CME Japanese Yen Future June 2013
| Trading Metrics calculated at close of trading on 27-Dec-2012 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
26-Dec-2012 |
27-Dec-2012 |
Change |
Change % |
Previous Week |
| Open |
1.1744 |
1.1693 |
-0.0051 |
-0.4% |
1.1917 |
| High |
1.1744 |
1.1693 |
-0.0051 |
-0.4% |
1.1960 |
| Low |
1.1687 |
1.1627 |
-0.0060 |
-0.5% |
1.1849 |
| Close |
1.1697 |
1.1640 |
-0.0057 |
-0.5% |
1.1891 |
| Range |
0.0057 |
0.0066 |
0.0009 |
15.8% |
0.0111 |
| ATR |
0.0065 |
0.0066 |
0.0000 |
0.5% |
0.0000 |
| Volume |
28 |
26 |
-2 |
-7.1% |
173 |
|
| Daily Pivots for day following 27-Dec-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.1851 |
1.1812 |
1.1676 |
|
| R3 |
1.1785 |
1.1746 |
1.1658 |
|
| R2 |
1.1719 |
1.1719 |
1.1652 |
|
| R1 |
1.1680 |
1.1680 |
1.1646 |
1.1667 |
| PP |
1.1653 |
1.1653 |
1.1653 |
1.1647 |
| S1 |
1.1614 |
1.1614 |
1.1634 |
1.1601 |
| S2 |
1.1587 |
1.1587 |
1.1628 |
|
| S3 |
1.1521 |
1.1548 |
1.1622 |
|
| S4 |
1.1455 |
1.1482 |
1.1604 |
|
|
| 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 |
1.1627 |
0.0317 |
2.7% |
0.0066 |
0.6% |
4% |
False |
True |
32 |
| 10 |
1.2010 |
1.1627 |
0.0383 |
3.3% |
0.0056 |
0.5% |
3% |
False |
True |
26 |
| 20 |
1.2242 |
1.1627 |
0.0615 |
5.3% |
0.0040 |
0.3% |
2% |
False |
True |
18 |
| 40 |
1.2636 |
1.1627 |
0.1009 |
8.7% |
0.0035 |
0.3% |
1% |
False |
True |
15 |
| 60 |
1.2827 |
1.1627 |
0.1200 |
10.3% |
0.0029 |
0.2% |
1% |
False |
True |
11 |
| 80 |
1.2953 |
1.1627 |
0.1326 |
11.4% |
0.0023 |
0.2% |
1% |
False |
True |
9 |
| 100 |
1.2953 |
1.1627 |
0.1326 |
11.4% |
0.0019 |
0.2% |
1% |
False |
True |
7 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.1974 |
|
2.618 |
1.1866 |
|
1.618 |
1.1800 |
|
1.000 |
1.1759 |
|
0.618 |
1.1734 |
|
HIGH |
1.1693 |
|
0.618 |
1.1668 |
|
0.500 |
1.1660 |
|
0.382 |
1.1652 |
|
LOW |
1.1627 |
|
0.618 |
1.1586 |
|
1.000 |
1.1561 |
|
1.618 |
1.1520 |
|
2.618 |
1.1454 |
|
4.250 |
1.1347 |
|
|
| Fisher Pivots for day following 27-Dec-2012 |
| Pivot |
1 day |
3 day |
| R1 |
1.1660 |
1.1749 |
| PP |
1.1653 |
1.1713 |
| S1 |
1.1647 |
1.1676 |
|