CME Japanese Yen Future June 2013
| Trading Metrics calculated at close of trading on 26-Dec-2012 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
24-Dec-2012 |
26-Dec-2012 |
Change |
Change % |
Previous Week |
| Open |
1.1852 |
1.1744 |
-0.0108 |
-0.9% |
1.1917 |
| High |
1.1871 |
1.1744 |
-0.0127 |
-1.1% |
1.1960 |
| Low |
1.1803 |
1.1687 |
-0.0116 |
-1.0% |
1.1849 |
| Close |
1.1813 |
1.1697 |
-0.0116 |
-1.0% |
1.1891 |
| Range |
0.0068 |
0.0057 |
-0.0011 |
-16.2% |
0.0111 |
| ATR |
0.0060 |
0.0065 |
0.0005 |
7.7% |
0.0000 |
| Volume |
24 |
28 |
4 |
16.7% |
173 |
|
| Daily Pivots for day following 26-Dec-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.1880 |
1.1846 |
1.1728 |
|
| R3 |
1.1823 |
1.1789 |
1.1713 |
|
| R2 |
1.1766 |
1.1766 |
1.1707 |
|
| R1 |
1.1732 |
1.1732 |
1.1702 |
1.1721 |
| PP |
1.1709 |
1.1709 |
1.1709 |
1.1704 |
| S1 |
1.1675 |
1.1675 |
1.1692 |
1.1664 |
| S2 |
1.1652 |
1.1652 |
1.1687 |
|
| S3 |
1.1595 |
1.1618 |
1.1681 |
|
| S4 |
1.1538 |
1.1561 |
1.1666 |
|
|
| 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 |
1.1687 |
0.0257 |
2.2% |
0.0059 |
0.5% |
4% |
False |
True |
41 |
| 10 |
1.2086 |
1.1687 |
0.0399 |
3.4% |
0.0054 |
0.5% |
3% |
False |
True |
30 |
| 20 |
1.2242 |
1.1687 |
0.0555 |
4.7% |
0.0037 |
0.3% |
2% |
False |
True |
17 |
| 40 |
1.2650 |
1.1687 |
0.0963 |
8.2% |
0.0037 |
0.3% |
1% |
False |
True |
15 |
| 60 |
1.2839 |
1.1687 |
0.1152 |
9.8% |
0.0027 |
0.2% |
1% |
False |
True |
11 |
| 80 |
1.2953 |
1.1687 |
0.1266 |
10.8% |
0.0022 |
0.2% |
1% |
False |
True |
9 |
| 100 |
1.2953 |
1.1687 |
0.1266 |
10.8% |
0.0019 |
0.2% |
1% |
False |
True |
7 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.1986 |
|
2.618 |
1.1893 |
|
1.618 |
1.1836 |
|
1.000 |
1.1801 |
|
0.618 |
1.1779 |
|
HIGH |
1.1744 |
|
0.618 |
1.1722 |
|
0.500 |
1.1716 |
|
0.382 |
1.1709 |
|
LOW |
1.1687 |
|
0.618 |
1.1652 |
|
1.000 |
1.1630 |
|
1.618 |
1.1595 |
|
2.618 |
1.1538 |
|
4.250 |
1.1445 |
|
|
| Fisher Pivots for day following 26-Dec-2012 |
| Pivot |
1 day |
3 day |
| R1 |
1.1716 |
1.1816 |
| PP |
1.1709 |
1.1776 |
| S1 |
1.1703 |
1.1737 |
|