CME Japanese Yen Future March 2013
| Trading Metrics calculated at close of trading on 14-Dec-2012 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
13-Dec-2012 |
14-Dec-2012 |
Change |
Change % |
Previous Week |
| Open |
1.2038 |
1.1966 |
-0.0072 |
-0.6% |
1.2128 |
| High |
1.2038 |
1.2011 |
-0.0027 |
-0.2% |
1.2188 |
| Low |
1.1960 |
1.1920 |
-0.0040 |
-0.3% |
1.1920 |
| Close |
1.1975 |
1.1992 |
0.0017 |
0.1% |
1.1992 |
| Range |
0.0078 |
0.0091 |
0.0013 |
16.7% |
0.0268 |
| ATR |
0.0080 |
0.0081 |
0.0001 |
0.9% |
0.0000 |
| Volume |
92,617 |
181,623 |
89,006 |
96.1% |
453,542 |
|
| Daily Pivots for day following 14-Dec-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.2247 |
1.2211 |
1.2042 |
|
| R3 |
1.2156 |
1.2120 |
1.2017 |
|
| R2 |
1.2065 |
1.2065 |
1.2009 |
|
| R1 |
1.2029 |
1.2029 |
1.2000 |
1.2047 |
| PP |
1.1974 |
1.1974 |
1.1974 |
1.1984 |
| S1 |
1.1938 |
1.1938 |
1.1984 |
1.1956 |
| S2 |
1.1883 |
1.1883 |
1.1975 |
|
| S3 |
1.1792 |
1.1847 |
1.1967 |
|
| S4 |
1.1701 |
1.1756 |
1.1942 |
|
|
| Weekly Pivots for week ending 14-Dec-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.2837 |
1.2683 |
1.2139 |
|
| R3 |
1.2569 |
1.2415 |
1.2066 |
|
| R2 |
1.2301 |
1.2301 |
1.2041 |
|
| R1 |
1.2147 |
1.2147 |
1.2017 |
1.2090 |
| PP |
1.2033 |
1.2033 |
1.2033 |
1.2005 |
| S1 |
1.1879 |
1.1879 |
1.1967 |
1.1822 |
| S2 |
1.1765 |
1.1765 |
1.1943 |
|
| S3 |
1.1497 |
1.1611 |
1.1918 |
|
| S4 |
1.1229 |
1.1343 |
1.1845 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1.2188 |
1.1920 |
0.0268 |
2.2% |
0.0080 |
0.7% |
27% |
False |
True |
90,708 |
| 10 |
1.2249 |
1.1920 |
0.0329 |
2.7% |
0.0080 |
0.7% |
22% |
False |
True |
50,539 |
| 20 |
1.2375 |
1.1920 |
0.0455 |
3.8% |
0.0083 |
0.7% |
16% |
False |
True |
25,902 |
| 40 |
1.2658 |
1.1920 |
0.0738 |
6.2% |
0.0076 |
0.6% |
10% |
False |
True |
13,007 |
| 60 |
1.2934 |
1.1920 |
0.1014 |
8.5% |
0.0064 |
0.5% |
7% |
False |
True |
8,681 |
| 80 |
1.2950 |
1.1920 |
0.1030 |
8.6% |
0.0056 |
0.5% |
7% |
False |
True |
6,517 |
| 100 |
1.2950 |
1.1920 |
0.1030 |
8.6% |
0.0047 |
0.4% |
7% |
False |
True |
5,214 |
| 120 |
1.2950 |
1.1920 |
0.1030 |
8.6% |
0.0041 |
0.3% |
7% |
False |
True |
4,345 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.2398 |
|
2.618 |
1.2249 |
|
1.618 |
1.2158 |
|
1.000 |
1.2102 |
|
0.618 |
1.2067 |
|
HIGH |
1.2011 |
|
0.618 |
1.1976 |
|
0.500 |
1.1966 |
|
0.382 |
1.1955 |
|
LOW |
1.1920 |
|
0.618 |
1.1864 |
|
1.000 |
1.1829 |
|
1.618 |
1.1773 |
|
2.618 |
1.1682 |
|
4.250 |
1.1533 |
|
|
| Fisher Pivots for day following 14-Dec-2012 |
| Pivot |
1 day |
3 day |
| R1 |
1.1983 |
1.2026 |
| PP |
1.1974 |
1.2015 |
| S1 |
1.1966 |
1.2003 |
|