
0.0054 |
0.4% |
8% |
False |
False |
1,183 |
| 100 |
1.2950 |
1.2084 |
0.0866 |
7.1% |
0.0044 |
0.4% |
8% |
False |
False |
947 |
| 120 |
1.2950 |
1.2084 |
0.0866 |
7.1% |
0.0040 |
0.3% |
8% |
False |
False |
790 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.2511 |
|
2.618 |
1.2387 |
|
1.618 |
1.2311 |
|
1.000 |
1.2264 |
|
0.618 |
1.2235 |
|
HIGH |
1.2188 |
|
0.618 |
1.2159 |
|
0.500 |
1.2150 |
|
0.382 |
1.2141 |
|
LOW |
1.2112 |
|
0.618 |
1.2065 |
|
1.000 |
1.2036 |
|
1.618 |
1.1989 |
|
2.618 |
1.1913 |
|
4.250 |
1.1789 |
|
|
| Fisher Pivots for day following 10-Dec-2012 |
| Pivot |
1 day |
3 day |
| R1 |
1.2155 |
1.2150 |
| PP |
1.2152 |
1.2143 |
| S1 |
1.2150 |
1.2136 |
|