CME Japanese Yen Future March 2013
| Trading Metrics calculated at close of trading on 17-Dec-2012 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
14-Dec-2012 |
17-Dec-2012 |
Change |
Change % |
Previous Week |
| Open |
1.1966 |
1.1900 |
-0.0066 |
-0.6% |
1.2128 |
| High |
1.2011 |
1.1992 |
-0.0019 |
-0.2% |
1.2188 |
| Low |
1.1920 |
1.1881 |
-0.0039 |
-0.3% |
1.1920 |
| Close |
1.1992 |
1.1939 |
-0.0053 |
-0.4% |
1.1992 |
| Range |
0.0091 |
0.0111 |
0.0020 |
22.0% |
0.0268 |
| ATR |
0.0081 |
0.0083 |
0.0002 |
2.6% |
0.0000 |
| Volume |
181,623 |
118,687 |
-62,936 |
-34.7% |
453,542 |
|
| Daily Pivots for day following 17-Dec-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.2270 |
1.2216 |
1.2000 |
|
| R3 |
1.2159 |
1.2105 |
1.1970 |
|
| R2 |
1.2048 |
1.2048 |
1.1959 |
|
| R1 |
1.1994 |
1.1994 |
1.1949 |
1.2021 |
| PP |
1.1937 |
1.1937 |
1.1937 |
1.1951 |
| S1 |
1.1883 |
1.1883 |
1.1929 |
1.1910 |
| S2 |
1.1826 |
1.1826 |
1.1919 |
|
| S3 |
1.1715 |
1.1772 |
1.1908 |
|
| S4 |
1.1604 |
1.1661 |
1.1878 |
|
|
| Weekly Pivots for week ending 14-Dec-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.2837 |
1.2683 |
1.2139 |
|
| R3 |
1.2569 |
1.2415 |
1.2066 |
|
| R2 |
1.2301 |
1.2301 |
1.2041 |
|
| R1 |
1.2147 |
1.2147 |
1.2017 |
1.2090 |
| PP |
1.2033 |
1.2033 |
1.2033 |
1.2005 |
| S1 |
1.1879 |
1.1879 |
1.1967 |
1.1822 |
| S2 |
1.1765 |
1.1765 |
1.1943 |
|
| S3 |
1.1497 |
1.1611 |
1.1918 |
|
| S4 |
1.1229 |
1.1343 |
1.1845 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1.2160 |
1.1881 |
0.0279 |
2.3% |
0.0087 |
0.7% |
21% |
False |
True |
109,072 |
| 10 |
1.2249 |
1.1881 |
0.0368 |
3.1% |
0.0083 |
0.7% |
16% |
False |
True |
61,701 |
| 20 |
1.2345 |
1.1881 |
0.0464 |
3.9% |
0.0085 |
0.7% |
13% |
False |
True |
31,820 |
| 40 |
1.2658 |
1.1881 |
0.0777 |
6.5% |
0.0078 |
0.7% |
7% |
False |
True |
15,971 |
| 60 |
1.2934 |
1.1881 |
0.1053 |
8.8% |
0.0065 |
0.5% |
6% |
False |
True |
10,660 |
| 80 |
1.2950 |
1.1881 |
0.1069 |
9.0% |
0.0057 |
0.5% |
5% |
False |
True |
8,000 |
| 100 |
1.2950 |
1.1881 |
0.1069 |
9.0% |
0.0048 |
0.4% |
5% |
False |
True |
6,401 |
| 120 |
1.2950 |
1.1881 |
0.1069 |
9.0% |
0.0042 |
0.4% |
5% |
False |
True |
5,334 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.2464 |
|
2.618 |
1.2283 |
|
1.618 |
1.2172 |
|
1.000 |
1.2103 |
|
0.618 |
1.2061 |
|
HIGH |
1.1992 |
|
0.618 |
1.1950 |
|
0.500 |
1.1937 |
|
0.382 |
1.1923 |
|
LOW |
1.1881 |
|
0.618 |
1.1812 |
|
1.000 |
1.1770 |
|
1.618 |
1.1701 |
|
2.618 |
1.1590 |
|
4.250 |
1.1409 |
|
|
| Fisher Pivots for day following 17-Dec-2012 |
| Pivot |
1 day |
3 day |
| R1 |
1.1938 |
1.1960 |
| PP |
1.1937 |
1.1953 |
| S1 |
1.1937 |
1.1946 |
|