CME Japanese Yen Future June 2013
| Trading Metrics calculated at close of trading on 14-Dec-2012 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
13-Dec-2012 |
14-Dec-2012 |
Change |
Change % |
Previous Week |
| Open |
1.2003 |
1.1939 |
-0.0064 |
-0.5% |
1.2121 |
| High |
1.2003 |
1.2010 |
0.0007 |
0.1% |
1.2180 |
| Low |
1.1985 |
1.1939 |
-0.0046 |
-0.4% |
1.1939 |
| Close |
1.1987 |
1.2003 |
0.0016 |
0.1% |
1.2003 |
| Range |
0.0018 |
0.0071 |
0.0053 |
294.4% |
0.0241 |
| ATR |
0.0051 |
0.0052 |
0.0001 |
2.8% |
0.0000 |
| Volume |
10 |
4 |
-6 |
-60.0% |
106 |
|
| Daily Pivots for day following 14-Dec-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.2197 |
1.2171 |
1.2042 |
|
| R3 |
1.2126 |
1.2100 |
1.2023 |
|
| R2 |
1.2055 |
1.2055 |
1.2016 |
|
| R1 |
1.2029 |
1.2029 |
1.2010 |
1.2042 |
| PP |
1.1984 |
1.1984 |
1.1984 |
1.1991 |
| S1 |
1.1958 |
1.1958 |
1.1996 |
1.1971 |
| S2 |
1.1913 |
1.1913 |
1.1990 |
|
| S3 |
1.1842 |
1.1887 |
1.1983 |
|
| S4 |
1.1771 |
1.1816 |
1.1964 |
|
|
| Weekly Pivots for week ending 14-Dec-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.2764 |
1.2624 |
1.2136 |
|
| R3 |
1.2523 |
1.2383 |
1.2069 |
|
| R2 |
1.2282 |
1.2282 |
1.2047 |
|
| R1 |
1.2142 |
1.2142 |
1.2025 |
1.2092 |
| PP |
1.2041 |
1.2041 |
1.2041 |
1.2015 |
| S1 |
1.1901 |
1.1901 |
1.1981 |
1.1851 |
| S2 |
1.1800 |
1.1800 |
1.1959 |
|
| S3 |
1.1559 |
1.1660 |
1.1937 |
|
| S4 |
1.1318 |
1.1419 |
1.1870 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1.2180 |
1.1939 |
0.0241 |
2.0% |
0.0047 |
0.4% |
27% |
False |
True |
21 |
| 10 |
1.2242 |
1.1939 |
0.0303 |
2.5% |
0.0034 |
0.3% |
21% |
False |
True |
11 |
| 20 |
1.2380 |
1.1939 |
0.0441 |
3.7% |
0.0027 |
0.2% |
15% |
False |
True |
15 |
| 40 |
1.2650 |
1.1939 |
0.0711 |
5.9% |
0.0029 |
0.2% |
9% |
False |
True |
10 |
| 60 |
1.2927 |
1.1939 |
0.0988 |
8.2% |
0.0022 |
0.2% |
6% |
False |
True |
7 |
| 80 |
1.2953 |
1.1939 |
0.1014 |
8.4% |
0.0017 |
0.1% |
6% |
False |
True |
6 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.2312 |
|
2.618 |
1.2196 |
|
1.618 |
1.2125 |
|
1.000 |
1.2081 |
|
0.618 |
1.2054 |
|
HIGH |
1.2010 |
|
0.618 |
1.1983 |
|
0.500 |
1.1975 |
|
0.382 |
1.1966 |
|
LOW |
1.1939 |
|
0.618 |
1.1895 |
|
1.000 |
1.1868 |
|
1.618 |
1.1824 |
|
2.618 |
1.1753 |
|
4.250 |
1.1637 |
|
|
| Fisher Pivots for day following 14-Dec-2012 |
| Pivot |
1 day |
3 day |
| R1 |
1.1994 |
1.2013 |
| PP |
1.1984 |
1.2009 |
| S1 |
1.1975 |
1.2006 |
|