CME Japanese Yen Future June 2013
| Trading Metrics calculated at close of trading on 03-Dec-2012 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
30-Nov-2012 |
03-Dec-2012 |
Change |
Change % |
Previous Week |
| Open |
1.2160 |
1.2187 |
0.0027 |
0.2% |
1.2191 |
| High |
1.2160 |
1.2187 |
0.0027 |
0.2% |
1.2238 |
| Low |
1.2160 |
1.2185 |
0.0025 |
0.2% |
1.2160 |
| Close |
1.2160 |
1.2185 |
0.0025 |
0.2% |
1.2160 |
| Range |
0.0000 |
0.0002 |
0.0002 |
|
0.0078 |
| ATR |
0.0049 |
0.0048 |
-0.0002 |
-3.2% |
0.0000 |
| Volume |
1 |
1 |
0 |
0.0% |
9 |
|
| Daily Pivots for day following 03-Dec-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.2192 |
1.2190 |
1.2186 |
|
| R3 |
1.2190 |
1.2188 |
1.2186 |
|
| R2 |
1.2188 |
1.2188 |
1.2185 |
|
| R1 |
1.2186 |
1.2186 |
1.2185 |
1.2186 |
| PP |
1.2186 |
1.2186 |
1.2186 |
1.2186 |
| S1 |
1.2184 |
1.2184 |
1.2185 |
1.2184 |
| S2 |
1.2184 |
1.2184 |
1.2185 |
|
| S3 |
1.2182 |
1.2182 |
1.2184 |
|
| S4 |
1.2180 |
1.2180 |
1.2184 |
|
|
| Weekly Pivots for week ending 30-Nov-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.2420 |
1.2368 |
1.2203 |
|
| R3 |
1.2342 |
1.2290 |
1.2181 |
|
| R2 |
1.2264 |
1.2264 |
1.2174 |
|
| R1 |
1.2212 |
1.2212 |
1.2167 |
1.2199 |
| PP |
1.2186 |
1.2186 |
1.2186 |
1.2180 |
| S1 |
1.2134 |
1.2134 |
1.2153 |
1.2121 |
| S2 |
1.2108 |
1.2108 |
1.2146 |
|
| S3 |
1.2030 |
1.2056 |
1.2139 |
|
| S4 |
1.1952 |
1.1978 |
1.2117 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1.2238 |
1.2160 |
0.0078 |
0.6% |
0.0005 |
0.0% |
32% |
False |
False |
1 |
| 10 |
1.2322 |
1.2149 |
0.0173 |
1.4% |
0.0015 |
0.1% |
21% |
False |
False |
18 |
| 20 |
1.2636 |
1.2149 |
0.0487 |
4.0% |
0.0029 |
0.2% |
7% |
False |
False |
10 |
| 40 |
1.2827 |
1.2149 |
0.0678 |
5.6% |
0.0021 |
0.2% |
5% |
False |
False |
7 |
| 60 |
1.2953 |
1.2149 |
0.0804 |
6.6% |
0.0017 |
0.1% |
4% |
False |
False |
6 |
| 80 |
1.2953 |
1.2149 |
0.0804 |
6.6% |
0.0014 |
0.1% |
4% |
False |
False |
5 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.2196 |
|
2.618 |
1.2192 |
|
1.618 |
1.2190 |
|
1.000 |
1.2189 |
|
0.618 |
1.2188 |
|
HIGH |
1.2187 |
|
0.618 |
1.2186 |
|
0.500 |
1.2186 |
|
0.382 |
1.2186 |
|
LOW |
1.2185 |
|
0.618 |
1.2184 |
|
1.000 |
1.2183 |
|
1.618 |
1.2182 |
|
2.618 |
1.2180 |
|
4.250 |
1.2177 |
|
|
| Fisher Pivots for day following 03-Dec-2012 |
| Pivot |
1 day |
3 day |
| R1 |
1.2186 |
1.2184 |
| PP |
1.2186 |
1.2183 |
| S1 |
1.2185 |
1.2182 |
|