CME Japanese Yen Future December 2012
| Trading Metrics calculated at close of trading on 14-Dec-2012 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
13-Dec-2012 |
14-Dec-2012 |
Change |
Change % |
Previous Week |
| Open |
1.2021 |
1.1958 |
-0.0063 |
-0.5% |
1.2116 |
| High |
1.2025 |
1.2002 |
-0.0023 |
-0.2% |
1.2178 |
| Low |
1.1951 |
1.1911 |
-0.0040 |
-0.3% |
1.1911 |
| Close |
1.1966 |
1.1983 |
0.0017 |
0.1% |
1.1983 |
| Range |
0.0074 |
0.0091 |
0.0017 |
23.0% |
0.0267 |
| ATR |
0.0085 |
0.0086 |
0.0000 |
0.5% |
0.0000 |
| Volume |
176,631 |
55,449 |
-121,182 |
-68.6% |
619,551 |
|
| Daily Pivots for day following 14-Dec-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.2238 |
1.2202 |
1.2033 |
|
| R3 |
1.2147 |
1.2111 |
1.2008 |
|
| R2 |
1.2056 |
1.2056 |
1.2000 |
|
| R1 |
1.2020 |
1.2020 |
1.1991 |
1.2038 |
| PP |
1.1965 |
1.1965 |
1.1965 |
1.1975 |
| S1 |
1.1929 |
1.1929 |
1.1975 |
1.1947 |
| S2 |
1.1874 |
1.1874 |
1.1966 |
|
| S3 |
1.1783 |
1.1838 |
1.1958 |
|
| S4 |
1.1692 |
1.1747 |
1.1933 |
|
|
| Weekly Pivots for week ending 14-Dec-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.2825 |
1.2671 |
1.2130 |
|
| R3 |
1.2558 |
1.2404 |
1.2056 |
|
| R2 |
1.2291 |
1.2291 |
1.2032 |
|
| R1 |
1.2137 |
1.2137 |
1.2007 |
1.2081 |
| PP |
1.2024 |
1.2024 |
1.2024 |
1.1996 |
| S1 |
1.1870 |
1.1870 |
1.1959 |
1.1814 |
| S2 |
1.1757 |
1.1757 |
1.1934 |
|
| S3 |
1.1490 |
1.1603 |
1.1910 |
|
| S4 |
1.1223 |
1.1336 |
1.1836 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1.2178 |
1.1911 |
0.0267 |
2.2% |
0.0080 |
0.7% |
27% |
False |
True |
123,910 |
| 10 |
1.2238 |
1.1911 |
0.0327 |
2.7% |
0.0081 |
0.7% |
22% |
False |
True |
116,490 |
| 20 |
1.2364 |
1.1911 |
0.0453 |
3.8% |
0.0086 |
0.7% |
16% |
False |
True |
112,231 |
| 40 |
1.2650 |
1.1911 |
0.0739 |
6.2% |
0.0088 |
0.7% |
10% |
False |
True |
103,842 |
| 60 |
1.2922 |
1.1911 |
0.1011 |
8.4% |
0.0081 |
0.7% |
7% |
False |
True |
94,190 |
| 80 |
1.2977 |
1.1911 |
0.1066 |
8.9% |
0.0079 |
0.7% |
7% |
False |
True |
80,974 |
| 100 |
1.2977 |
1.1911 |
0.1066 |
8.9% |
0.0077 |
0.6% |
7% |
False |
True |
64,818 |
| 120 |
1.2977 |
1.1911 |
0.1066 |
8.9% |
0.0073 |
0.6% |
7% |
False |
True |
54,027 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.2389 |
|
2.618 |
1.2240 |
|
1.618 |
1.2149 |
|
1.000 |
1.2093 |
|
0.618 |
1.2058 |
|
HIGH |
1.2002 |
|
0.618 |
1.1967 |
|
0.500 |
1.1957 |
|
0.382 |
1.1946 |
|
LOW |
1.1911 |
|
0.618 |
1.1855 |
|
1.000 |
1.1820 |
|
1.618 |
1.1764 |
|
2.618 |
1.1673 |
|
4.250 |
1.1524 |
|
|
| Fisher Pivots for day following 14-Dec-2012 |
| Pivot |
1 day |
3 day |
| R1 |
1.1974 |
1.2017 |
| PP |
1.1965 |
1.2005 |
| S1 |
1.1957 |
1.1994 |
|