CME Japanese Yen Future September 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 |
1.1918 |
1.1926 |
0.0008 |
0.1% |
1.2132 |
| High |
1.1961 |
1.1927 |
-0.0034 |
-0.3% |
1.2200 |
| Low |
1.1918 |
1.1898 |
-0.0020 |
-0.2% |
1.1950 |
| Close |
1.1961 |
1.1911 |
-0.0050 |
-0.4% |
1.2016 |
| Range |
0.0043 |
0.0029 |
-0.0014 |
-32.6% |
0.0250 |
| ATR |
0.0061 |
0.0061 |
0.0000 |
0.2% |
0.0000 |
| Volume |
5 |
6 |
1 |
20.0% |
22 |
|
| Daily Pivots for day following 18-Dec-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.1999 |
1.1984 |
1.1927 |
|
| R3 |
1.1970 |
1.1955 |
1.1919 |
|
| R2 |
1.1941 |
1.1941 |
1.1916 |
|
| R1 |
1.1926 |
1.1926 |
1.1914 |
1.1919 |
| PP |
1.1912 |
1.1912 |
1.1912 |
1.1909 |
| S1 |
1.1897 |
1.1897 |
1.1908 |
1.1890 |
| S2 |
1.1883 |
1.1883 |
1.1906 |
|
| S3 |
1.1854 |
1.1868 |
1.1903 |
|
| S4 |
1.1825 |
1.1839 |
1.1895 |
|
|
| 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 |
1.2050 |
|
2.618 |
1.2003 |
|
1.618 |
1.1974 |
|
1.000 |
1.1956 |
|
0.618 |
1.1945 |
|
HIGH |
1.1927 |
|
0.618 |
1.1916 |
|
0.500 |
1.1913 |
|
0.382 |
1.1909 |
|
LOW |
1.1898 |
|
0.618 |
1.1880 |
|
1.000 |
1.1869 |
|
1.618 |
1.1851 |
|
2.618 |
1.1822 |
|
4.250 |
1.1775 |
|
|
| Fisher Pivots for day following 18-Dec-2012 |
| Pivot |
1 day |
3 day |
| R1 |
1.1913 |
1.1957 |
| PP |
1.1912 |
1.1942 |
| S1 |
1.1912 |
1.1926 |
|