CME Japanese Yen Future March 2013
| Trading Metrics calculated at close of trading on 26-Dec-2012 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
24-Dec-2012 |
26-Dec-2012 |
Change |
Change % |
Previous Week |
| Open |
1.1858 |
1.1730 |
-0.0128 |
-1.1% |
1.1900 |
| High |
1.1882 |
1.1739 |
-0.0143 |
-1.2% |
1.1992 |
| Low |
1.1790 |
1.1673 |
-0.0117 |
-1.0% |
1.1827 |
| Close |
1.1804 |
1.1688 |
-0.0116 |
-1.0% |
1.1882 |
| Range |
0.0092 |
0.0066 |
-0.0026 |
-28.3% |
0.0165 |
| ATR |
0.0082 |
0.0085 |
0.0004 |
4.3% |
0.0000 |
| Volume |
38,760 |
64,197 |
25,437 |
65.6% |
578,682 |
|
| Daily Pivots for day following 26-Dec-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.1898 |
1.1859 |
1.1724 |
|
| R3 |
1.1832 |
1.1793 |
1.1706 |
|
| R2 |
1.1766 |
1.1766 |
1.1700 |
|
| R1 |
1.1727 |
1.1727 |
1.1694 |
1.1714 |
| PP |
1.1700 |
1.1700 |
1.1700 |
1.1693 |
| S1 |
1.1661 |
1.1661 |
1.1682 |
1.1648 |
| S2 |
1.1634 |
1.1634 |
1.1676 |
|
| S3 |
1.1568 |
1.1595 |
1.1670 |
|
| S4 |
1.1502 |
1.1529 |
1.1652 |
|
|
| Weekly Pivots for week ending 21-Dec-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.2395 |
1.2304 |
1.1973 |
|
| R3 |
1.2230 |
1.2139 |
1.1927 |
|
| R2 |
1.2065 |
1.2065 |
1.1912 |
|
| R1 |
1.1974 |
1.1974 |
1.1897 |
1.1937 |
| PP |
1.1900 |
1.1900 |
1.1900 |
1.1882 |
| S1 |
1.1809 |
1.1809 |
1.1867 |
1.1772 |
| S2 |
1.1735 |
1.1735 |
1.1852 |
|
| S3 |
1.1570 |
1.1644 |
1.1837 |
|
| S4 |
1.1405 |
1.1479 |
1.1791 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1.1934 |
1.1673 |
0.0261 |
2.2% |
0.0077 |
0.7% |
6% |
False |
True |
91,701 |
| 10 |
1.2132 |
1.1673 |
0.0459 |
3.9% |
0.0085 |
0.7% |
3% |
False |
True |
105,012 |
| 20 |
1.2253 |
1.1673 |
0.0580 |
5.0% |
0.0079 |
0.7% |
3% |
False |
True |
59,705 |
| 40 |
1.2658 |
1.1673 |
0.0985 |
8.4% |
0.0081 |
0.7% |
2% |
False |
True |
30,034 |
| 60 |
1.2840 |
1.1673 |
0.1167 |
10.0% |
0.0069 |
0.6% |
1% |
False |
True |
20,038 |
| 80 |
1.2950 |
1.1673 |
0.1277 |
10.9% |
0.0063 |
0.5% |
1% |
False |
True |
15,036 |
| 100 |
1.2950 |
1.1673 |
0.1277 |
10.9% |
0.0053 |
0.5% |
1% |
False |
True |
12,030 |
| 120 |
1.2950 |
1.1673 |
0.1277 |
10.9% |
0.0045 |
0.4% |
1% |
False |
True |
10,026 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.2020 |
|
2.618 |
1.1912 |
|
1.618 |
1.1846 |
|
1.000 |
1.1805 |
|
0.618 |
1.1780 |
|
HIGH |
1.1739 |
|
0.618 |
1.1714 |
|
0.500 |
1.1706 |
|
0.382 |
1.1698 |
|
LOW |
1.1673 |
|
0.618 |
1.1632 |
|
1.000 |
1.1607 |
|
1.618 |
1.1566 |
|
2.618 |
1.1500 |
|
4.250 |
1.1393 |
|
|
| Fisher Pivots for day following 26-Dec-2012 |
| Pivot |
1 day |
3 day |
| R1 |
1.1706 |
1.1804 |
| PP |
1.1700 |
1.1765 |
| S1 |
1.1694 |
1.1727 |
|