CME Japanese Yen Future March 2013
| Trading Metrics calculated at close of trading on 19-Dec-2012 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
18-Dec-2012 |
19-Dec-2012 |
Change |
Change % |
Previous Week |
| Open |
1.1930 |
1.1877 |
-0.0053 |
-0.4% |
1.2128 |
| High |
1.1939 |
1.1885 |
-0.0054 |
-0.5% |
1.2188 |
| Low |
1.1876 |
1.1827 |
-0.0049 |
-0.4% |
1.1920 |
| Close |
1.1888 |
1.1858 |
-0.0030 |
-0.3% |
1.1992 |
| Range |
0.0063 |
0.0058 |
-0.0005 |
-7.9% |
0.0268 |
| ATR |
0.0082 |
0.0080 |
-0.0001 |
-1.8% |
0.0000 |
| Volume |
104,444 |
111,310 |
6,866 |
6.6% |
453,542 |
|
| Daily Pivots for day following 19-Dec-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.2031 |
1.2002 |
1.1890 |
|
| R3 |
1.1973 |
1.1944 |
1.1874 |
|
| R2 |
1.1915 |
1.1915 |
1.1869 |
|
| R1 |
1.1886 |
1.1886 |
1.1863 |
1.1872 |
| PP |
1.1857 |
1.1857 |
1.1857 |
1.1849 |
| S1 |
1.1828 |
1.1828 |
1.1853 |
1.1814 |
| S2 |
1.1799 |
1.1799 |
1.1847 |
|
| S3 |
1.1741 |
1.1770 |
1.1842 |
|
| S4 |
1.1683 |
1.1712 |
1.1826 |
|
|
| 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 |
1.2038 |
1.1827 |
0.0211 |
1.8% |
0.0080 |
0.7% |
15% |
False |
True |
121,736 |
| 10 |
1.2188 |
1.1827 |
0.0361 |
3.0% |
0.0079 |
0.7% |
9% |
False |
True |
80,890 |
| 20 |
1.2258 |
1.1827 |
0.0431 |
3.6% |
0.0083 |
0.7% |
7% |
False |
True |
42,565 |
| 40 |
1.2658 |
1.1827 |
0.0831 |
7.0% |
0.0079 |
0.7% |
4% |
False |
True |
21,362 |
| 60 |
1.2934 |
1.1827 |
0.1107 |
9.3% |
0.0067 |
0.6% |
3% |
False |
True |
14,254 |
| 80 |
1.2950 |
1.1827 |
0.1123 |
9.5% |
0.0059 |
0.5% |
3% |
False |
True |
10,697 |
| 100 |
1.2950 |
1.1827 |
0.1123 |
9.5% |
0.0050 |
0.4% |
3% |
False |
True |
8,558 |
| 120 |
1.2950 |
1.1827 |
0.1123 |
9.5% |
0.0042 |
0.4% |
3% |
False |
True |
7,132 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.2132 |
|
2.618 |
1.2037 |
|
1.618 |
1.1979 |
|
1.000 |
1.1943 |
|
0.618 |
1.1921 |
|
HIGH |
1.1885 |
|
0.618 |
1.1863 |
|
0.500 |
1.1856 |
|
0.382 |
1.1849 |
|
LOW |
1.1827 |
|
0.618 |
1.1791 |
|
1.000 |
1.1769 |
|
1.618 |
1.1733 |
|
2.618 |
1.1675 |
|
4.250 |
1.1581 |
|
|
| Fisher Pivots for day following 19-Dec-2012 |
| Pivot |
1 day |
3 day |
| R1 |
1.1857 |
1.1910 |
| PP |
1.1857 |
1.1892 |
| S1 |
1.1856 |
1.1875 |
|