CME Japanese Yen Future June 2013
| Trading Metrics calculated at close of trading on 07-Dec-2012 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
06-Dec-2012 |
07-Dec-2012 |
Change |
Change % |
Previous Week |
| Open |
1.2165 |
1.2140 |
-0.0025 |
-0.2% |
1.2187 |
| High |
1.2165 |
1.2166 |
0.0001 |
0.0% |
1.2242 |
| Low |
1.2165 |
1.2140 |
-0.0025 |
-0.2% |
1.2140 |
| Close |
1.2165 |
1.2160 |
-0.0005 |
0.0% |
1.2160 |
| Range |
0.0000 |
0.0026 |
0.0026 |
|
0.0102 |
| ATR |
0.0047 |
0.0045 |
-0.0001 |
-3.2% |
0.0000 |
| Volume |
4 |
4 |
0 |
0.0% |
13 |
|
| Daily Pivots for day following 07-Dec-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.2233 |
1.2223 |
1.2174 |
|
| R3 |
1.2207 |
1.2197 |
1.2167 |
|
| R2 |
1.2181 |
1.2181 |
1.2165 |
|
| R1 |
1.2171 |
1.2171 |
1.2162 |
1.2176 |
| PP |
1.2155 |
1.2155 |
1.2155 |
1.2158 |
| S1 |
1.2145 |
1.2145 |
1.2158 |
1.2150 |
| S2 |
1.2129 |
1.2129 |
1.2155 |
|
| S3 |
1.2103 |
1.2119 |
1.2153 |
|
| S4 |
1.2077 |
1.2093 |
1.2146 |
|
|
| Weekly Pivots for week ending 07-Dec-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.2487 |
1.2425 |
1.2216 |
|
| R3 |
1.2385 |
1.2323 |
1.2188 |
|
| R2 |
1.2283 |
1.2283 |
1.2179 |
|
| R1 |
1.2221 |
1.2221 |
1.2169 |
1.2201 |
| PP |
1.2181 |
1.2181 |
1.2181 |
1.2171 |
| S1 |
1.2119 |
1.2119 |
1.2151 |
1.2099 |
| S2 |
1.2079 |
1.2079 |
1.2141 |
|
| S3 |
1.1977 |
1.2017 |
1.2132 |
|
| S4 |
1.1875 |
1.1915 |
1.2104 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1.2242 |
1.2140 |
0.0102 |
0.8% |
0.0021 |
0.2% |
20% |
False |
True |
2 |
| 10 |
1.2242 |
1.2140 |
0.0102 |
0.8% |
0.0014 |
0.1% |
20% |
False |
True |
2 |
| 20 |
1.2636 |
1.2140 |
0.0496 |
4.1% |
0.0025 |
0.2% |
4% |
False |
True |
10 |
| 40 |
1.2799 |
1.2140 |
0.0659 |
5.4% |
0.0024 |
0.2% |
3% |
False |
True |
8 |
| 60 |
1.2927 |
1.2140 |
0.0787 |
6.5% |
0.0019 |
0.2% |
3% |
False |
True |
6 |
| 80 |
1.2953 |
1.2140 |
0.0813 |
6.7% |
0.0015 |
0.1% |
2% |
False |
True |
5 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.2277 |
|
2.618 |
1.2234 |
|
1.618 |
1.2208 |
|
1.000 |
1.2192 |
|
0.618 |
1.2182 |
|
HIGH |
1.2166 |
|
0.618 |
1.2156 |
|
0.500 |
1.2153 |
|
0.382 |
1.2150 |
|
LOW |
1.2140 |
|
0.618 |
1.2124 |
|
1.000 |
1.2114 |
|
1.618 |
1.2098 |
|
2.618 |
1.2072 |
|
4.250 |
1.2030 |
|
|
| Fisher Pivots for day following 07-Dec-2012 |
| Pivot |
1 day |
3 day |
| R1 |
1.2158 |
1.2185 |
| PP |
1.2155 |
1.2176 |
| S1 |
1.2153 |
1.2168 |
|