CME Japanese Yen Future June 2013
| Trading Metrics calculated at close of trading on 18-Dec-2012 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
17-Dec-2012 |
18-Dec-2012 |
Change |
Change % |
Previous Week |
| Open |
1.1917 |
1.1943 |
0.0026 |
0.2% |
1.2121 |
| High |
1.1960 |
1.1943 |
-0.0017 |
-0.1% |
1.2180 |
| Low |
1.1908 |
1.1891 |
-0.0017 |
-0.1% |
1.1939 |
| Close |
1.1949 |
1.1898 |
-0.0051 |
-0.4% |
1.2003 |
| Range |
0.0052 |
0.0052 |
0.0000 |
0.0% |
0.0241 |
| ATR |
0.0055 |
0.0055 |
0.0000 |
0.4% |
0.0000 |
| Volume |
8 |
9 |
1 |
12.5% |
106 |
|
| Daily Pivots for day following 18-Dec-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.2067 |
1.2034 |
1.1927 |
|
| R3 |
1.2015 |
1.1982 |
1.1912 |
|
| R2 |
1.1963 |
1.1963 |
1.1908 |
|
| R1 |
1.1930 |
1.1930 |
1.1903 |
1.1921 |
| PP |
1.1911 |
1.1911 |
1.1911 |
1.1906 |
| S1 |
1.1878 |
1.1878 |
1.1893 |
1.1869 |
| S2 |
1.1859 |
1.1859 |
1.1888 |
|
| S3 |
1.1807 |
1.1826 |
1.1884 |
|
| S4 |
1.1755 |
1.1774 |
1.1869 |
|
|
| 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 |
1.2086 |
1.1891 |
0.0195 |
1.6% |
0.0049 |
0.4% |
4% |
False |
True |
20 |
| 10 |
1.2229 |
1.1891 |
0.0338 |
2.8% |
0.0043 |
0.4% |
2% |
False |
True |
13 |
| 20 |
1.2268 |
1.1891 |
0.0377 |
3.2% |
0.0030 |
0.2% |
2% |
False |
True |
13 |
| 40 |
1.2650 |
1.1891 |
0.0759 |
6.4% |
0.0031 |
0.3% |
1% |
False |
True |
10 |
| 60 |
1.2927 |
1.1891 |
0.1036 |
8.7% |
0.0023 |
0.2% |
1% |
False |
True |
8 |
| 80 |
1.2953 |
1.1891 |
0.1062 |
8.9% |
0.0018 |
0.2% |
1% |
False |
True |
6 |
| 100 |
1.2953 |
1.1891 |
0.1062 |
8.9% |
0.0016 |
0.1% |
1% |
False |
True |
5 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.2164 |
|
2.618 |
1.2079 |
|
1.618 |
1.2027 |
|
1.000 |
1.1995 |
|
0.618 |
1.1975 |
|
HIGH |
1.1943 |
|
0.618 |
1.1923 |
|
0.500 |
1.1917 |
|
0.382 |
1.1911 |
|
LOW |
1.1891 |
|
0.618 |
1.1859 |
|
1.000 |
1.1839 |
|
1.618 |
1.1807 |
|
2.618 |
1.1755 |
|
4.250 |
1.1670 |
|
|
| Fisher Pivots for day following 18-Dec-2012 |
| Pivot |
1 day |
3 day |
| R1 |
1.1917 |
1.1951 |
| PP |
1.1911 |
1.1933 |
| S1 |
1.1904 |
1.1916 |
|