CME Japanese Yen Future June 2013
| Trading Metrics calculated at close of trading on 17-Dec-2012 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
14-Dec-2012 |
17-Dec-2012 |
Change |
Change % |
Previous Week |
| Open |
1.1939 |
1.1917 |
-0.0022 |
-0.2% |
1.2121 |
| High |
1.2010 |
1.1960 |
-0.0050 |
-0.4% |
1.2180 |
| Low |
1.1939 |
1.1908 |
-0.0031 |
-0.3% |
1.1939 |
| Close |
1.2003 |
1.1949 |
-0.0054 |
-0.4% |
1.2003 |
| Range |
0.0071 |
0.0052 |
-0.0019 |
-26.8% |
0.0241 |
| ATR |
0.0052 |
0.0055 |
0.0003 |
5.9% |
0.0000 |
| Volume |
4 |
8 |
4 |
100.0% |
106 |
|
| Daily Pivots for day following 17-Dec-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.2095 |
1.2074 |
1.1978 |
|
| R3 |
1.2043 |
1.2022 |
1.1963 |
|
| R2 |
1.1991 |
1.1991 |
1.1959 |
|
| R1 |
1.1970 |
1.1970 |
1.1954 |
1.1981 |
| PP |
1.1939 |
1.1939 |
1.1939 |
1.1944 |
| S1 |
1.1918 |
1.1918 |
1.1944 |
1.1929 |
| S2 |
1.1887 |
1.1887 |
1.1939 |
|
| S3 |
1.1835 |
1.1866 |
1.1935 |
|
| S4 |
1.1783 |
1.1814 |
1.1920 |
|
|
| Weekly Pivots for week ending 14-Dec-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.2764 |
1.2624 |
1.2136 |
|
| R3 |
1.2523 |
1.2383 |
1.2069 |
|
| R2 |
1.2282 |
1.2282 |
1.2047 |
|
| R1 |
1.2142 |
1.2142 |
1.2025 |
1.2092 |
| PP |
1.2041 |
1.2041 |
1.2041 |
1.2015 |
| S1 |
1.1901 |
1.1901 |
1.1981 |
1.1851 |
| S2 |
1.1800 |
1.1800 |
1.1959 |
|
| S3 |
1.1559 |
1.1660 |
1.1937 |
|
| S4 |
1.1318 |
1.1419 |
1.1870 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1.2167 |
1.1908 |
0.0259 |
2.2% |
0.0046 |
0.4% |
16% |
False |
True |
21 |
| 10 |
1.2242 |
1.1908 |
0.0334 |
2.8% |
0.0039 |
0.3% |
12% |
False |
True |
12 |
| 20 |
1.2322 |
1.1908 |
0.0414 |
3.5% |
0.0027 |
0.2% |
10% |
False |
True |
15 |
| 40 |
1.2650 |
1.1908 |
0.0742 |
6.2% |
0.0030 |
0.3% |
6% |
False |
True |
10 |
| 60 |
1.2927 |
1.1908 |
0.1019 |
8.5% |
0.0023 |
0.2% |
4% |
False |
True |
7 |
| 80 |
1.2953 |
1.1908 |
0.1045 |
8.7% |
0.0018 |
0.1% |
4% |
False |
True |
6 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.2181 |
|
2.618 |
1.2096 |
|
1.618 |
1.2044 |
|
1.000 |
1.2012 |
|
0.618 |
1.1992 |
|
HIGH |
1.1960 |
|
0.618 |
1.1940 |
|
0.500 |
1.1934 |
|
0.382 |
1.1928 |
|
LOW |
1.1908 |
|
0.618 |
1.1876 |
|
1.000 |
1.1856 |
|
1.618 |
1.1824 |
|
2.618 |
1.1772 |
|
4.250 |
1.1687 |
|
|
| Fisher Pivots for day following 17-Dec-2012 |
| Pivot |
1 day |
3 day |
| R1 |
1.1944 |
1.1959 |
| PP |
1.1939 |
1.1956 |
| S1 |
1.1934 |
1.1952 |
|