CME Japanese Yen Future December 2012
| Trading Metrics calculated at close of trading on 12-Dec-2012 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
11-Dec-2012 |
12-Dec-2012 |
Change |
Change % |
Previous Week |
| Open |
1.2145 |
1.2117 |
-0.0028 |
-0.2% |
1.2139 |
| High |
1.2151 |
1.2122 |
-0.0029 |
-0.2% |
1.2238 |
| Low |
1.2110 |
1.2005 |
-0.0105 |
-0.9% |
1.2073 |
| Close |
1.2122 |
1.2021 |
-0.0101 |
-0.8% |
1.2138 |
| Range |
0.0041 |
0.0117 |
0.0076 |
185.4% |
0.0165 |
| ATR |
0.0084 |
0.0086 |
0.0002 |
2.9% |
0.0000 |
| Volume |
108,066 |
179,758 |
71,692 |
66.3% |
545,352 |
|
| Daily Pivots for day following 12-Dec-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.2400 |
1.2328 |
1.2085 |
|
| R3 |
1.2283 |
1.2211 |
1.2053 |
|
| R2 |
1.2166 |
1.2166 |
1.2042 |
|
| R1 |
1.2094 |
1.2094 |
1.2032 |
1.2072 |
| PP |
1.2049 |
1.2049 |
1.2049 |
1.2038 |
| S1 |
1.1977 |
1.1977 |
1.2010 |
1.1955 |
| S2 |
1.1932 |
1.1932 |
1.2000 |
|
| S3 |
1.1815 |
1.1860 |
1.1989 |
|
| S4 |
1.1698 |
1.1743 |
1.1957 |
|
|
| 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 |
1.2178 |
1.2005 |
0.0173 |
1.4% |
0.0078 |
0.7% |
9% |
False |
True |
122,374 |
| 10 |
1.2238 |
1.2005 |
0.0233 |
1.9% |
0.0080 |
0.7% |
7% |
False |
True |
116,412 |
| 20 |
1.2599 |
1.2005 |
0.0594 |
4.9% |
0.0095 |
0.8% |
3% |
False |
True |
114,242 |
| 40 |
1.2727 |
1.2005 |
0.0722 |
6.0% |
0.0087 |
0.7% |
2% |
False |
True |
103,584 |
| 60 |
1.2922 |
1.2005 |
0.0917 |
7.6% |
0.0082 |
0.7% |
2% |
False |
True |
94,094 |
| 80 |
1.2977 |
1.2005 |
0.0972 |
8.1% |
0.0080 |
0.7% |
2% |
False |
True |
78,082 |
| 100 |
1.2977 |
1.2005 |
0.0972 |
8.1% |
0.0076 |
0.6% |
2% |
False |
True |
62,499 |
| 120 |
1.2977 |
1.2005 |
0.0972 |
8.1% |
0.0073 |
0.6% |
2% |
False |
True |
52,093 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.2619 |
|
2.618 |
1.2428 |
|
1.618 |
1.2311 |
|
1.000 |
1.2239 |
|
0.618 |
1.2194 |
|
HIGH |
1.2122 |
|
0.618 |
1.2077 |
|
0.500 |
1.2064 |
|
0.382 |
1.2050 |
|
LOW |
1.2005 |
|
0.618 |
1.1933 |
|
1.000 |
1.1888 |
|
1.618 |
1.1816 |
|
2.618 |
1.1699 |
|
4.250 |
1.1508 |
|
|
| Fisher Pivots for day following 12-Dec-2012 |
| Pivot |
1 day |
3 day |
| R1 |
1.2064 |
1.2092 |
| PP |
1.2049 |
1.2068 |
| S1 |
1.2035 |
1.2045 |
|