CME Japanese Yen Future December 2012
| Trading Metrics calculated at close of trading on 11-Dec-2012 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
10-Dec-2012 |
11-Dec-2012 |
Change |
Change % |
Previous Week |
| Open |
1.2116 |
1.2145 |
0.0029 |
0.2% |
1.2139 |
| High |
1.2178 |
1.2151 |
-0.0027 |
-0.2% |
1.2238 |
| Low |
1.2101 |
1.2110 |
0.0009 |
0.1% |
1.2073 |
| Close |
1.2146 |
1.2122 |
-0.0024 |
-0.2% |
1.2138 |
| Range |
0.0077 |
0.0041 |
-0.0036 |
-46.8% |
0.0165 |
| ATR |
0.0087 |
0.0084 |
-0.0003 |
-3.8% |
0.0000 |
| Volume |
99,647 |
108,066 |
8,419 |
8.4% |
545,352 |
|
| Daily Pivots for day following 11-Dec-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.2251 |
1.2227 |
1.2145 |
|
| R3 |
1.2210 |
1.2186 |
1.2133 |
|
| R2 |
1.2169 |
1.2169 |
1.2130 |
|
| R1 |
1.2145 |
1.2145 |
1.2126 |
1.2137 |
| PP |
1.2128 |
1.2128 |
1.2128 |
1.2123 |
| S1 |
1.2104 |
1.2104 |
1.2118 |
1.2096 |
| S2 |
1.2087 |
1.2087 |
1.2114 |
|
| S3 |
1.2046 |
1.2063 |
1.2111 |
|
| S4 |
1.2005 |
1.2022 |
1.2099 |
|
|
| 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 |
1.2226 |
1.2073 |
0.0153 |
1.3% |
0.0075 |
0.6% |
32% |
False |
False |
111,451 |
| 10 |
1.2243 |
1.2073 |
0.0170 |
1.4% |
0.0076 |
0.6% |
29% |
False |
False |
109,288 |
| 20 |
1.2629 |
1.2073 |
0.0556 |
4.6% |
0.0092 |
0.8% |
9% |
False |
False |
109,471 |
| 40 |
1.2727 |
1.2073 |
0.0654 |
5.4% |
0.0086 |
0.7% |
7% |
False |
False |
101,007 |
| 60 |
1.2922 |
1.2073 |
0.0849 |
7.0% |
0.0081 |
0.7% |
6% |
False |
False |
92,496 |
| 80 |
1.2977 |
1.2073 |
0.0904 |
7.5% |
0.0079 |
0.7% |
5% |
False |
False |
75,838 |
| 100 |
1.2977 |
1.2073 |
0.0904 |
7.5% |
0.0075 |
0.6% |
5% |
False |
False |
60,705 |
| 120 |
1.2977 |
1.2073 |
0.0904 |
7.5% |
0.0073 |
0.6% |
5% |
False |
False |
50,596 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.2325 |
|
2.618 |
1.2258 |
|
1.618 |
1.2217 |
|
1.000 |
1.2192 |
|
0.618 |
1.2176 |
|
HIGH |
1.2151 |
|
0.618 |
1.2135 |
|
0.500 |
1.2131 |
|
0.382 |
1.2126 |
|
LOW |
1.2110 |
|
0.618 |
1.2085 |
|
1.000 |
1.2069 |
|
1.618 |
1.2044 |
|
2.618 |
1.2003 |
|
4.250 |
1.1936 |
|
|
| Fisher Pivots for day following 11-Dec-2012 |
| Pivot |
1 day |
3 day |
| R1 |
1.2131 |
1.2126 |
| PP |
1.2128 |
1.2124 |
| S1 |
1.2125 |
1.2123 |
|