CME Japanese Yen Future December 2012
| Trading Metrics calculated at close of trading on 13-Dec-2012 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
12-Dec-2012 |
13-Dec-2012 |
Change |
Change % |
Previous Week |
| Open |
1.2117 |
1.2021 |
-0.0096 |
-0.8% |
1.2139 |
| High |
1.2122 |
1.2025 |
-0.0097 |
-0.8% |
1.2238 |
| Low |
1.2005 |
1.1951 |
-0.0054 |
-0.4% |
1.2073 |
| Close |
1.2021 |
1.1966 |
-0.0055 |
-0.5% |
1.2138 |
| Range |
0.0117 |
0.0074 |
-0.0043 |
-36.8% |
0.0165 |
| ATR |
0.0086 |
0.0085 |
-0.0001 |
-1.0% |
0.0000 |
| Volume |
179,758 |
176,631 |
-3,127 |
-1.7% |
545,352 |
|
| Daily Pivots for day following 13-Dec-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.2203 |
1.2158 |
1.2007 |
|
| R3 |
1.2129 |
1.2084 |
1.1986 |
|
| R2 |
1.2055 |
1.2055 |
1.1980 |
|
| R1 |
1.2010 |
1.2010 |
1.1973 |
1.1996 |
| PP |
1.1981 |
1.1981 |
1.1981 |
1.1973 |
| S1 |
1.1936 |
1.1936 |
1.1959 |
1.1922 |
| S2 |
1.1907 |
1.1907 |
1.1952 |
|
| S3 |
1.1833 |
1.1862 |
1.1946 |
|
| S4 |
1.1759 |
1.1788 |
1.1925 |
|
|
| 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 |
1.1951 |
0.0227 |
1.9% |
0.0081 |
0.7% |
7% |
False |
True |
141,164 |
| 10 |
1.2238 |
1.1951 |
0.0287 |
2.4% |
0.0082 |
0.7% |
5% |
False |
True |
124,378 |
| 20 |
1.2483 |
1.1951 |
0.0532 |
4.4% |
0.0091 |
0.8% |
3% |
False |
True |
117,154 |
| 40 |
1.2668 |
1.1951 |
0.0717 |
6.0% |
0.0088 |
0.7% |
2% |
False |
True |
105,830 |
| 60 |
1.2922 |
1.1951 |
0.0971 |
8.1% |
0.0080 |
0.7% |
2% |
False |
True |
94,673 |
| 80 |
1.2977 |
1.1951 |
0.1026 |
8.6% |
0.0080 |
0.7% |
1% |
False |
True |
80,288 |
| 100 |
1.2977 |
1.1951 |
0.1026 |
8.6% |
0.0076 |
0.6% |
1% |
False |
True |
64,264 |
| 120 |
1.2977 |
1.1951 |
0.1026 |
8.6% |
0.0073 |
0.6% |
1% |
False |
True |
53,565 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.2340 |
|
2.618 |
1.2219 |
|
1.618 |
1.2145 |
|
1.000 |
1.2099 |
|
0.618 |
1.2071 |
|
HIGH |
1.2025 |
|
0.618 |
1.1997 |
|
0.500 |
1.1988 |
|
0.382 |
1.1979 |
|
LOW |
1.1951 |
|
0.618 |
1.1905 |
|
1.000 |
1.1877 |
|
1.618 |
1.1831 |
|
2.618 |
1.1757 |
|
4.250 |
1.1637 |
|
|
| Fisher Pivots for day following 13-Dec-2012 |
| Pivot |
1 day |
3 day |
| R1 |
1.1988 |
1.2051 |
| PP |
1.1981 |
1.2023 |
| S1 |
1.1973 |
1.1994 |
|