CME Japanese Yen Future March 2013
| Trading Metrics calculated at close of trading on 28-Dec-2012 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
27-Dec-2012 |
28-Dec-2012 |
Change |
Change % |
Previous Week |
| Open |
1.1705 |
1.1607 |
-0.0098 |
-0.8% |
1.1858 |
| High |
1.1707 |
1.1654 |
-0.0053 |
-0.5% |
1.1882 |
| Low |
1.1613 |
1.1548 |
-0.0065 |
-0.6% |
1.1548 |
| Close |
1.1632 |
1.1625 |
-0.0007 |
-0.1% |
1.1625 |
| Range |
0.0094 |
0.0106 |
0.0012 |
12.8% |
0.0334 |
| ATR |
0.0086 |
0.0087 |
0.0001 |
1.7% |
0.0000 |
| Volume |
119,564 |
90,761 |
-28,803 |
-24.1% |
313,282 |
|
| Daily Pivots for day following 28-Dec-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.1927 |
1.1882 |
1.1683 |
|
| R3 |
1.1821 |
1.1776 |
1.1654 |
|
| R2 |
1.1715 |
1.1715 |
1.1644 |
|
| R1 |
1.1670 |
1.1670 |
1.1635 |
1.1693 |
| PP |
1.1609 |
1.1609 |
1.1609 |
1.1620 |
| S1 |
1.1564 |
1.1564 |
1.1615 |
1.1587 |
| S2 |
1.1503 |
1.1503 |
1.1606 |
|
| S3 |
1.1397 |
1.1458 |
1.1596 |
|
| S4 |
1.1291 |
1.1352 |
1.1567 |
|
|
| Weekly Pivots for week ending 28-Dec-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.2687 |
1.2490 |
1.1809 |
|
| R3 |
1.2353 |
1.2156 |
1.1717 |
|
| R2 |
1.2019 |
1.2019 |
1.1686 |
|
| R1 |
1.1822 |
1.1822 |
1.1656 |
1.1754 |
| PP |
1.1685 |
1.1685 |
1.1685 |
1.1651 |
| S1 |
1.1488 |
1.1488 |
1.1594 |
1.1420 |
| S2 |
1.1351 |
1.1351 |
1.1564 |
|
| S3 |
1.1017 |
1.1154 |
1.1533 |
|
| S4 |
1.0683 |
1.0820 |
1.1441 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1.1934 |
1.1548 |
0.0386 |
3.3% |
0.0088 |
0.8% |
20% |
False |
True |
86,340 |
| 10 |
1.2011 |
1.1548 |
0.0463 |
4.0% |
0.0085 |
0.7% |
17% |
False |
True |
107,358 |
| 20 |
1.2249 |
1.1548 |
0.0701 |
6.0% |
0.0083 |
0.7% |
11% |
False |
True |
69,990 |
| 40 |
1.2658 |
1.1548 |
0.1110 |
9.5% |
0.0082 |
0.7% |
7% |
False |
True |
35,288 |
| 60 |
1.2830 |
1.1548 |
0.1282 |
11.0% |
0.0071 |
0.6% |
6% |
False |
True |
23,542 |
| 80 |
1.2950 |
1.1548 |
0.1402 |
12.1% |
0.0065 |
0.6% |
5% |
False |
True |
17,664 |
| 100 |
1.2950 |
1.1548 |
0.1402 |
12.1% |
0.0055 |
0.5% |
5% |
False |
True |
14,133 |
| 120 |
1.2950 |
1.1548 |
0.1402 |
12.1% |
0.0047 |
0.4% |
5% |
False |
True |
11,778 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.2105 |
|
2.618 |
1.1932 |
|
1.618 |
1.1826 |
|
1.000 |
1.1760 |
|
0.618 |
1.1720 |
|
HIGH |
1.1654 |
|
0.618 |
1.1614 |
|
0.500 |
1.1601 |
|
0.382 |
1.1588 |
|
LOW |
1.1548 |
|
0.618 |
1.1482 |
|
1.000 |
1.1442 |
|
1.618 |
1.1376 |
|
2.618 |
1.1270 |
|
4.250 |
1.1098 |
|
|
| Fisher Pivots for day following 28-Dec-2012 |
| Pivot |
1 day |
3 day |
| R1 |
1.1617 |
1.1644 |
| PP |
1.1609 |
1.1637 |
| S1 |
1.1601 |
1.1631 |
|