CME Japanese Yen Future March 2013
| Trading Metrics calculated at close of trading on 11-Dec-2012 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
10-Dec-2012 |
11-Dec-2012 |
Change |
Change % |
Previous Week |
| Open |
1.2128 |
1.2154 |
0.0026 |
0.2% |
1.2148 |
| High |
1.2188 |
1.2160 |
-0.0028 |
-0.2% |
1.2249 |
| Low |
1.2112 |
1.2121 |
0.0009 |
0.1% |
1.2084 |
| Close |
1.2157 |
1.2132 |
-0.0025 |
-0.2% |
1.2149 |
| Range |
0.0076 |
0.0039 |
-0.0037 |
-48.7% |
0.0165 |
| ATR |
0.0081 |
0.0078 |
-0.0003 |
-3.7% |
0.0000 |
| Volume |
26,867 |
58,187 |
31,320 |
116.6% |
51,854 |
|
| Daily Pivots for day following 11-Dec-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.2255 |
1.2232 |
1.2153 |
|
| R3 |
1.2216 |
1.2193 |
1.2143 |
|
| R2 |
1.2177 |
1.2177 |
1.2139 |
|
| R1 |
1.2154 |
1.2154 |
1.2136 |
1.2146 |
| PP |
1.2138 |
1.2138 |
1.2138 |
1.2134 |
| S1 |
1.2115 |
1.2115 |
1.2128 |
1.2107 |
| S2 |
1.2099 |
1.2099 |
1.2125 |
|
| S3 |
1.2060 |
1.2076 |
1.2121 |
|
| S4 |
1.2021 |
1.2037 |
1.2111 |
|
|
| 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 |
1.2231 |
1.2084 |
0.0147 |
1.2% |
0.0073 |
0.6% |
33% |
False |
False |
24,521 |
| 10 |
1.2253 |
1.2084 |
0.0169 |
1.4% |
0.0073 |
0.6% |
28% |
False |
False |
14,399 |
| 20 |
1.2630 |
1.2084 |
0.0546 |
4.5% |
0.0088 |
0.7% |
9% |
False |
False |
7,519 |
| 40 |
1.2727 |
1.2084 |
0.0643 |
5.3% |
0.0072 |
0.6% |
7% |
False |
False |
3,798 |
| 60 |
1.2934 |
1.2084 |
0.0850 |
7.0% |
0.0062 |
0.5% |
6% |
False |
False |
2,543 |
| 80 |
1.2950 |
1.2084 |
0.0866 |
7.1% |
0.0055 |
0.5% |
6% |
False |
False |
1,911 |
| 100 |
1.2950 |
1.2084 |
0.0866 |
7.1% |
0.0045 |
0.4% |
6% |
False |
False |
1,529 |
| 120 |
1.2950 |
1.2084 |
0.0866 |
7.1% |
0.0039 |
0.3% |
6% |
False |
False |
1,275 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.2326 |
|
2.618 |
1.2262 |
|
1.618 |
1.2223 |
|
1.000 |
1.2199 |
|
0.618 |
1.2184 |
|
HIGH |
1.2160 |
|
0.618 |
1.2145 |
|
0.500 |
1.2141 |
|
0.382 |
1.2136 |
|
LOW |
1.2121 |
|
0.618 |
1.2097 |
|
1.000 |
1.2082 |
|
1.618 |
1.2058 |
|
2.618 |
1.2019 |
|
4.250 |
1.1955 |
|
|
| Fisher Pivots for day following 11-Dec-2012 |
| Pivot |
1 day |
3 day |
| R1 |
1.2141 |
1.2136 |
| PP |
1.2138 |
1.2135 |
| S1 |
1.2135 |
1.2133 |
|