CME Japanese Yen Future December 2012
| 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 |
1.2133 |
1.2116 |
-0.0017 |
-0.1% |
1.2139 |
| High |
1.2169 |
1.2178 |
0.0009 |
0.1% |
1.2238 |
| Low |
1.2073 |
1.2101 |
0.0028 |
0.2% |
1.2073 |
| Close |
1.2138 |
1.2146 |
0.0008 |
0.1% |
1.2138 |
| Range |
0.0096 |
0.0077 |
-0.0019 |
-19.8% |
0.0165 |
| ATR |
0.0088 |
0.0087 |
-0.0001 |
-0.9% |
0.0000 |
| Volume |
141,718 |
99,647 |
-42,071 |
-29.7% |
545,352 |
|
| Daily Pivots for day following 10-Dec-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.2373 |
1.2336 |
1.2188 |
|
| R3 |
1.2296 |
1.2259 |
1.2167 |
|
| R2 |
1.2219 |
1.2219 |
1.2160 |
|
| R1 |
1.2182 |
1.2182 |
1.2153 |
1.2201 |
| PP |
1.2142 |
1.2142 |
1.2142 |
1.2151 |
| S1 |
1.2105 |
1.2105 |
1.2139 |
1.2124 |
| S2 |
1.2065 |
1.2065 |
1.2132 |
|
| S3 |
1.1988 |
1.2028 |
1.2125 |
|
| S4 |
1.1911 |
1.1951 |
1.2104 |
|
|
| Weekly Pivots for week ending 07-Dec-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.2645 |
1.2556 |
1.2229 |
|
| R3 |
1.2480 |
1.2391 |
1.2183 |
|
| R2 |
1.2315 |
1.2315 |
1.2168 |
|
| R1 |
1.2226 |
1.2226 |
1.2153 |
1.2188 |
| PP |
1.2150 |
1.2150 |
1.2150 |
1.2131 |
| S1 |
1.2061 |
1.2061 |
1.2123 |
1.2023 |
| S2 |
1.1985 |
1.1985 |
1.2108 |
|
| S3 |
1.1820 |
1.1896 |
1.2093 |
|
| S4 |
1.1655 |
1.1731 |
1.2047 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1.2238 |
1.2073 |
0.0165 |
1.4% |
0.0082 |
0.7% |
44% |
False |
False |
108,733 |
| 10 |
1.2243 |
1.2073 |
0.0170 |
1.4% |
0.0079 |
0.6% |
43% |
False |
False |
106,592 |
| 20 |
1.2629 |
1.2073 |
0.0556 |
4.6% |
0.0092 |
0.8% |
13% |
False |
False |
106,277 |
| 40 |
1.2774 |
1.2073 |
0.0701 |
5.8% |
0.0087 |
0.7% |
10% |
False |
False |
100,350 |
| 60 |
1.2922 |
1.2073 |
0.0849 |
7.0% |
0.0082 |
0.7% |
9% |
False |
False |
92,491 |
| 80 |
1.2977 |
1.2073 |
0.0904 |
7.4% |
0.0079 |
0.7% |
8% |
False |
False |
74,491 |
| 100 |
1.2977 |
1.2073 |
0.0904 |
7.4% |
0.0075 |
0.6% |
8% |
False |
False |
59,625 |
| 120 |
1.2977 |
1.2073 |
0.0904 |
7.4% |
0.0073 |
0.6% |
8% |
False |
False |
49,696 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.2505 |
|
2.618 |
1.2380 |
|
1.618 |
1.2303 |
|
1.000 |
1.2255 |
|
0.618 |
1.2226 |
|
HIGH |
1.2178 |
|
0.618 |
1.2149 |
|
0.500 |
1.2140 |
|
0.382 |
1.2130 |
|
LOW |
1.2101 |
|
0.618 |
1.2053 |
|
1.000 |
1.2024 |
|
1.618 |
1.1976 |
|
2.618 |
1.1899 |
|
4.250 |
1.1774 |
|
|
| Fisher Pivots for day following 10-Dec-2012 |
| Pivot |
1 day |
3 day |
| R1 |
1.2144 |
1.2139 |
| PP |
1.2142 |
1.2132 |
| S1 |
1.2140 |
1.2126 |
|