CME Japanese Yen Future December 2012
| Trading Metrics calculated at close of trading on 04-Dec-2012 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
03-Dec-2012 |
04-Dec-2012 |
Change |
Change % |
Previous Week |
| Open |
1.2139 |
1.2169 |
0.0030 |
0.2% |
1.2140 |
| High |
1.2197 |
1.2238 |
0.0041 |
0.3% |
1.2243 |
| Low |
1.2121 |
1.2163 |
0.0042 |
0.3% |
1.2086 |
| Close |
1.2163 |
1.2220 |
0.0057 |
0.5% |
1.2138 |
| Range |
0.0076 |
0.0075 |
-0.0001 |
-1.3% |
0.0157 |
| ATR |
0.0089 |
0.0088 |
-0.0001 |
-1.1% |
0.0000 |
| Volume |
101,332 |
94,475 |
-6,857 |
-6.8% |
519,490 |
|
| Daily Pivots for day following 04-Dec-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.2432 |
1.2401 |
1.2261 |
|
| R3 |
1.2357 |
1.2326 |
1.2241 |
|
| R2 |
1.2282 |
1.2282 |
1.2234 |
|
| R1 |
1.2251 |
1.2251 |
1.2227 |
1.2267 |
| PP |
1.2207 |
1.2207 |
1.2207 |
1.2215 |
| S1 |
1.2176 |
1.2176 |
1.2213 |
1.2192 |
| S2 |
1.2132 |
1.2132 |
1.2206 |
|
| S3 |
1.2057 |
1.2101 |
1.2199 |
|
| S4 |
1.1982 |
1.2026 |
1.2179 |
|
|
| Weekly Pivots for week ending 30-Nov-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.2627 |
1.2539 |
1.2224 |
|
| R3 |
1.2470 |
1.2382 |
1.2181 |
|
| R2 |
1.2313 |
1.2313 |
1.2167 |
|
| R1 |
1.2225 |
1.2225 |
1.2152 |
1.2191 |
| PP |
1.2156 |
1.2156 |
1.2156 |
1.2138 |
| S1 |
1.2068 |
1.2068 |
1.2124 |
1.2034 |
| S2 |
1.1999 |
1.1999 |
1.2109 |
|
| S3 |
1.1842 |
1.1911 |
1.2095 |
|
| S4 |
1.1685 |
1.1754 |
1.2052 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1.2243 |
1.2086 |
0.0157 |
1.3% |
0.0076 |
0.6% |
85% |
False |
False |
107,125 |
| 10 |
1.2327 |
1.2074 |
0.0253 |
2.1% |
0.0089 |
0.7% |
58% |
False |
False |
108,323 |
| 20 |
1.2650 |
1.2074 |
0.0576 |
4.7% |
0.0094 |
0.8% |
25% |
False |
False |
105,866 |
| 40 |
1.2836 |
1.2074 |
0.0762 |
6.2% |
0.0084 |
0.7% |
19% |
False |
False |
95,798 |
| 60 |
1.2977 |
1.2074 |
0.0903 |
7.4% |
0.0084 |
0.7% |
16% |
False |
False |
90,620 |
| 80 |
1.2977 |
1.2074 |
0.0903 |
7.4% |
0.0078 |
0.6% |
16% |
False |
False |
68,888 |
| 100 |
1.2977 |
1.2074 |
0.0903 |
7.4% |
0.0074 |
0.6% |
16% |
False |
False |
55,136 |
| 120 |
1.2977 |
1.2074 |
0.0903 |
7.4% |
0.0072 |
0.6% |
16% |
False |
False |
45,954 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.2557 |
|
2.618 |
1.2434 |
|
1.618 |
1.2359 |
|
1.000 |
1.2313 |
|
0.618 |
1.2284 |
|
HIGH |
1.2238 |
|
0.618 |
1.2209 |
|
0.500 |
1.2201 |
|
0.382 |
1.2192 |
|
LOW |
1.2163 |
|
0.618 |
1.2117 |
|
1.000 |
1.2088 |
|
1.618 |
1.2042 |
|
2.618 |
1.1967 |
|
4.250 |
1.1844 |
|
|
| Fisher Pivots for day following 04-Dec-2012 |
| Pivot |
1 day |
3 day |
| R1 |
1.2214 |
1.2201 |
| PP |
1.2207 |
1.2181 |
| S1 |
1.2201 |
1.2162 |
|