CME Japanese Yen Future September 2013
| Trading Metrics calculated at close of trading on 19-Dec-2012 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
18-Dec-2012 |
19-Dec-2012 |
Change |
Change % |
Previous Week |
| Open |
1.1926 |
1.1916 |
-0.0010 |
-0.1% |
1.2132 |
| High |
1.1927 |
1.1916 |
-0.0011 |
-0.1% |
1.2200 |
| Low |
1.1898 |
1.1881 |
-0.0017 |
-0.1% |
1.1950 |
| Close |
1.1911 |
1.1881 |
-0.0030 |
-0.3% |
1.2016 |
| Range |
0.0029 |
0.0035 |
0.0006 |
20.7% |
0.0250 |
| ATR |
0.0061 |
0.0059 |
-0.0002 |
-3.1% |
0.0000 |
| Volume |
6 |
20 |
14 |
233.3% |
22 |
|
| Daily Pivots for day following 19-Dec-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.1998 |
1.1974 |
1.1900 |
|
| R3 |
1.1963 |
1.1939 |
1.1891 |
|
| R2 |
1.1928 |
1.1928 |
1.1887 |
|
| R1 |
1.1904 |
1.1904 |
1.1884 |
1.1899 |
| PP |
1.1893 |
1.1893 |
1.1893 |
1.1890 |
| S1 |
1.1869 |
1.1869 |
1.1878 |
1.1864 |
| S2 |
1.1858 |
1.1858 |
1.1875 |
|
| S3 |
1.1823 |
1.1834 |
1.1871 |
|
| S4 |
1.1788 |
1.1799 |
1.1862 |
|
|
| 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 |
1.2065 |
|
2.618 |
1.2008 |
|
1.618 |
1.1973 |
|
1.000 |
1.1951 |
|
0.618 |
1.1938 |
|
HIGH |
1.1916 |
|
0.618 |
1.1903 |
|
0.500 |
1.1899 |
|
0.382 |
1.1894 |
|
LOW |
1.1881 |
|
0.618 |
1.1859 |
|
1.000 |
1.1846 |
|
1.618 |
1.1824 |
|
2.618 |
1.1789 |
|
4.250 |
1.1732 |
|
|
| Fisher Pivots for day following 19-Dec-2012 |
| Pivot |
1 day |
3 day |
| R1 |
1.1899 |
1.1921 |
| PP |
1.1893 |
1.1908 |
| S1 |
1.1887 |
1.1894 |
|