CME Japanese Yen Future September 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 |
1.1950 |
1.1918 |
-0.0032 |
-0.3% |
1.2132 |
| High |
1.2016 |
1.1961 |
-0.0055 |
-0.5% |
1.2200 |
| Low |
1.1950 |
1.1918 |
-0.0032 |
-0.3% |
1.1950 |
| Close |
1.2016 |
1.1961 |
-0.0055 |
-0.5% |
1.2016 |
| Range |
0.0066 |
0.0043 |
-0.0023 |
-34.8% |
0.0250 |
| ATR |
0.0058 |
0.0061 |
0.0003 |
4.9% |
0.0000 |
| Volume |
5 |
5 |
0 |
0.0% |
22 |
|
| Daily Pivots for day following 17-Dec-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.2076 |
1.2061 |
1.1985 |
|
| R3 |
1.2033 |
1.2018 |
1.1973 |
|
| R2 |
1.1990 |
1.1990 |
1.1969 |
|
| R1 |
1.1975 |
1.1975 |
1.1965 |
1.1983 |
| PP |
1.1947 |
1.1947 |
1.1947 |
1.1950 |
| S1 |
1.1932 |
1.1932 |
1.1957 |
1.1940 |
| S2 |
1.1904 |
1.1904 |
1.1953 |
|
| S3 |
1.1861 |
1.1889 |
1.1949 |
|
| S4 |
1.1818 |
1.1846 |
1.1937 |
|
|
| Weekly Pivots for week ending 14-Dec-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.2805 |
1.2661 |
1.2154 |
|
| R3 |
1.2555 |
1.2411 |
1.2085 |
|
| R2 |
1.2305 |
1.2305 |
1.2062 |
|
| R1 |
1.2161 |
1.2161 |
1.2039 |
1.2108 |
| PP |
1.2055 |
1.2055 |
1.2055 |
1.2029 |
| S1 |
1.1911 |
1.1911 |
1.1993 |
1.1858 |
| S2 |
1.1805 |
1.1805 |
1.1970 |
|
| S3 |
1.1555 |
1.1661 |
1.1947 |
|
| S4 |
1.1305 |
1.1411 |
1.1879 |
|
|
|
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.2144 |
|
2.618 |
1.2074 |
|
1.618 |
1.2031 |
|
1.000 |
1.2004 |
|
0.618 |
1.1988 |
|
HIGH |
1.1961 |
|
0.618 |
1.1945 |
|
0.500 |
1.1940 |
|
0.382 |
1.1934 |
|
LOW |
1.1918 |
|
0.618 |
1.1891 |
|
1.000 |
1.1875 |
|
1.618 |
1.1848 |
|
2.618 |
1.1805 |
|
4.250 |
1.1735 |
|
|
| Fisher Pivots for day following 17-Dec-2012 |
| Pivot |
1 day |
3 day |
| R1 |
1.1954 |
1.1967 |
| PP |
1.1947 |
1.1965 |
| S1 |
1.1940 |
1.1963 |
|