CME Japanese Yen Future June 2013
| Trading Metrics calculated at close of trading on 10-Dec-2012 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
07-Dec-2012 |
10-Dec-2012 |
Change |
Change % |
Previous Week |
| Open |
1.2140 |
1.2121 |
-0.0019 |
-0.2% |
1.2187 |
| High |
1.2166 |
1.2180 |
0.0014 |
0.1% |
1.2242 |
| Low |
1.2140 |
1.2121 |
-0.0019 |
-0.2% |
1.2140 |
| Close |
1.2160 |
1.2168 |
0.0008 |
0.1% |
1.2160 |
| Range |
0.0026 |
0.0059 |
0.0033 |
126.9% |
0.0102 |
| ATR |
0.0045 |
0.0046 |
0.0001 |
2.1% |
0.0000 |
| Volume |
4 |
6 |
2 |
50.0% |
13 |
|
| Daily Pivots for day following 10-Dec-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.2333 |
1.2310 |
1.2200 |
|
| R3 |
1.2274 |
1.2251 |
1.2184 |
|
| R2 |
1.2215 |
1.2215 |
1.2179 |
|
| R1 |
1.2192 |
1.2192 |
1.2173 |
1.2204 |
| PP |
1.2156 |
1.2156 |
1.2156 |
1.2162 |
| S1 |
1.2133 |
1.2133 |
1.2163 |
1.2145 |
| S2 |
1.2097 |
1.2097 |
1.2157 |
|
| S3 |
1.2038 |
1.2074 |
1.2152 |
|
| S4 |
1.1979 |
1.2015 |
1.2136 |
|
|
| Weekly Pivots for week ending 07-Dec-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.2487 |
1.2425 |
1.2216 |
|
| R3 |
1.2385 |
1.2323 |
1.2188 |
|
| R2 |
1.2283 |
1.2283 |
1.2179 |
|
| R1 |
1.2221 |
1.2221 |
1.2169 |
1.2201 |
| PP |
1.2181 |
1.2181 |
1.2181 |
1.2171 |
| S1 |
1.2119 |
1.2119 |
1.2151 |
1.2099 |
| S2 |
1.2079 |
1.2079 |
1.2141 |
|
| S3 |
1.1977 |
1.2017 |
1.2132 |
|
| S4 |
1.1875 |
1.1915 |
1.2104 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1.2242 |
1.2121 |
0.0121 |
1.0% |
0.0032 |
0.3% |
39% |
False |
True |
3 |
| 10 |
1.2242 |
1.2121 |
0.0121 |
1.0% |
0.0018 |
0.2% |
39% |
False |
True |
2 |
| 20 |
1.2636 |
1.2121 |
0.0515 |
4.2% |
0.0028 |
0.2% |
9% |
False |
True |
10 |
| 40 |
1.2741 |
1.2121 |
0.0620 |
5.1% |
0.0025 |
0.2% |
8% |
False |
True |
8 |
| 60 |
1.2927 |
1.2121 |
0.0806 |
6.6% |
0.0019 |
0.2% |
6% |
False |
True |
6 |
| 80 |
1.2953 |
1.2121 |
0.0832 |
6.8% |
0.0016 |
0.1% |
6% |
False |
True |
5 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.2431 |
|
2.618 |
1.2334 |
|
1.618 |
1.2275 |
|
1.000 |
1.2239 |
|
0.618 |
1.2216 |
|
HIGH |
1.2180 |
|
0.618 |
1.2157 |
|
0.500 |
1.2151 |
|
0.382 |
1.2144 |
|
LOW |
1.2121 |
|
0.618 |
1.2085 |
|
1.000 |
1.2062 |
|
1.618 |
1.2026 |
|
2.618 |
1.1967 |
|
4.250 |
1.1870 |
|
|
| Fisher Pivots for day following 10-Dec-2012 |
| Pivot |
1 day |
3 day |
| R1 |
1.2162 |
1.2162 |
| PP |
1.2156 |
1.2156 |
| S1 |
1.2151 |
1.2151 |
|