CME Japanese Yen Future June 2013
| Trading Metrics calculated at close of trading on 12-Dec-2012 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
11-Dec-2012 |
12-Dec-2012 |
Change |
Change % |
Previous Week |
| Open |
1.2167 |
1.2086 |
-0.0081 |
-0.7% |
1.2187 |
| High |
1.2167 |
1.2086 |
-0.0081 |
-0.7% |
1.2242 |
| Low |
1.2133 |
1.2032 |
-0.0101 |
-0.8% |
1.2140 |
| Close |
1.2143 |
1.2042 |
-0.0101 |
-0.8% |
1.2160 |
| Range |
0.0034 |
0.0054 |
0.0020 |
58.8% |
0.0102 |
| ATR |
0.0046 |
0.0050 |
0.0005 |
10.2% |
0.0000 |
| Volume |
16 |
70 |
54 |
337.5% |
13 |
|
| Daily Pivots for day following 12-Dec-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.2215 |
1.2183 |
1.2072 |
|
| R3 |
1.2161 |
1.2129 |
1.2057 |
|
| R2 |
1.2107 |
1.2107 |
1.2052 |
|
| R1 |
1.2075 |
1.2075 |
1.2047 |
1.2064 |
| PP |
1.2053 |
1.2053 |
1.2053 |
1.2048 |
| S1 |
1.2021 |
1.2021 |
1.2037 |
1.2010 |
| S2 |
1.1999 |
1.1999 |
1.2032 |
|
| S3 |
1.1945 |
1.1967 |
1.2027 |
|
| S4 |
1.1891 |
1.1913 |
1.2012 |
|
|
| 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 |
1.2180 |
1.2032 |
0.0148 |
1.2% |
0.0035 |
0.3% |
7% |
False |
True |
20 |
| 10 |
1.2242 |
1.2032 |
0.0210 |
1.7% |
0.0025 |
0.2% |
5% |
False |
True |
10 |
| 20 |
1.2607 |
1.2032 |
0.0575 |
4.8% |
0.0031 |
0.3% |
2% |
False |
True |
14 |
| 40 |
1.2693 |
1.2032 |
0.0661 |
5.5% |
0.0027 |
0.2% |
2% |
False |
True |
10 |
| 60 |
1.2927 |
1.2032 |
0.0895 |
7.4% |
0.0020 |
0.2% |
1% |
False |
True |
7 |
| 80 |
1.2953 |
1.2032 |
0.0921 |
7.6% |
0.0017 |
0.1% |
1% |
False |
True |
6 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.2316 |
|
2.618 |
1.2227 |
|
1.618 |
1.2173 |
|
1.000 |
1.2140 |
|
0.618 |
1.2119 |
|
HIGH |
1.2086 |
|
0.618 |
1.2065 |
|
0.500 |
1.2059 |
|
0.382 |
1.2053 |
|
LOW |
1.2032 |
|
0.618 |
1.1999 |
|
1.000 |
1.1978 |
|
1.618 |
1.1945 |
|
2.618 |
1.1891 |
|
4.250 |
1.1803 |
|
|
| Fisher Pivots for day following 12-Dec-2012 |
| Pivot |
1 day |
3 day |
| R1 |
1.2059 |
1.2106 |
| PP |
1.2053 |
1.2085 |
| S1 |
1.2048 |
1.2063 |
|