CME Japanese Yen Future June 2013
| Trading Metrics calculated at close of trading on 13-Dec-2012 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
12-Dec-2012 |
13-Dec-2012 |
Change |
Change % |
Previous Week |
| Open |
1.2086 |
1.2003 |
-0.0083 |
-0.7% |
1.2187 |
| High |
1.2086 |
1.2003 |
-0.0083 |
-0.7% |
1.2242 |
| Low |
1.2032 |
1.1985 |
-0.0047 |
-0.4% |
1.2140 |
| Close |
1.2042 |
1.1987 |
-0.0055 |
-0.5% |
1.2160 |
| Range |
0.0054 |
0.0018 |
-0.0036 |
-66.7% |
0.0102 |
| ATR |
0.0050 |
0.0051 |
0.0000 |
1.0% |
0.0000 |
| Volume |
70 |
10 |
-60 |
-85.7% |
13 |
|
| Daily Pivots for day following 13-Dec-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.2046 |
1.2034 |
1.1997 |
|
| R3 |
1.2028 |
1.2016 |
1.1992 |
|
| R2 |
1.2010 |
1.2010 |
1.1990 |
|
| R1 |
1.1998 |
1.1998 |
1.1989 |
1.1995 |
| PP |
1.1992 |
1.1992 |
1.1992 |
1.1990 |
| S1 |
1.1980 |
1.1980 |
1.1985 |
1.1977 |
| S2 |
1.1974 |
1.1974 |
1.1984 |
|
| S3 |
1.1956 |
1.1962 |
1.1982 |
|
| S4 |
1.1938 |
1.1944 |
1.1977 |
|
|
| 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 |
1.2180 |
1.1985 |
0.0195 |
1.6% |
0.0038 |
0.3% |
1% |
False |
True |
21 |
| 10 |
1.2242 |
1.1985 |
0.0257 |
2.1% |
0.0027 |
0.2% |
1% |
False |
True |
11 |
| 20 |
1.2400 |
1.1985 |
0.0415 |
3.5% |
0.0026 |
0.2% |
0% |
False |
True |
14 |
| 40 |
1.2650 |
1.1985 |
0.0665 |
5.5% |
0.0027 |
0.2% |
0% |
False |
True |
10 |
| 60 |
1.2927 |
1.1985 |
0.0942 |
7.9% |
0.0021 |
0.2% |
0% |
False |
True |
7 |
| 80 |
1.2953 |
1.1985 |
0.0968 |
8.1% |
0.0017 |
0.1% |
0% |
False |
True |
6 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.2080 |
|
2.618 |
1.2050 |
|
1.618 |
1.2032 |
|
1.000 |
1.2021 |
|
0.618 |
1.2014 |
|
HIGH |
1.2003 |
|
0.618 |
1.1996 |
|
0.500 |
1.1994 |
|
0.382 |
1.1992 |
|
LOW |
1.1985 |
|
0.618 |
1.1974 |
|
1.000 |
1.1967 |
|
1.618 |
1.1956 |
|
2.618 |
1.1938 |
|
4.250 |
1.1909 |
|
|
| Fisher Pivots for day following 13-Dec-2012 |
| Pivot |
1 day |
3 day |
| R1 |
1.1994 |
1.2076 |
| PP |
1.1992 |
1.2046 |
| S1 |
1.1989 |
1.2017 |
|