CME Japanese Yen Future June 2013
| Trading Metrics calculated at close of trading on 11-Dec-2012 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
10-Dec-2012 |
11-Dec-2012 |
Change |
Change % |
Previous Week |
| Open |
1.2121 |
1.2167 |
0.0046 |
0.4% |
1.2187 |
| High |
1.2180 |
1.2167 |
-0.0013 |
-0.1% |
1.2242 |
| Low |
1.2121 |
1.2133 |
0.0012 |
0.1% |
1.2140 |
| Close |
1.2168 |
1.2143 |
-0.0025 |
-0.2% |
1.2160 |
| Range |
0.0059 |
0.0034 |
-0.0025 |
-42.4% |
0.0102 |
| ATR |
0.0046 |
0.0046 |
-0.0001 |
-1.8% |
0.0000 |
| Volume |
6 |
16 |
10 |
166.7% |
13 |
|
| Daily Pivots for day following 11-Dec-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.2250 |
1.2230 |
1.2162 |
|
| R3 |
1.2216 |
1.2196 |
1.2152 |
|
| R2 |
1.2182 |
1.2182 |
1.2149 |
|
| R1 |
1.2162 |
1.2162 |
1.2146 |
1.2155 |
| PP |
1.2148 |
1.2148 |
1.2148 |
1.2144 |
| S1 |
1.2128 |
1.2128 |
1.2140 |
1.2121 |
| S2 |
1.2114 |
1.2114 |
1.2137 |
|
| S3 |
1.2080 |
1.2094 |
1.2134 |
|
| S4 |
1.2046 |
1.2060 |
1.2124 |
|
|
| 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 |
1.2229 |
1.2121 |
0.0108 |
0.9% |
0.0036 |
0.3% |
20% |
False |
False |
6 |
| 10 |
1.2242 |
1.2121 |
0.0121 |
1.0% |
0.0020 |
0.2% |
18% |
False |
False |
3 |
| 20 |
1.2636 |
1.2121 |
0.0515 |
4.2% |
0.0028 |
0.2% |
4% |
False |
False |
11 |
| 40 |
1.2706 |
1.2121 |
0.0585 |
4.8% |
0.0025 |
0.2% |
4% |
False |
False |
8 |
| 60 |
1.2927 |
1.2121 |
0.0806 |
6.6% |
0.0020 |
0.2% |
3% |
False |
False |
6 |
| 80 |
1.2953 |
1.2121 |
0.0832 |
6.9% |
0.0016 |
0.1% |
3% |
False |
False |
5 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.2312 |
|
2.618 |
1.2256 |
|
1.618 |
1.2222 |
|
1.000 |
1.2201 |
|
0.618 |
1.2188 |
|
HIGH |
1.2167 |
|
0.618 |
1.2154 |
|
0.500 |
1.2150 |
|
0.382 |
1.2146 |
|
LOW |
1.2133 |
|
0.618 |
1.2112 |
|
1.000 |
1.2099 |
|
1.618 |
1.2078 |
|
2.618 |
1.2044 |
|
4.250 |
1.1989 |
|
|
| Fisher Pivots for day following 11-Dec-2012 |
| Pivot |
1 day |
3 day |
| R1 |
1.2150 |
1.2151 |
| PP |
1.2148 |
1.2148 |
| S1 |
1.2145 |
1.2146 |
|