CME Japanese Yen Future March 2013
| Trading Metrics calculated at close of trading on 18-Dec-2012 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
17-Dec-2012 |
18-Dec-2012 |
Change |
Change % |
Previous Week |
| Open |
1.1900 |
1.1930 |
0.0030 |
0.3% |
1.2128 |
| High |
1.1992 |
1.1939 |
-0.0053 |
-0.4% |
1.2188 |
| Low |
1.1881 |
1.1876 |
-0.0005 |
0.0% |
1.1920 |
| Close |
1.1939 |
1.1888 |
-0.0051 |
-0.4% |
1.1992 |
| Range |
0.0111 |
0.0063 |
-0.0048 |
-43.2% |
0.0268 |
| ATR |
0.0083 |
0.0082 |
-0.0001 |
-1.7% |
0.0000 |
| Volume |
118,687 |
104,444 |
-14,243 |
-12.0% |
453,542 |
|
| Daily Pivots for day following 18-Dec-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.2090 |
1.2052 |
1.1923 |
|
| R3 |
1.2027 |
1.1989 |
1.1905 |
|
| R2 |
1.1964 |
1.1964 |
1.1900 |
|
| R1 |
1.1926 |
1.1926 |
1.1894 |
1.1914 |
| PP |
1.1901 |
1.1901 |
1.1901 |
1.1895 |
| S1 |
1.1863 |
1.1863 |
1.1882 |
1.1851 |
| S2 |
1.1838 |
1.1838 |
1.1876 |
|
| S3 |
1.1775 |
1.1800 |
1.1871 |
|
| S4 |
1.1712 |
1.1737 |
1.1853 |
|
|
| 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 |
1.2132 |
1.1876 |
0.0256 |
2.2% |
0.0092 |
0.8% |
5% |
False |
True |
118,323 |
| 10 |
1.2231 |
1.1876 |
0.0355 |
3.0% |
0.0083 |
0.7% |
3% |
False |
True |
71,422 |
| 20 |
1.2338 |
1.1876 |
0.0462 |
3.9% |
0.0084 |
0.7% |
3% |
False |
True |
37,014 |
| 40 |
1.2658 |
1.1876 |
0.0782 |
6.6% |
0.0079 |
0.7% |
2% |
False |
True |
18,582 |
| 60 |
1.2934 |
1.1876 |
0.1058 |
8.9% |
0.0066 |
0.6% |
1% |
False |
True |
12,400 |
| 80 |
1.2950 |
1.1876 |
0.1074 |
9.0% |
0.0058 |
0.5% |
1% |
False |
True |
9,305 |
| 100 |
1.2950 |
1.1876 |
0.1074 |
9.0% |
0.0049 |
0.4% |
1% |
False |
True |
7,445 |
| 120 |
1.2950 |
1.1876 |
0.1074 |
9.0% |
0.0043 |
0.4% |
1% |
False |
True |
6,205 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.2207 |
|
2.618 |
1.2104 |
|
1.618 |
1.2041 |
|
1.000 |
1.2002 |
|
0.618 |
1.1978 |
|
HIGH |
1.1939 |
|
0.618 |
1.1915 |
|
0.500 |
1.1908 |
|
0.382 |
1.1900 |
|
LOW |
1.1876 |
|
0.618 |
1.1837 |
|
1.000 |
1.1813 |
|
1.618 |
1.1774 |
|
2.618 |
1.1711 |
|
4.250 |
1.1608 |
|
|
| Fisher Pivots for day following 18-Dec-2012 |
| Pivot |
1 day |
3 day |
| R1 |
1.1908 |
1.1944 |
| PP |
1.1901 |
1.1925 |
| S1 |
1.1895 |
1.1907 |
|