CME Japanese Yen Future June 2013
| Trading Metrics calculated at close of trading on 21-Dec-2012 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
20-Dec-2012 |
21-Dec-2012 |
Change |
Change % |
Previous Week |
| Open |
1.1917 |
1.1889 |
-0.0028 |
-0.2% |
1.1917 |
| High |
1.1941 |
1.1944 |
0.0003 |
0.0% |
1.1960 |
| Low |
1.1863 |
1.1885 |
0.0022 |
0.2% |
1.1849 |
| Close |
1.1863 |
1.1891 |
0.0028 |
0.2% |
1.1891 |
| Range |
0.0078 |
0.0059 |
-0.0019 |
-24.4% |
0.0111 |
| ATR |
0.0057 |
0.0058 |
0.0002 |
3.1% |
0.0000 |
| Volume |
46 |
38 |
-8 |
-17.4% |
173 |
|
| Daily Pivots for day following 21-Dec-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.2084 |
1.2046 |
1.1923 |
|
| R3 |
1.2025 |
1.1987 |
1.1907 |
|
| R2 |
1.1966 |
1.1966 |
1.1902 |
|
| R1 |
1.1928 |
1.1928 |
1.1896 |
1.1947 |
| PP |
1.1907 |
1.1907 |
1.1907 |
1.1916 |
| S1 |
1.1869 |
1.1869 |
1.1886 |
1.1888 |
| S2 |
1.1848 |
1.1848 |
1.1880 |
|
| S3 |
1.1789 |
1.1810 |
1.1875 |
|
| S4 |
1.1730 |
1.1751 |
1.1859 |
|
|
| Weekly Pivots for week ending 21-Dec-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.2233 |
1.2173 |
1.1952 |
|
| R3 |
1.2122 |
1.2062 |
1.1922 |
|
| R2 |
1.2011 |
1.2011 |
1.1911 |
|
| R1 |
1.1951 |
1.1951 |
1.1901 |
1.1926 |
| PP |
1.1900 |
1.1900 |
1.1900 |
1.1887 |
| S1 |
1.1840 |
1.1840 |
1.1881 |
1.1815 |
| S2 |
1.1789 |
1.1789 |
1.1871 |
|
| S3 |
1.1678 |
1.1729 |
1.1860 |
|
| S4 |
1.1567 |
1.1618 |
1.1830 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1.1960 |
1.1849 |
0.0111 |
0.9% |
0.0055 |
0.5% |
38% |
False |
False |
34 |
| 10 |
1.2180 |
1.1849 |
0.0331 |
2.8% |
0.0051 |
0.4% |
13% |
False |
False |
27 |
| 20 |
1.2242 |
1.1849 |
0.0393 |
3.3% |
0.0033 |
0.3% |
11% |
False |
False |
15 |
| 40 |
1.2650 |
1.1849 |
0.0801 |
6.7% |
0.0035 |
0.3% |
5% |
False |
False |
14 |
| 60 |
1.2863 |
1.1849 |
0.1014 |
8.5% |
0.0025 |
0.2% |
4% |
False |
False |
10 |
| 80 |
1.2953 |
1.1849 |
0.1104 |
9.3% |
0.0021 |
0.2% |
4% |
False |
False |
8 |
| 100 |
1.2953 |
1.1849 |
0.1104 |
9.3% |
0.0017 |
0.1% |
4% |
False |
False |
7 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.2195 |
|
2.618 |
1.2098 |
|
1.618 |
1.2039 |
|
1.000 |
1.2003 |
|
0.618 |
1.1980 |
|
HIGH |
1.1944 |
|
0.618 |
1.1921 |
|
0.500 |
1.1915 |
|
0.382 |
1.1908 |
|
LOW |
1.1885 |
|
0.618 |
1.1849 |
|
1.000 |
1.1826 |
|
1.618 |
1.1790 |
|
2.618 |
1.1731 |
|
4.250 |
1.1634 |
|
|
| Fisher Pivots for day following 21-Dec-2012 |
| Pivot |
1 day |
3 day |
| R1 |
1.1915 |
1.1897 |
| PP |
1.1907 |
1.1895 |
| S1 |
1.1899 |
1.1893 |
|