CME Japanese Yen Future June 2013
| Trading Metrics calculated at close of trading on 20-Dec-2012 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
19-Dec-2012 |
20-Dec-2012 |
Change |
Change % |
Previous Week |
| Open |
1.1862 |
1.1917 |
0.0055 |
0.5% |
1.2121 |
| High |
1.1883 |
1.1941 |
0.0058 |
0.5% |
1.2180 |
| Low |
1.1849 |
1.1863 |
0.0014 |
0.1% |
1.1939 |
| Close |
1.1868 |
1.1863 |
-0.0005 |
0.0% |
1.2003 |
| Range |
0.0034 |
0.0078 |
0.0044 |
129.4% |
0.0241 |
| ATR |
0.0055 |
0.0057 |
0.0002 |
3.0% |
0.0000 |
| Volume |
72 |
46 |
-26 |
-36.1% |
106 |
|
| Daily Pivots for day following 20-Dec-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.2123 |
1.2071 |
1.1906 |
|
| R3 |
1.2045 |
1.1993 |
1.1884 |
|
| R2 |
1.1967 |
1.1967 |
1.1877 |
|
| R1 |
1.1915 |
1.1915 |
1.1870 |
1.1902 |
| PP |
1.1889 |
1.1889 |
1.1889 |
1.1883 |
| S1 |
1.1837 |
1.1837 |
1.1856 |
1.1824 |
| S2 |
1.1811 |
1.1811 |
1.1849 |
|
| S3 |
1.1733 |
1.1759 |
1.1842 |
|
| S4 |
1.1655 |
1.1681 |
1.1820 |
|
|
| 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 |
1.2010 |
1.1849 |
0.0161 |
1.4% |
0.0057 |
0.5% |
9% |
False |
False |
27 |
| 10 |
1.2180 |
1.1849 |
0.0331 |
2.8% |
0.0048 |
0.4% |
4% |
False |
False |
24 |
| 20 |
1.2242 |
1.1849 |
0.0393 |
3.3% |
0.0030 |
0.3% |
4% |
False |
False |
13 |
| 40 |
1.2650 |
1.1849 |
0.0801 |
6.8% |
0.0034 |
0.3% |
2% |
False |
False |
13 |
| 60 |
1.2927 |
1.1849 |
0.1078 |
9.1% |
0.0025 |
0.2% |
1% |
False |
False |
9 |
| 80 |
1.2953 |
1.1849 |
0.1104 |
9.3% |
0.0020 |
0.2% |
1% |
False |
False |
8 |
| 100 |
1.2953 |
1.1849 |
0.1104 |
9.3% |
0.0017 |
0.1% |
1% |
False |
False |
6 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.2273 |
|
2.618 |
1.2145 |
|
1.618 |
1.2067 |
|
1.000 |
1.2019 |
|
0.618 |
1.1989 |
|
HIGH |
1.1941 |
|
0.618 |
1.1911 |
|
0.500 |
1.1902 |
|
0.382 |
1.1893 |
|
LOW |
1.1863 |
|
0.618 |
1.1815 |
|
1.000 |
1.1785 |
|
1.618 |
1.1737 |
|
2.618 |
1.1659 |
|
4.250 |
1.1532 |
|
|
| Fisher Pivots for day following 20-Dec-2012 |
| Pivot |
1 day |
3 day |
| R1 |
1.1902 |
1.1896 |
| PP |
1.1889 |
1.1885 |
| S1 |
1.1876 |
1.1874 |
|