CME Japanese Yen Future September 2013
| Trading Metrics calculated at close of trading on 10-Dec-2012 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
07-Dec-2012 |
10-Dec-2012 |
Change |
Change % |
Previous Week |
| Open |
1.2157 |
1.2132 |
-0.0025 |
-0.2% |
1.2196 |
| High |
1.2172 |
1.2200 |
0.0028 |
0.2% |
1.2254 |
| Low |
1.2116 |
1.2130 |
0.0014 |
0.1% |
1.2116 |
| Close |
1.2172 |
1.2180 |
0.0008 |
0.1% |
1.2172 |
| Range |
0.0056 |
0.0070 |
0.0014 |
25.0% |
0.0138 |
| ATR |
0.0055 |
0.0056 |
0.0001 |
1.9% |
0.0000 |
| Volume |
4 |
8 |
4 |
100.0% |
14 |
|
| Daily Pivots for day following 10-Dec-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.2380 |
1.2350 |
1.2219 |
|
| R3 |
1.2310 |
1.2280 |
1.2199 |
|
| R2 |
1.2240 |
1.2240 |
1.2193 |
|
| R1 |
1.2210 |
1.2210 |
1.2186 |
1.2225 |
| PP |
1.2170 |
1.2170 |
1.2170 |
1.2178 |
| S1 |
1.2140 |
1.2140 |
1.2174 |
1.2155 |
| S2 |
1.2100 |
1.2100 |
1.2167 |
|
| S3 |
1.2030 |
1.2070 |
1.2161 |
|
| S4 |
1.1960 |
1.2000 |
1.2142 |
|
|
| Weekly Pivots for week ending 07-Dec-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.2595 |
1.2521 |
1.2248 |
|
| R3 |
1.2457 |
1.2383 |
1.2210 |
|
| R2 |
1.2319 |
1.2319 |
1.2197 |
|
| R1 |
1.2245 |
1.2245 |
1.2185 |
1.2213 |
| PP |
1.2181 |
1.2181 |
1.2181 |
1.2165 |
| S1 |
1.2107 |
1.2107 |
1.2159 |
1.2075 |
| S2 |
1.2043 |
1.2043 |
1.2147 |
|
| S3 |
1.1905 |
1.1969 |
1.2134 |
|
| S4 |
1.1767 |
1.1831 |
1.2096 |
|
|
|
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.2498 |
|
2.618 |
1.2383 |
|
1.618 |
1.2313 |
|
1.000 |
1.2270 |
|
0.618 |
1.2243 |
|
HIGH |
1.2200 |
|
0.618 |
1.2173 |
|
0.500 |
1.2165 |
|
0.382 |
1.2157 |
|
LOW |
1.2130 |
|
0.618 |
1.2087 |
|
1.000 |
1.2060 |
|
1.618 |
1.2017 |
|
2.618 |
1.1947 |
|
4.250 |
1.1833 |
|
|
| Fisher Pivots for day following 10-Dec-2012 |
| Pivot |
1 day |
3 day |
| R1 |
1.2175 |
1.2173 |
| PP |
1.2170 |
1.2165 |
| S1 |
1.2165 |
1.2158 |
|