CME Japanese Yen Future March 2013
| Trading Metrics calculated at close of trading on 12-Dec-2012 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
11-Dec-2012 |
12-Dec-2012 |
Change |
Change % |
Previous Week |
| Open |
1.2154 |
1.2128 |
-0.0026 |
-0.2% |
1.2148 |
| High |
1.2160 |
1.2132 |
-0.0028 |
-0.2% |
1.2249 |
| Low |
1.2121 |
1.2015 |
-0.0106 |
-0.9% |
1.2084 |
| Close |
1.2132 |
1.2031 |
-0.0101 |
-0.8% |
1.2149 |
| Range |
0.0039 |
0.0117 |
0.0078 |
200.0% |
0.0165 |
| ATR |
0.0078 |
0.0081 |
0.0003 |
3.6% |
0.0000 |
| Volume |
58,187 |
94,248 |
36,061 |
62.0% |
51,854 |
|
| Daily Pivots for day following 12-Dec-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.2410 |
1.2338 |
1.2095 |
|
| R3 |
1.2293 |
1.2221 |
1.2063 |
|
| R2 |
1.2176 |
1.2176 |
1.2052 |
|
| R1 |
1.2104 |
1.2104 |
1.2042 |
1.2082 |
| PP |
1.2059 |
1.2059 |
1.2059 |
1.2048 |
| S1 |
1.1987 |
1.1987 |
1.2020 |
1.1965 |
| S2 |
1.1942 |
1.1942 |
1.2010 |
|
| S3 |
1.1825 |
1.1870 |
1.1999 |
|
| S4 |
1.1708 |
1.1753 |
1.1967 |
|
|
| 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 |
1.2188 |
1.2015 |
0.0173 |
1.4% |
0.0077 |
0.6% |
9% |
False |
True |
40,045 |
| 10 |
1.2249 |
1.2015 |
0.0234 |
1.9% |
0.0077 |
0.6% |
7% |
False |
True |
23,733 |
| 20 |
1.2601 |
1.2015 |
0.0586 |
4.9% |
0.0091 |
0.8% |
3% |
False |
True |
12,226 |
| 40 |
1.2727 |
1.2015 |
0.0712 |
5.9% |
0.0075 |
0.6% |
2% |
False |
True |
6,152 |
| 60 |
1.2934 |
1.2015 |
0.0919 |
7.6% |
0.0064 |
0.5% |
2% |
False |
True |
4,114 |
| 80 |
1.2950 |
1.2015 |
0.0935 |
7.8% |
0.0056 |
0.5% |
2% |
False |
True |
3,089 |
| 100 |
1.2950 |
1.2015 |
0.0935 |
7.8% |
0.0046 |
0.4% |
2% |
False |
True |
2,472 |
| 120 |
1.2950 |
1.2015 |
0.0935 |
7.8% |
0.0040 |
0.3% |
2% |
False |
True |
2,060 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.2629 |
|
2.618 |
1.2438 |
|
1.618 |
1.2321 |
|
1.000 |
1.2249 |
|
0.618 |
1.2204 |
|
HIGH |
1.2132 |
|
0.618 |
1.2087 |
|
0.500 |
1.2074 |
|
0.382 |
1.2060 |
|
LOW |
1.2015 |
|
0.618 |
1.1943 |
|
1.000 |
1.1898 |
|
1.618 |
1.1826 |
|
2.618 |
1.1709 |
|
4.250 |
1.1518 |
|
|
| Fisher Pivots for day following 12-Dec-2012 |
| Pivot |
1 day |
3 day |
| R1 |
1.2074 |
1.2102 |
| PP |
1.2059 |
1.2078 |
| S1 |
1.2045 |
1.2055 |
|