CME Japanese Yen Future June 2013
| Trading Metrics calculated at close of trading on 31-Dec-2012 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
28-Dec-2012 |
31-Dec-2012 |
Change |
Change % |
Previous Week |
| Open |
1.1613 |
1.1654 |
0.0041 |
0.4% |
1.1852 |
| High |
1.1646 |
1.1654 |
0.0008 |
0.1% |
1.1871 |
| Low |
1.1574 |
1.1553 |
-0.0021 |
-0.2% |
1.1574 |
| Close |
1.1634 |
1.1558 |
-0.0076 |
-0.7% |
1.1634 |
| Range |
0.0072 |
0.0101 |
0.0029 |
40.3% |
0.0297 |
| ATR |
0.0066 |
0.0068 |
0.0003 |
3.8% |
0.0000 |
| Volume |
39 |
169 |
130 |
333.3% |
117 |
|
| Daily Pivots for day following 31-Dec-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.1891 |
1.1826 |
1.1614 |
|
| R3 |
1.1790 |
1.1725 |
1.1586 |
|
| R2 |
1.1689 |
1.1689 |
1.1577 |
|
| R1 |
1.1624 |
1.1624 |
1.1567 |
1.1606 |
| PP |
1.1588 |
1.1588 |
1.1588 |
1.1580 |
| S1 |
1.1523 |
1.1523 |
1.1549 |
1.1505 |
| S2 |
1.1487 |
1.1487 |
1.1539 |
|
| S3 |
1.1386 |
1.1422 |
1.1530 |
|
| S4 |
1.1285 |
1.1321 |
1.1502 |
|
|
| Weekly Pivots for week ending 28-Dec-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.2584 |
1.2406 |
1.1797 |
|
| R3 |
1.2287 |
1.2109 |
1.1716 |
|
| R2 |
1.1990 |
1.1990 |
1.1688 |
|
| R1 |
1.1812 |
1.1812 |
1.1661 |
1.1753 |
| PP |
1.1693 |
1.1693 |
1.1693 |
1.1663 |
| S1 |
1.1515 |
1.1515 |
1.1607 |
1.1456 |
| S2 |
1.1396 |
1.1396 |
1.1580 |
|
| S3 |
1.1099 |
1.1218 |
1.1552 |
|
| S4 |
1.0802 |
1.0921 |
1.1471 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1.1871 |
1.1553 |
0.0318 |
2.8% |
0.0073 |
0.6% |
2% |
False |
True |
57 |
| 10 |
1.1960 |
1.1553 |
0.0407 |
3.5% |
0.0064 |
0.6% |
1% |
False |
True |
45 |
| 20 |
1.2242 |
1.1553 |
0.0689 |
6.0% |
0.0049 |
0.4% |
1% |
False |
True |
28 |
| 40 |
1.2636 |
1.1553 |
0.1083 |
9.4% |
0.0040 |
0.3% |
0% |
False |
True |
20 |
| 60 |
1.2827 |
1.1553 |
0.1274 |
11.0% |
0.0031 |
0.3% |
0% |
False |
True |
14 |
| 80 |
1.2953 |
1.1553 |
0.1400 |
12.1% |
0.0025 |
0.2% |
0% |
False |
True |
11 |
| 100 |
1.2953 |
1.1553 |
0.1400 |
12.1% |
0.0021 |
0.2% |
0% |
False |
True |
9 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.2083 |
|
2.618 |
1.1918 |
|
1.618 |
1.1817 |
|
1.000 |
1.1755 |
|
0.618 |
1.1716 |
|
HIGH |
1.1654 |
|
0.618 |
1.1615 |
|
0.500 |
1.1604 |
|
0.382 |
1.1592 |
|
LOW |
1.1553 |
|
0.618 |
1.1491 |
|
1.000 |
1.1452 |
|
1.618 |
1.1390 |
|
2.618 |
1.1289 |
|
4.250 |
1.1124 |
|
|
| Fisher Pivots for day following 31-Dec-2012 |
| Pivot |
1 day |
3 day |
| R1 |
1.1604 |
1.1623 |
| PP |
1.1588 |
1.1601 |
| S1 |
1.1573 |
1.1580 |
|