CME Japanese Yen Future March 2013
| Trading Metrics calculated at close of trading on 20-Dec-2012 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
19-Dec-2012 |
20-Dec-2012 |
Change |
Change % |
Previous Week |
| Open |
1.1877 |
1.1900 |
0.0023 |
0.2% |
1.2128 |
| High |
1.1885 |
1.1934 |
0.0049 |
0.4% |
1.2188 |
| Low |
1.1827 |
1.1848 |
0.0021 |
0.2% |
1.1920 |
| Close |
1.1858 |
1.1853 |
-0.0005 |
0.0% |
1.1992 |
| Range |
0.0058 |
0.0086 |
0.0028 |
48.3% |
0.0268 |
| ATR |
0.0080 |
0.0081 |
0.0000 |
0.5% |
0.0000 |
| Volume |
111,310 |
125,822 |
14,512 |
13.0% |
453,542 |
|
| Daily Pivots for day following 20-Dec-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.2136 |
1.2081 |
1.1900 |
|
| R3 |
1.2050 |
1.1995 |
1.1877 |
|
| R2 |
1.1964 |
1.1964 |
1.1869 |
|
| R1 |
1.1909 |
1.1909 |
1.1861 |
1.1894 |
| PP |
1.1878 |
1.1878 |
1.1878 |
1.1871 |
| S1 |
1.1823 |
1.1823 |
1.1845 |
1.1808 |
| S2 |
1.1792 |
1.1792 |
1.1837 |
|
| S3 |
1.1706 |
1.1737 |
1.1829 |
|
| S4 |
1.1620 |
1.1651 |
1.1806 |
|
|
| 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 |
1.2011 |
1.1827 |
0.0184 |
1.6% |
0.0082 |
0.7% |
14% |
False |
False |
128,377 |
| 10 |
1.2188 |
1.1827 |
0.0361 |
3.0% |
0.0082 |
0.7% |
7% |
False |
False |
92,889 |
| 20 |
1.2253 |
1.1827 |
0.0426 |
3.6% |
0.0080 |
0.7% |
6% |
False |
False |
48,828 |
| 40 |
1.2658 |
1.1827 |
0.0831 |
7.0% |
0.0081 |
0.7% |
3% |
False |
False |
24,506 |
| 60 |
1.2934 |
1.1827 |
0.1107 |
9.3% |
0.0068 |
0.6% |
2% |
False |
False |
16,351 |
| 80 |
1.2950 |
1.1827 |
0.1123 |
9.5% |
0.0060 |
0.5% |
2% |
False |
False |
12,269 |
| 100 |
1.2950 |
1.1827 |
0.1123 |
9.5% |
0.0050 |
0.4% |
2% |
False |
False |
9,817 |
| 120 |
1.2950 |
1.1827 |
0.1123 |
9.5% |
0.0043 |
0.4% |
2% |
False |
False |
8,181 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.2300 |
|
2.618 |
1.2159 |
|
1.618 |
1.2073 |
|
1.000 |
1.2020 |
|
0.618 |
1.1987 |
|
HIGH |
1.1934 |
|
0.618 |
1.1901 |
|
0.500 |
1.1891 |
|
0.382 |
1.1881 |
|
LOW |
1.1848 |
|
0.618 |
1.1795 |
|
1.000 |
1.1762 |
|
1.618 |
1.1709 |
|
2.618 |
1.1623 |
|
4.250 |
1.1483 |
|
|
| Fisher Pivots for day following 20-Dec-2012 |
| Pivot |
1 day |
3 day |
| R1 |
1.1891 |
1.1883 |
| PP |
1.1878 |
1.1873 |
| S1 |
1.1866 |
1.1863 |
|