CME Japanese Yen Future September 2013
| Trading Metrics calculated at close of trading on 24-Dec-2012 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
21-Dec-2012 |
24-Dec-2012 |
Change |
Change % |
Previous Week |
| Open |
1.1956 |
1.1849 |
-0.0107 |
-0.9% |
1.1918 |
| High |
1.1956 |
1.1888 |
-0.0068 |
-0.6% |
1.1961 |
| Low |
1.1902 |
1.1826 |
-0.0076 |
-0.6% |
1.1874 |
| Close |
1.1902 |
1.1826 |
-0.0076 |
-0.6% |
1.1902 |
| Range |
0.0054 |
0.0062 |
0.0008 |
14.8% |
0.0087 |
| ATR |
0.0061 |
0.0062 |
0.0001 |
1.8% |
0.0000 |
| Volume |
5 |
8 |
3 |
60.0% |
38 |
|
| Daily Pivots for day following 24-Dec-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.2033 |
1.1991 |
1.1860 |
|
| R3 |
1.1971 |
1.1929 |
1.1843 |
|
| R2 |
1.1909 |
1.1909 |
1.1837 |
|
| R1 |
1.1867 |
1.1867 |
1.1832 |
1.1857 |
| PP |
1.1847 |
1.1847 |
1.1847 |
1.1842 |
| S1 |
1.1805 |
1.1805 |
1.1820 |
1.1795 |
| S2 |
1.1785 |
1.1785 |
1.1815 |
|
| S3 |
1.1723 |
1.1743 |
1.1809 |
|
| S4 |
1.1661 |
1.1681 |
1.1792 |
|
|
| Weekly Pivots for week ending 21-Dec-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.2173 |
1.2125 |
1.1950 |
|
| R3 |
1.2086 |
1.2038 |
1.1926 |
|
| R2 |
1.1999 |
1.1999 |
1.1918 |
|
| R1 |
1.1951 |
1.1951 |
1.1910 |
1.1932 |
| PP |
1.1912 |
1.1912 |
1.1912 |
1.1903 |
| S1 |
1.1864 |
1.1864 |
1.1894 |
1.1845 |
| S2 |
1.1825 |
1.1825 |
1.1886 |
|
| S3 |
1.1738 |
1.1777 |
1.1878 |
|
| S4 |
1.1651 |
1.1690 |
1.1854 |
|
|
|
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.2152 |
|
2.618 |
1.2050 |
|
1.618 |
1.1988 |
|
1.000 |
1.1950 |
|
0.618 |
1.1926 |
|
HIGH |
1.1888 |
|
0.618 |
1.1864 |
|
0.500 |
1.1857 |
|
0.382 |
1.1850 |
|
LOW |
1.1826 |
|
0.618 |
1.1788 |
|
1.000 |
1.1764 |
|
1.618 |
1.1726 |
|
2.618 |
1.1664 |
|
4.250 |
1.1563 |
|
|
| Fisher Pivots for day following 24-Dec-2012 |
| Pivot |
1 day |
3 day |
| R1 |
1.1857 |
1.1891 |
| PP |
1.1847 |
1.1869 |
| S1 |
1.1836 |
1.1848 |
|