CME Japanese Yen Future March 2013
| Trading Metrics calculated at close of trading on 06-Dec-2012 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
05-Dec-2012 |
06-Dec-2012 |
Change |
Change % |
Previous Week |
| Open |
1.2224 |
1.2146 |
-0.0078 |
-0.6% |
1.2154 |
| High |
1.2231 |
1.2176 |
-0.0055 |
-0.4% |
1.2253 |
| Low |
1.2135 |
1.2118 |
-0.0017 |
-0.1% |
1.2098 |
| Close |
1.2158 |
1.2153 |
-0.0005 |
0.0% |
1.2149 |
| Range |
0.0096 |
0.0058 |
-0.0038 |
-39.6% |
0.0155 |
| ATR |
0.0082 |
0.0080 |
-0.0002 |
-2.1% |
0.0000 |
| Volume |
16,631 |
5,832 |
-10,799 |
-64.9% |
9,915 |
|
| Daily Pivots for day following 06-Dec-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.2323 |
1.2296 |
1.2185 |
|
| R3 |
1.2265 |
1.2238 |
1.2169 |
|
| R2 |
1.2207 |
1.2207 |
1.2164 |
|
| R1 |
1.2180 |
1.2180 |
1.2158 |
1.2194 |
| PP |
1.2149 |
1.2149 |
1.2149 |
1.2156 |
| S1 |
1.2122 |
1.2122 |
1.2148 |
1.2136 |
| S2 |
1.2091 |
1.2091 |
1.2142 |
|
| S3 |
1.2033 |
1.2064 |
1.2137 |
|
| S4 |
1.1975 |
1.2006 |
1.2121 |
|
|
| 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 |
1.2249 |
1.2098 |
0.0151 |
1.2% |
0.0079 |
0.7% |
36% |
False |
False |
7,841 |
| 10 |
1.2253 |
1.2088 |
0.0165 |
1.4% |
0.0079 |
0.7% |
39% |
False |
False |
4,768 |
| 20 |
1.2658 |
1.2088 |
0.0570 |
4.7% |
0.0088 |
0.7% |
11% |
False |
False |
2,538 |
| 40 |
1.2830 |
1.2088 |
0.0742 |
6.1% |
0.0069 |
0.6% |
9% |
False |
False |
1,296 |
| 60 |
1.2950 |
1.2088 |
0.0862 |
7.1% |
0.0063 |
0.5% |
8% |
False |
False |
875 |
| 80 |
1.2950 |
1.2088 |
0.0862 |
7.1% |
0.0052 |
0.4% |
8% |
False |
False |
659 |
| 100 |
1.2950 |
1.2088 |
0.0862 |
7.1% |
0.0043 |
0.4% |
8% |
False |
False |
528 |
| 120 |
1.2950 |
1.2088 |
0.0862 |
7.1% |
0.0038 |
0.3% |
8% |
False |
False |
440 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.2423 |
|
2.618 |
1.2328 |
|
1.618 |
1.2270 |
|
1.000 |
1.2234 |
|
0.618 |
1.2212 |
|
HIGH |
1.2176 |
|
0.618 |
1.2154 |
|
0.500 |
1.2147 |
|
0.382 |
1.2140 |
|
LOW |
1.2118 |
|
0.618 |
1.2082 |
|
1.000 |
1.2060 |
|
1.618 |
1.2024 |
|
2.618 |
1.1966 |
|
4.250 |
1.1872 |
|
|
| Fisher Pivots for day following 06-Dec-2012 |
| Pivot |
1 day |
3 day |
| R1 |
1.2151 |
1.2184 |
| PP |
1.2149 |
1.2173 |
| S1 |
1.2147 |
1.2163 |
|