CME Japanese Yen Future March 2013
| Trading Metrics calculated at close of trading on 03-Dec-2012 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
30-Nov-2012 |
03-Dec-2012 |
Change |
Change % |
Previous Week |
| Open |
1.2191 |
1.2148 |
-0.0043 |
-0.4% |
1.2154 |
| High |
1.2196 |
1.2206 |
0.0010 |
0.1% |
1.2253 |
| Low |
1.2098 |
1.2134 |
0.0036 |
0.3% |
1.2098 |
| Close |
1.2149 |
1.2174 |
0.0025 |
0.2% |
1.2149 |
| Range |
0.0098 |
0.0072 |
-0.0026 |
-26.5% |
0.0155 |
| ATR |
0.0082 |
0.0081 |
-0.0001 |
-0.8% |
0.0000 |
| Volume |
2,443 |
7,068 |
4,625 |
189.3% |
9,915 |
|
| Daily Pivots for day following 03-Dec-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.2387 |
1.2353 |
1.2214 |
|
| R3 |
1.2315 |
1.2281 |
1.2194 |
|
| R2 |
1.2243 |
1.2243 |
1.2187 |
|
| R1 |
1.2209 |
1.2209 |
1.2181 |
1.2226 |
| PP |
1.2171 |
1.2171 |
1.2171 |
1.2180 |
| S1 |
1.2137 |
1.2137 |
1.2167 |
1.2154 |
| S2 |
1.2099 |
1.2099 |
1.2161 |
|
| S3 |
1.2027 |
1.2065 |
1.2154 |
|
| S4 |
1.1955 |
1.1993 |
1.2134 |
|
|
| Weekly Pivots for week ending 30-Nov-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.2632 |
1.2545 |
1.2234 |
|
| R3 |
1.2477 |
1.2390 |
1.2192 |
|
| R2 |
1.2322 |
1.2322 |
1.2177 |
|
| R1 |
1.2235 |
1.2235 |
1.2163 |
1.2201 |
| PP |
1.2167 |
1.2167 |
1.2167 |
1.2150 |
| S1 |
1.2080 |
1.2080 |
1.2135 |
1.2046 |
| S2 |
1.2012 |
1.2012 |
1.2121 |
|
| S3 |
1.1857 |
1.1925 |
1.2106 |
|
| S4 |
1.1702 |
1.1770 |
1.2064 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1.2253 |
1.2098 |
0.0155 |
1.3% |
0.0072 |
0.6% |
49% |
False |
False |
3,027 |
| 10 |
1.2345 |
1.2088 |
0.0257 |
2.1% |
0.0086 |
0.7% |
33% |
False |
False |
1,939 |
| 20 |
1.2658 |
1.2088 |
0.0570 |
4.7% |
0.0085 |
0.7% |
15% |
False |
False |
1,059 |
| 40 |
1.2830 |
1.2088 |
0.0742 |
6.1% |
0.0067 |
0.5% |
12% |
False |
False |
555 |
| 60 |
1.2950 |
1.2088 |
0.0862 |
7.1% |
0.0060 |
0.5% |
10% |
False |
False |
381 |
| 80 |
1.2950 |
1.2088 |
0.0862 |
7.1% |
0.0049 |
0.4% |
10% |
False |
False |
288 |
| 100 |
1.2950 |
1.2088 |
0.0862 |
7.1% |
0.0041 |
0.3% |
10% |
False |
False |
231 |
| 120 |
1.2950 |
1.2088 |
0.0862 |
7.1% |
0.0037 |
0.3% |
10% |
False |
False |
193 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.2512 |
|
2.618 |
1.2394 |
|
1.618 |
1.2322 |
|
1.000 |
1.2278 |
|
0.618 |
1.2250 |
|
HIGH |
1.2206 |
|
0.618 |
1.2178 |
|
0.500 |
1.2170 |
|
0.382 |
1.2162 |
|
LOW |
1.2134 |
|
0.618 |
1.2090 |
|
1.000 |
1.2062 |
|
1.618 |
1.2018 |
|
2.618 |
1.1946 |
|
4.250 |
1.1828 |
|
|
| Fisher Pivots for day following 03-Dec-2012 |
| Pivot |
1 day |
3 day |
| R1 |
1.2173 |
1.2169 |
| PP |
1.2171 |
1.2164 |
| S1 |
1.2170 |
1.2159 |
|