CME Japanese Yen Future September 2013
| Trading Metrics calculated at close of trading on 06-Dec-2012 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
05-Dec-2012 |
06-Dec-2012 |
Change |
Change % |
Previous Week |
| Open |
1.2166 |
1.2154 |
-0.0012 |
-0.1% |
1.2209 |
| High |
1.2181 |
1.2177 |
-0.0004 |
0.0% |
1.2265 |
| Low |
1.2164 |
1.2154 |
-0.0010 |
-0.1% |
1.2125 |
| Close |
1.2181 |
1.2177 |
-0.0004 |
0.0% |
1.2171 |
| Range |
0.0017 |
0.0023 |
0.0006 |
35.3% |
0.0140 |
| ATR |
0.0057 |
0.0055 |
-0.0002 |
-3.8% |
0.0000 |
| Volume |
5 |
3 |
-2 |
-40.0% |
15 |
|
| Daily Pivots for day following 06-Dec-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.2238 |
1.2231 |
1.2190 |
|
| R3 |
1.2215 |
1.2208 |
1.2183 |
|
| R2 |
1.2192 |
1.2192 |
1.2181 |
|
| R1 |
1.2185 |
1.2185 |
1.2179 |
1.2189 |
| PP |
1.2169 |
1.2169 |
1.2169 |
1.2171 |
| S1 |
1.2162 |
1.2162 |
1.2175 |
1.2166 |
| S2 |
1.2146 |
1.2146 |
1.2173 |
|
| S3 |
1.2123 |
1.2139 |
1.2171 |
|
| S4 |
1.2100 |
1.2116 |
1.2164 |
|
|
| Weekly Pivots for week ending 30-Nov-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.2607 |
1.2529 |
1.2248 |
|
| R3 |
1.2467 |
1.2389 |
1.2210 |
|
| R2 |
1.2327 |
1.2327 |
1.2197 |
|
| R1 |
1.2249 |
1.2249 |
1.2184 |
1.2218 |
| PP |
1.2187 |
1.2187 |
1.2187 |
1.2172 |
| S1 |
1.2109 |
1.2109 |
1.2158 |
1.2078 |
| S2 |
1.2047 |
1.2047 |
1.2145 |
|
| S3 |
1.1907 |
1.1969 |
1.2133 |
|
| S4 |
1.1767 |
1.1829 |
1.2094 |
|
|
|
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.2275 |
|
2.618 |
1.2237 |
|
1.618 |
1.2214 |
|
1.000 |
1.2200 |
|
0.618 |
1.2191 |
|
HIGH |
1.2177 |
|
0.618 |
1.2168 |
|
0.500 |
1.2166 |
|
0.382 |
1.2163 |
|
LOW |
1.2154 |
|
0.618 |
1.2140 |
|
1.000 |
1.2131 |
|
1.618 |
1.2117 |
|
2.618 |
1.2094 |
|
4.250 |
1.2056 |
|
|
| Fisher Pivots for day following 06-Dec-2012 |
| Pivot |
1 day |
3 day |
| R1 |
1.2173 |
1.2204 |
| PP |
1.2169 |
1.2195 |
| S1 |
1.2166 |
1.2186 |
|