CME Japanese Yen Future March 2013
| Trading Metrics calculated at close of trading on 07-Dec-2012 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
06-Dec-2012 |
07-Dec-2012 |
Change |
Change % |
Previous Week |
| Open |
1.2146 |
1.2146 |
0.0000 |
0.0% |
1.2148 |
| High |
1.2176 |
1.2180 |
0.0004 |
0.0% |
1.2249 |
| Low |
1.2118 |
1.2084 |
-0.0034 |
-0.3% |
1.2084 |
| Close |
1.2153 |
1.2149 |
-0.0004 |
0.0% |
1.2149 |
| Range |
0.0058 |
0.0096 |
0.0038 |
65.5% |
0.0165 |
| ATR |
0.0080 |
0.0081 |
0.0001 |
1.4% |
0.0000 |
| Volume |
5,832 |
15,091 |
9,259 |
158.8% |
51,854 |
|
| Daily Pivots for day following 07-Dec-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.2426 |
1.2383 |
1.2202 |
|
| R3 |
1.2330 |
1.2287 |
1.2175 |
|
| R2 |
1.2234 |
1.2234 |
1.2167 |
|
| R1 |
1.2191 |
1.2191 |
1.2158 |
1.2213 |
| PP |
1.2138 |
1.2138 |
1.2138 |
1.2148 |
| S1 |
1.2095 |
1.2095 |
1.2140 |
1.2117 |
| S2 |
1.2042 |
1.2042 |
1.2131 |
|
| S3 |
1.1946 |
1.1999 |
1.2123 |
|
| S4 |
1.1850 |
1.1903 |
1.2096 |
|
|
| Weekly Pivots for week ending 07-Dec-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.2656 |
1.2567 |
1.2240 |
|
| R3 |
1.2491 |
1.2402 |
1.2194 |
|
| R2 |
1.2326 |
1.2326 |
1.2179 |
|
| R1 |
1.2237 |
1.2237 |
1.2164 |
1.2282 |
| PP |
1.2161 |
1.2161 |
1.2161 |
1.2183 |
| S1 |
1.2072 |
1.2072 |
1.2134 |
1.2117 |
| S2 |
1.1996 |
1.1996 |
1.2119 |
|
| S3 |
1.1831 |
1.1907 |
1.2104 |
|
| S4 |
1.1666 |
1.1742 |
1.2058 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1.2249 |
1.2084 |
0.0165 |
1.4% |
0.0079 |
0.6% |
39% |
False |
True |
10,370 |
| 10 |
1.2253 |
1.2084 |
0.0169 |
1.4% |
0.0078 |
0.6% |
38% |
False |
True |
6,176 |
| 20 |
1.2658 |
1.2084 |
0.0574 |
4.7% |
0.0087 |
0.7% |
11% |
False |
True |
3,290 |
| 40 |
1.2777 |
1.2084 |
0.0693 |
5.7% |
0.0070 |
0.6% |
9% |
False |
True |
1,673 |
| 60 |
1.2934 |
1.2084 |
0.0850 |
7.0% |
0.0064 |
0.5% |
8% |
False |
True |
1,126 |
| 80 |
1.2950 |
1.2084 |
0.0866 |
7.1% |
0.0053 |
0.4% |
8% |
False |
True |
847 |
| 100 |
1.2950 |
1.2084 |
0.0866 |
7.1% |
0.0044 |
0.4% |
8% |
False |
True |
679 |
| 120 |
1.2950 |
1.2084 |
0.0866 |
7.1% |
0.0039 |
0.3% |
8% |
False |
True |
566 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.2588 |
|
2.618 |
1.2431 |
|
1.618 |
1.2335 |
|
1.000 |
1.2276 |
|
0.618 |
1.2239 |
|
HIGH |
1.2180 |
|
0.618 |
1.2143 |
|
0.500 |
1.2132 |
|
0.382 |
1.2121 |
|
LOW |
1.2084 |
|
0.618 |
1.2025 |
|
1.000 |
1.1988 |
|
1.618 |
1.1929 |
|
2.618 |
1.1833 |
|
4.250 |
1.1676 |
|
|
| Fisher Pivots for day following 07-Dec-2012 |
| Pivot |
1 day |
3 day |
| R1 |
1.2143 |
1.2158 |
| PP |
1.2138 |
1.2155 |
| S1 |
1.2132 |
1.2152 |
|