CME Japanese Yen Future June 2013
| Trading Metrics calculated at close of trading on 28-Dec-2012 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
27-Dec-2012 |
28-Dec-2012 |
Change |
Change % |
Previous Week |
| Open |
1.1693 |
1.1613 |
-0.0080 |
-0.7% |
1.1852 |
| High |
1.1693 |
1.1646 |
-0.0047 |
-0.4% |
1.1871 |
| Low |
1.1627 |
1.1574 |
-0.0053 |
-0.5% |
1.1574 |
| Close |
1.1640 |
1.1634 |
-0.0006 |
-0.1% |
1.1634 |
| Range |
0.0066 |
0.0072 |
0.0006 |
9.1% |
0.0297 |
| ATR |
0.0066 |
0.0066 |
0.0000 |
0.7% |
0.0000 |
| Volume |
26 |
39 |
13 |
50.0% |
117 |
|
| Daily Pivots for day following 28-Dec-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.1834 |
1.1806 |
1.1674 |
|
| R3 |
1.1762 |
1.1734 |
1.1654 |
|
| R2 |
1.1690 |
1.1690 |
1.1647 |
|
| R1 |
1.1662 |
1.1662 |
1.1641 |
1.1676 |
| PP |
1.1618 |
1.1618 |
1.1618 |
1.1625 |
| S1 |
1.1590 |
1.1590 |
1.1627 |
1.1604 |
| S2 |
1.1546 |
1.1546 |
1.1621 |
|
| S3 |
1.1474 |
1.1518 |
1.1614 |
|
| S4 |
1.1402 |
1.1446 |
1.1594 |
|
|
| Weekly Pivots for week ending 28-Dec-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.2584 |
1.2406 |
1.1797 |
|
| R3 |
1.2287 |
1.2109 |
1.1716 |
|
| R2 |
1.1990 |
1.1990 |
1.1688 |
|
| R1 |
1.1812 |
1.1812 |
1.1661 |
1.1753 |
| PP |
1.1693 |
1.1693 |
1.1693 |
1.1663 |
| S1 |
1.1515 |
1.1515 |
1.1607 |
1.1456 |
| S2 |
1.1396 |
1.1396 |
1.1580 |
|
| S3 |
1.1099 |
1.1218 |
1.1552 |
|
| S4 |
1.0802 |
1.0921 |
1.1471 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1.1944 |
1.1574 |
0.0370 |
3.2% |
0.0064 |
0.6% |
16% |
False |
True |
31 |
| 10 |
1.2010 |
1.1574 |
0.0436 |
3.7% |
0.0061 |
0.5% |
14% |
False |
True |
29 |
| 20 |
1.2242 |
1.1574 |
0.0668 |
5.7% |
0.0044 |
0.4% |
9% |
False |
True |
20 |
| 40 |
1.2636 |
1.1574 |
0.1062 |
9.1% |
0.0037 |
0.3% |
6% |
False |
True |
16 |
| 60 |
1.2827 |
1.1574 |
0.1253 |
10.8% |
0.0029 |
0.2% |
5% |
False |
True |
12 |
| 80 |
1.2953 |
1.1574 |
0.1379 |
11.9% |
0.0024 |
0.2% |
4% |
False |
True |
9 |
| 100 |
1.2953 |
1.1574 |
0.1379 |
11.9% |
0.0020 |
0.2% |
4% |
False |
True |
8 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.1952 |
|
2.618 |
1.1834 |
|
1.618 |
1.1762 |
|
1.000 |
1.1718 |
|
0.618 |
1.1690 |
|
HIGH |
1.1646 |
|
0.618 |
1.1618 |
|
0.500 |
1.1610 |
|
0.382 |
1.1602 |
|
LOW |
1.1574 |
|
0.618 |
1.1530 |
|
1.000 |
1.1502 |
|
1.618 |
1.1458 |
|
2.618 |
1.1386 |
|
4.250 |
1.1268 |
|
|
| Fisher Pivots for day following 28-Dec-2012 |
| Pivot |
1 day |
3 day |
| R1 |
1.1626 |
1.1659 |
| PP |
1.1618 |
1.1651 |
| S1 |
1.1610 |
1.1642 |
|