CME Japanese Yen Future June 2013
| Trading Metrics calculated at close of trading on 24-Dec-2012 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
21-Dec-2012 |
24-Dec-2012 |
Change |
Change % |
Previous Week |
| Open |
1.1889 |
1.1852 |
-0.0037 |
-0.3% |
1.1917 |
| High |
1.1944 |
1.1871 |
-0.0073 |
-0.6% |
1.1960 |
| Low |
1.1885 |
1.1803 |
-0.0082 |
-0.7% |
1.1849 |
| Close |
1.1891 |
1.1813 |
-0.0078 |
-0.7% |
1.1891 |
| Range |
0.0059 |
0.0068 |
0.0009 |
15.3% |
0.0111 |
| ATR |
0.0058 |
0.0060 |
0.0002 |
3.6% |
0.0000 |
| Volume |
38 |
24 |
-14 |
-36.8% |
173 |
|
| Daily Pivots for day following 24-Dec-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.2033 |
1.1991 |
1.1850 |
|
| R3 |
1.1965 |
1.1923 |
1.1832 |
|
| R2 |
1.1897 |
1.1897 |
1.1825 |
|
| R1 |
1.1855 |
1.1855 |
1.1819 |
1.1842 |
| PP |
1.1829 |
1.1829 |
1.1829 |
1.1823 |
| S1 |
1.1787 |
1.1787 |
1.1807 |
1.1774 |
| S2 |
1.1761 |
1.1761 |
1.1801 |
|
| S3 |
1.1693 |
1.1719 |
1.1794 |
|
| S4 |
1.1625 |
1.1651 |
1.1776 |
|
|
| 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 |
1.1944 |
1.1803 |
0.0141 |
1.2% |
0.0058 |
0.5% |
7% |
False |
True |
37 |
| 10 |
1.2167 |
1.1803 |
0.0364 |
3.1% |
0.0052 |
0.4% |
3% |
False |
True |
29 |
| 20 |
1.2242 |
1.1803 |
0.0439 |
3.7% |
0.0035 |
0.3% |
2% |
False |
True |
16 |
| 40 |
1.2650 |
1.1803 |
0.0847 |
7.2% |
0.0035 |
0.3% |
1% |
False |
True |
14 |
| 60 |
1.2855 |
1.1803 |
0.1052 |
8.9% |
0.0027 |
0.2% |
1% |
False |
True |
10 |
| 80 |
1.2953 |
1.1803 |
0.1150 |
9.7% |
0.0021 |
0.2% |
1% |
False |
True |
8 |
| 100 |
1.2953 |
1.1803 |
0.1150 |
9.7% |
0.0018 |
0.2% |
1% |
False |
True |
7 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.2160 |
|
2.618 |
1.2049 |
|
1.618 |
1.1981 |
|
1.000 |
1.1939 |
|
0.618 |
1.1913 |
|
HIGH |
1.1871 |
|
0.618 |
1.1845 |
|
0.500 |
1.1837 |
|
0.382 |
1.1829 |
|
LOW |
1.1803 |
|
0.618 |
1.1761 |
|
1.000 |
1.1735 |
|
1.618 |
1.1693 |
|
2.618 |
1.1625 |
|
4.250 |
1.1514 |
|
|
| Fisher Pivots for day following 24-Dec-2012 |
| Pivot |
1 day |
3 day |
| R1 |
1.1837 |
1.1874 |
| PP |
1.1829 |
1.1853 |
| S1 |
1.1821 |
1.1833 |
|