CME Japanese Yen Future March 2013
| Trading Metrics calculated at close of trading on 31-Dec-2012 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
28-Dec-2012 |
31-Dec-2012 |
Change |
Change % |
Previous Week |
| Open |
1.1607 |
1.1656 |
0.0049 |
0.4% |
1.1858 |
| High |
1.1654 |
1.1660 |
0.0006 |
0.1% |
1.1882 |
| Low |
1.1548 |
1.1527 |
-0.0021 |
-0.2% |
1.1548 |
| Close |
1.1625 |
1.1550 |
-0.0075 |
-0.6% |
1.1625 |
| Range |
0.0106 |
0.0133 |
0.0027 |
25.5% |
0.0334 |
| ATR |
0.0087 |
0.0091 |
0.0003 |
3.7% |
0.0000 |
| Volume |
90,761 |
64,347 |
-26,414 |
-29.1% |
313,282 |
|
| Daily Pivots for day following 31-Dec-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.1978 |
1.1897 |
1.1623 |
|
| R3 |
1.1845 |
1.1764 |
1.1587 |
|
| R2 |
1.1712 |
1.1712 |
1.1574 |
|
| R1 |
1.1631 |
1.1631 |
1.1562 |
1.1605 |
| PP |
1.1579 |
1.1579 |
1.1579 |
1.1566 |
| S1 |
1.1498 |
1.1498 |
1.1538 |
1.1472 |
| S2 |
1.1446 |
1.1446 |
1.1526 |
|
| S3 |
1.1313 |
1.1365 |
1.1513 |
|
| S4 |
1.1180 |
1.1232 |
1.1477 |
|
|
| 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 |
1.1882 |
1.1527 |
0.0355 |
3.1% |
0.0098 |
0.9% |
6% |
False |
True |
75,525 |
| 10 |
1.1992 |
1.1527 |
0.0465 |
4.0% |
0.0089 |
0.8% |
5% |
False |
True |
95,631 |
| 20 |
1.2249 |
1.1527 |
0.0722 |
6.3% |
0.0084 |
0.7% |
3% |
False |
True |
73,085 |
| 40 |
1.2658 |
1.1527 |
0.1131 |
9.8% |
0.0085 |
0.7% |
2% |
False |
True |
36,897 |
| 60 |
1.2830 |
1.1527 |
0.1303 |
11.3% |
0.0073 |
0.6% |
2% |
False |
True |
24,614 |
| 80 |
1.2950 |
1.1527 |
0.1423 |
12.3% |
0.0067 |
0.6% |
2% |
False |
True |
18,469 |
| 100 |
1.2950 |
1.1527 |
0.1423 |
12.3% |
0.0056 |
0.5% |
2% |
False |
True |
14,777 |
| 120 |
1.2950 |
1.1527 |
0.1423 |
12.3% |
0.0047 |
0.4% |
2% |
False |
True |
12,314 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.2225 |
|
2.618 |
1.2008 |
|
1.618 |
1.1875 |
|
1.000 |
1.1793 |
|
0.618 |
1.1742 |
|
HIGH |
1.1660 |
|
0.618 |
1.1609 |
|
0.500 |
1.1594 |
|
0.382 |
1.1578 |
|
LOW |
1.1527 |
|
0.618 |
1.1445 |
|
1.000 |
1.1394 |
|
1.618 |
1.1312 |
|
2.618 |
1.1179 |
|
4.250 |
1.0962 |
|
|
| Fisher Pivots for day following 31-Dec-2012 |
| Pivot |
1 day |
3 day |
| R1 |
1.1594 |
1.1617 |
| PP |
1.1579 |
1.1595 |
| S1 |
1.1565 |
1.1572 |
|