CME Japanese Yen Future June 2013
| Trading Metrics calculated at close of trading on 19-Dec-2012 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
18-Dec-2012 |
19-Dec-2012 |
Change |
Change % |
Previous Week |
| Open |
1.1943 |
1.1862 |
-0.0081 |
-0.7% |
1.2121 |
| High |
1.1943 |
1.1883 |
-0.0060 |
-0.5% |
1.2180 |
| Low |
1.1891 |
1.1849 |
-0.0042 |
-0.4% |
1.1939 |
| Close |
1.1898 |
1.1868 |
-0.0030 |
-0.3% |
1.2003 |
| Range |
0.0052 |
0.0034 |
-0.0018 |
-34.6% |
0.0241 |
| ATR |
0.0055 |
0.0055 |
0.0000 |
-0.8% |
0.0000 |
| Volume |
9 |
72 |
63 |
700.0% |
106 |
|
| Daily Pivots for day following 19-Dec-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.1969 |
1.1952 |
1.1887 |
|
| R3 |
1.1935 |
1.1918 |
1.1877 |
|
| R2 |
1.1901 |
1.1901 |
1.1874 |
|
| R1 |
1.1884 |
1.1884 |
1.1871 |
1.1893 |
| PP |
1.1867 |
1.1867 |
1.1867 |
1.1871 |
| S1 |
1.1850 |
1.1850 |
1.1865 |
1.1859 |
| S2 |
1.1833 |
1.1833 |
1.1862 |
|
| S3 |
1.1799 |
1.1816 |
1.1859 |
|
| S4 |
1.1765 |
1.1782 |
1.1849 |
|
|
| 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 |
1.2010 |
1.1849 |
0.0161 |
1.4% |
0.0045 |
0.4% |
12% |
False |
True |
20 |
| 10 |
1.2180 |
1.1849 |
0.0331 |
2.8% |
0.0040 |
0.3% |
6% |
False |
True |
20 |
| 20 |
1.2250 |
1.1849 |
0.0401 |
3.4% |
0.0031 |
0.3% |
5% |
False |
True |
13 |
| 40 |
1.2650 |
1.1849 |
0.0801 |
6.7% |
0.0032 |
0.3% |
2% |
False |
True |
12 |
| 60 |
1.2927 |
1.1849 |
0.1078 |
9.1% |
0.0023 |
0.2% |
2% |
False |
True |
9 |
| 80 |
1.2953 |
1.1849 |
0.1104 |
9.3% |
0.0019 |
0.2% |
2% |
False |
True |
7 |
| 100 |
1.2953 |
1.1849 |
0.1104 |
9.3% |
0.0016 |
0.1% |
2% |
False |
True |
6 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.2028 |
|
2.618 |
1.1972 |
|
1.618 |
1.1938 |
|
1.000 |
1.1917 |
|
0.618 |
1.1904 |
|
HIGH |
1.1883 |
|
0.618 |
1.1870 |
|
0.500 |
1.1866 |
|
0.382 |
1.1862 |
|
LOW |
1.1849 |
|
0.618 |
1.1828 |
|
1.000 |
1.1815 |
|
1.618 |
1.1794 |
|
2.618 |
1.1760 |
|
4.250 |
1.1705 |
|
|
| Fisher Pivots for day following 19-Dec-2012 |
| Pivot |
1 day |
3 day |
| R1 |
1.1867 |
1.1905 |
| PP |
1.1867 |
1.1892 |
| S1 |
1.1866 |
1.1880 |
|