CME Japanese Yen Future March 2013
| Trading Metrics calculated at close of trading on 13-Dec-2012 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
12-Dec-2012 |
13-Dec-2012 |
Change |
Change % |
Previous Week |
| Open |
1.2128 |
1.2038 |
-0.0090 |
-0.7% |
1.2148 |
| High |
1.2132 |
1.2038 |
-0.0094 |
-0.8% |
1.2249 |
| Low |
1.2015 |
1.1960 |
-0.0055 |
-0.5% |
1.2084 |
| Close |
1.2031 |
1.1975 |
-0.0056 |
-0.5% |
1.2149 |
| Range |
0.0117 |
0.0078 |
-0.0039 |
-33.3% |
0.0165 |
| ATR |
0.0081 |
0.0080 |
0.0000 |
-0.2% |
0.0000 |
| Volume |
94,248 |
92,617 |
-1,631 |
-1.7% |
51,854 |
|
| Daily Pivots for day following 13-Dec-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.2225 |
1.2178 |
1.2018 |
|
| R3 |
1.2147 |
1.2100 |
1.1996 |
|
| R2 |
1.2069 |
1.2069 |
1.1989 |
|
| R1 |
1.2022 |
1.2022 |
1.1982 |
1.2007 |
| PP |
1.1991 |
1.1991 |
1.1991 |
1.1983 |
| S1 |
1.1944 |
1.1944 |
1.1968 |
1.1929 |
| S2 |
1.1913 |
1.1913 |
1.1961 |
|
| S3 |
1.1835 |
1.1866 |
1.1954 |
|
| S4 |
1.1757 |
1.1788 |
1.1932 |
|
|
| 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 |
1.1960 |
0.0228 |
1.9% |
0.0081 |
0.7% |
7% |
False |
True |
57,402 |
| 10 |
1.2249 |
1.1960 |
0.0289 |
2.4% |
0.0080 |
0.7% |
5% |
False |
True |
32,621 |
| 20 |
1.2490 |
1.1960 |
0.0530 |
4.4% |
0.0088 |
0.7% |
3% |
False |
True |
16,850 |
| 40 |
1.2673 |
1.1960 |
0.0713 |
6.0% |
0.0075 |
0.6% |
2% |
False |
True |
8,466 |
| 60 |
1.2934 |
1.1960 |
0.0974 |
8.1% |
0.0062 |
0.5% |
2% |
False |
True |
5,656 |
| 80 |
1.2950 |
1.1960 |
0.0990 |
8.3% |
0.0057 |
0.5% |
2% |
False |
True |
4,246 |
| 100 |
1.2950 |
1.1960 |
0.0990 |
8.3% |
0.0046 |
0.4% |
2% |
False |
True |
3,398 |
| 120 |
1.2950 |
1.1960 |
0.0990 |
8.3% |
0.0041 |
0.3% |
2% |
False |
True |
2,832 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.2370 |
|
2.618 |
1.2242 |
|
1.618 |
1.2164 |
|
1.000 |
1.2116 |
|
0.618 |
1.2086 |
|
HIGH |
1.2038 |
|
0.618 |
1.2008 |
|
0.500 |
1.1999 |
|
0.382 |
1.1990 |
|
LOW |
1.1960 |
|
0.618 |
1.1912 |
|
1.000 |
1.1882 |
|
1.618 |
1.1834 |
|
2.618 |
1.1756 |
|
4.250 |
1.1629 |
|
|
| Fisher Pivots for day following 13-Dec-2012 |
| Pivot |
1 day |
3 day |
| R1 |
1.1999 |
1.2060 |
| PP |
1.1991 |
1.2032 |
| S1 |
1.1983 |
1.2003 |
|