CME Japanese Yen Future March 2013
| Trading Metrics calculated at close of trading on 27-Dec-2012 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
26-Dec-2012 |
27-Dec-2012 |
Change |
Change % |
Previous Week |
| Open |
1.1730 |
1.1705 |
-0.0025 |
-0.2% |
1.1900 |
| High |
1.1739 |
1.1707 |
-0.0032 |
-0.3% |
1.1992 |
| Low |
1.1673 |
1.1613 |
-0.0060 |
-0.5% |
1.1827 |
| Close |
1.1688 |
1.1632 |
-0.0056 |
-0.5% |
1.1882 |
| Range |
0.0066 |
0.0094 |
0.0028 |
42.4% |
0.0165 |
| ATR |
0.0085 |
0.0086 |
0.0001 |
0.7% |
0.0000 |
| Volume |
64,197 |
119,564 |
55,367 |
86.2% |
578,682 |
|
| Daily Pivots for day following 27-Dec-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.1933 |
1.1876 |
1.1684 |
|
| R3 |
1.1839 |
1.1782 |
1.1658 |
|
| R2 |
1.1745 |
1.1745 |
1.1649 |
|
| R1 |
1.1688 |
1.1688 |
1.1641 |
1.1670 |
| PP |
1.1651 |
1.1651 |
1.1651 |
1.1641 |
| S1 |
1.1594 |
1.1594 |
1.1623 |
1.1576 |
| S2 |
1.1557 |
1.1557 |
1.1615 |
|
| S3 |
1.1463 |
1.1500 |
1.1606 |
|
| S4 |
1.1369 |
1.1406 |
1.1580 |
|
|
| 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 |
1.1613 |
0.0321 |
2.8% |
0.0084 |
0.7% |
6% |
False |
True |
93,352 |
| 10 |
1.2038 |
1.1613 |
0.0425 |
3.7% |
0.0082 |
0.7% |
4% |
False |
True |
107,544 |
| 20 |
1.2249 |
1.1613 |
0.0636 |
5.5% |
0.0080 |
0.7% |
3% |
False |
True |
65,638 |
| 40 |
1.2658 |
1.1613 |
0.1045 |
9.0% |
0.0081 |
0.7% |
2% |
False |
True |
33,021 |
| 60 |
1.2830 |
1.1613 |
0.1217 |
10.5% |
0.0070 |
0.6% |
2% |
False |
True |
22,030 |
| 80 |
1.2950 |
1.1613 |
0.1337 |
11.5% |
0.0064 |
0.6% |
1% |
False |
True |
16,530 |
| 100 |
1.2950 |
1.1613 |
0.1337 |
11.5% |
0.0054 |
0.5% |
1% |
False |
True |
13,226 |
| 120 |
1.2950 |
1.1613 |
0.1337 |
11.5% |
0.0046 |
0.4% |
1% |
False |
True |
11,022 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.2107 |
|
2.618 |
1.1953 |
|
1.618 |
1.1859 |
|
1.000 |
1.1801 |
|
0.618 |
1.1765 |
|
HIGH |
1.1707 |
|
0.618 |
1.1671 |
|
0.500 |
1.1660 |
|
0.382 |
1.1649 |
|
LOW |
1.1613 |
|
0.618 |
1.1555 |
|
1.000 |
1.1519 |
|
1.618 |
1.1461 |
|
2.618 |
1.1367 |
|
4.250 |
1.1214 |
|
|
| Fisher Pivots for day following 27-Dec-2012 |
| Pivot |
1 day |
3 day |
| R1 |
1.1660 |
1.1748 |
| PP |
1.1651 |
1.1709 |
| S1 |
1.1641 |
1.1671 |
|