CME Japanese Yen Future March 2013
| Trading Metrics calculated at close of trading on 24-Dec-2012 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
21-Dec-2012 |
24-Dec-2012 |
Change |
Change % |
Previous Week |
| Open |
1.1862 |
1.1858 |
-0.0004 |
0.0% |
1.1900 |
| High |
1.1934 |
1.1882 |
-0.0052 |
-0.4% |
1.1992 |
| Low |
1.1850 |
1.1790 |
-0.0060 |
-0.5% |
1.1827 |
| Close |
1.1882 |
1.1804 |
-0.0078 |
-0.7% |
1.1882 |
| Range |
0.0084 |
0.0092 |
0.0008 |
9.5% |
0.0165 |
| ATR |
0.0081 |
0.0082 |
0.0001 |
1.0% |
0.0000 |
| Volume |
118,419 |
38,760 |
-79,659 |
-67.3% |
578,682 |
|
| Daily Pivots for day following 24-Dec-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.2101 |
1.2045 |
1.1855 |
|
| R3 |
1.2009 |
1.1953 |
1.1829 |
|
| R2 |
1.1917 |
1.1917 |
1.1821 |
|
| R1 |
1.1861 |
1.1861 |
1.1812 |
1.1843 |
| PP |
1.1825 |
1.1825 |
1.1825 |
1.1817 |
| S1 |
1.1769 |
1.1769 |
1.1796 |
1.1751 |
| S2 |
1.1733 |
1.1733 |
1.1787 |
|
| S3 |
1.1641 |
1.1677 |
1.1779 |
|
| S4 |
1.1549 |
1.1585 |
1.1753 |
|
|
| 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 |
1.1939 |
1.1790 |
0.0149 |
1.3% |
0.0077 |
0.6% |
9% |
False |
True |
99,751 |
| 10 |
1.2160 |
1.1790 |
0.0370 |
3.1% |
0.0082 |
0.7% |
4% |
False |
True |
104,411 |
| 20 |
1.2253 |
1.1790 |
0.0463 |
3.9% |
0.0079 |
0.7% |
3% |
False |
True |
56,545 |
| 40 |
1.2658 |
1.1790 |
0.0868 |
7.4% |
0.0081 |
0.7% |
2% |
False |
True |
28,432 |
| 60 |
1.2863 |
1.1790 |
0.1073 |
9.1% |
0.0069 |
0.6% |
1% |
False |
True |
18,968 |
| 80 |
1.2950 |
1.1790 |
0.1160 |
9.8% |
0.0062 |
0.5% |
1% |
False |
True |
14,233 |
| 100 |
1.2950 |
1.1790 |
0.1160 |
9.8% |
0.0052 |
0.4% |
1% |
False |
True |
11,388 |
| 120 |
1.2950 |
1.1790 |
0.1160 |
9.8% |
0.0044 |
0.4% |
1% |
False |
True |
9,491 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.2273 |
|
2.618 |
1.2123 |
|
1.618 |
1.2031 |
|
1.000 |
1.1974 |
|
0.618 |
1.1939 |
|
HIGH |
1.1882 |
|
0.618 |
1.1847 |
|
0.500 |
1.1836 |
|
0.382 |
1.1825 |
|
LOW |
1.1790 |
|
0.618 |
1.1733 |
|
1.000 |
1.1698 |
|
1.618 |
1.1641 |
|
2.618 |
1.1549 |
|
4.250 |
1.1399 |
|
|
| Fisher Pivots for day following 24-Dec-2012 |
| Pivot |
1 day |
3 day |
| R1 |
1.1836 |
1.1862 |
| PP |
1.1825 |
1.1843 |
| S1 |
1.1815 |
1.1823 |
|