CME Japanese Yen Future March 2013
| Trading Metrics calculated at close of trading on 21-Dec-2012 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
20-Dec-2012 |
21-Dec-2012 |
Change |
Change % |
Previous Week |
| Open |
1.1900 |
1.1862 |
-0.0038 |
-0.3% |
1.1900 |
| High |
1.1934 |
1.1934 |
0.0000 |
0.0% |
1.1992 |
| Low |
1.1848 |
1.1850 |
0.0002 |
0.0% |
1.1827 |
| Close |
1.1853 |
1.1882 |
0.0029 |
0.2% |
1.1882 |
| Range |
0.0086 |
0.0084 |
-0.0002 |
-2.3% |
0.0165 |
| ATR |
0.0081 |
0.0081 |
0.0000 |
0.3% |
0.0000 |
| Volume |
125,822 |
118,419 |
-7,403 |
-5.9% |
578,682 |
|
| Daily Pivots for day following 21-Dec-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.2141 |
1.2095 |
1.1928 |
|
| R3 |
1.2057 |
1.2011 |
1.1905 |
|
| R2 |
1.1973 |
1.1973 |
1.1897 |
|
| R1 |
1.1927 |
1.1927 |
1.1890 |
1.1950 |
| PP |
1.1889 |
1.1889 |
1.1889 |
1.1900 |
| S1 |
1.1843 |
1.1843 |
1.1874 |
1.1866 |
| S2 |
1.1805 |
1.1805 |
1.1867 |
|
| S3 |
1.1721 |
1.1759 |
1.1859 |
|
| S4 |
1.1637 |
1.1675 |
1.1836 |
|
|
| Weekly Pivots for week ending 21-Dec-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.2395 |
1.2304 |
1.1973 |
|
| R3 |
1.2230 |
1.2139 |
1.1927 |
|
| R2 |
1.2065 |
1.2065 |
1.1912 |
|
| R1 |
1.1974 |
1.1974 |
1.1897 |
1.1937 |
| PP |
1.1900 |
1.1900 |
1.1900 |
1.1882 |
| S1 |
1.1809 |
1.1809 |
1.1867 |
1.1772 |
| S2 |
1.1735 |
1.1735 |
1.1852 |
|
| S3 |
1.1570 |
1.1644 |
1.1837 |
|
| S4 |
1.1405 |
1.1479 |
1.1791 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1.1992 |
1.1827 |
0.0165 |
1.4% |
0.0080 |
0.7% |
33% |
False |
False |
115,736 |
| 10 |
1.2188 |
1.1827 |
0.0361 |
3.0% |
0.0080 |
0.7% |
15% |
False |
False |
103,222 |
| 20 |
1.2253 |
1.1827 |
0.0426 |
3.6% |
0.0079 |
0.7% |
13% |
False |
False |
54,699 |
| 40 |
1.2658 |
1.1827 |
0.0831 |
7.0% |
0.0082 |
0.7% |
7% |
False |
False |
27,465 |
| 60 |
1.2934 |
1.1827 |
0.1107 |
9.3% |
0.0069 |
0.6% |
5% |
False |
False |
18,323 |
| 80 |
1.2950 |
1.1827 |
0.1123 |
9.5% |
0.0061 |
0.5% |
5% |
False |
False |
13,749 |
| 100 |
1.2950 |
1.1827 |
0.1123 |
9.5% |
0.0051 |
0.4% |
5% |
False |
False |
11,001 |
| 120 |
1.2950 |
1.1827 |
0.1123 |
9.5% |
0.0044 |
0.4% |
5% |
False |
False |
9,168 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.2291 |
|
2.618 |
1.2154 |
|
1.618 |
1.2070 |
|
1.000 |
1.2018 |
|
0.618 |
1.1986 |
|
HIGH |
1.1934 |
|
0.618 |
1.1902 |
|
0.500 |
1.1892 |
|
0.382 |
1.1882 |
|
LOW |
1.1850 |
|
0.618 |
1.1798 |
|
1.000 |
1.1766 |
|
1.618 |
1.1714 |
|
2.618 |
1.1630 |
|
4.250 |
1.1493 |
|
|
| Fisher Pivots for day following 21-Dec-2012 |
| Pivot |
1 day |
3 day |
| R1 |
1.1892 |
1.1882 |
| PP |
1.1889 |
1.1881 |
| S1 |
1.1885 |
1.1881 |
|