CME Japanese Yen Future June 2013
| Trading Metrics calculated at close of trading on 05-Dec-2012 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
04-Dec-2012 |
05-Dec-2012 |
Change |
Change % |
Previous Week |
| Open |
1.2227 |
1.2229 |
0.0002 |
0.0% |
1.2191 |
| High |
1.2242 |
1.2229 |
-0.0013 |
-0.1% |
1.2238 |
| Low |
1.2227 |
1.2169 |
-0.0058 |
-0.5% |
1.2160 |
| Close |
1.2242 |
1.2169 |
-0.0073 |
-0.6% |
1.2160 |
| Range |
0.0015 |
0.0060 |
0.0045 |
300.0% |
0.0078 |
| ATR |
0.0049 |
0.0050 |
0.0002 |
3.6% |
0.0000 |
| Volume |
2 |
2 |
0 |
0.0% |
9 |
|
| Daily Pivots for day following 05-Dec-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.2369 |
1.2329 |
1.2202 |
|
| R3 |
1.2309 |
1.2269 |
1.2186 |
|
| R2 |
1.2249 |
1.2249 |
1.2180 |
|
| R1 |
1.2209 |
1.2209 |
1.2175 |
1.2199 |
| PP |
1.2189 |
1.2189 |
1.2189 |
1.2184 |
| S1 |
1.2149 |
1.2149 |
1.2164 |
1.2139 |
| S2 |
1.2129 |
1.2129 |
1.2158 |
|
| S3 |
1.2069 |
1.2089 |
1.2153 |
|
| S4 |
1.2009 |
1.2029 |
1.2136 |
|
|
| 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 |
1.2242 |
1.2160 |
0.0082 |
0.7% |
0.0016 |
0.1% |
11% |
False |
False |
1 |
| 10 |
1.2250 |
1.2149 |
0.0101 |
0.8% |
0.0023 |
0.2% |
20% |
False |
False |
7 |
| 20 |
1.2636 |
1.2149 |
0.0487 |
4.0% |
0.0031 |
0.3% |
4% |
False |
False |
10 |
| 40 |
1.2826 |
1.2149 |
0.0677 |
5.6% |
0.0023 |
0.2% |
3% |
False |
False |
8 |
| 60 |
1.2953 |
1.2149 |
0.0804 |
6.6% |
0.0018 |
0.2% |
2% |
False |
False |
6 |
| 80 |
1.2953 |
1.2149 |
0.0804 |
6.6% |
0.0015 |
0.1% |
2% |
False |
False |
5 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.2484 |
|
2.618 |
1.2386 |
|
1.618 |
1.2326 |
|
1.000 |
1.2289 |
|
0.618 |
1.2266 |
|
HIGH |
1.2229 |
|
0.618 |
1.2206 |
|
0.500 |
1.2199 |
|
0.382 |
1.2192 |
|
LOW |
1.2169 |
|
0.618 |
1.2132 |
|
1.000 |
1.2109 |
|
1.618 |
1.2072 |
|
2.618 |
1.2012 |
|
4.250 |
1.1914 |
|
|
| Fisher Pivots for day following 05-Dec-2012 |
| Pivot |
1 day |
3 day |
| R1 |
1.2199 |
1.2206 |
| PP |
1.2189 |
1.2193 |
| S1 |
1.2179 |
1.2181 |
|