CME Japanese Yen Future September 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 |
1.1916 |
1.1890 |
-0.0026 |
-0.2% |
1.2132 |
| High |
1.1916 |
1.1930 |
0.0014 |
0.1% |
1.2200 |
| Low |
1.1881 |
1.1874 |
-0.0007 |
-0.1% |
1.1950 |
| Close |
1.1881 |
1.1874 |
-0.0007 |
-0.1% |
1.2016 |
| Range |
0.0035 |
0.0056 |
0.0021 |
60.0% |
0.0250 |
| ATR |
0.0059 |
0.0059 |
0.0000 |
-0.4% |
0.0000 |
| Volume |
20 |
2 |
-18 |
-90.0% |
22 |
|
| Daily Pivots for day following 20-Dec-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.2061 |
1.2023 |
1.1905 |
|
| R3 |
1.2005 |
1.1967 |
1.1889 |
|
| R2 |
1.1949 |
1.1949 |
1.1884 |
|
| R1 |
1.1911 |
1.1911 |
1.1879 |
1.1902 |
| PP |
1.1893 |
1.1893 |
1.1893 |
1.1888 |
| S1 |
1.1855 |
1.1855 |
1.1869 |
1.1846 |
| S2 |
1.1837 |
1.1837 |
1.1864 |
|
| S3 |
1.1781 |
1.1799 |
1.1859 |
|
| S4 |
1.1725 |
1.1743 |
1.1843 |
|
|
| 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 |
1.2168 |
|
2.618 |
1.2077 |
|
1.618 |
1.2021 |
|
1.000 |
1.1986 |
|
0.618 |
1.1965 |
|
HIGH |
1.1930 |
|
0.618 |
1.1909 |
|
0.500 |
1.1902 |
|
0.382 |
1.1895 |
|
LOW |
1.1874 |
|
0.618 |
1.1839 |
|
1.000 |
1.1818 |
|
1.618 |
1.1783 |
|
2.618 |
1.1727 |
|
4.250 |
1.1636 |
|
|
| Fisher Pivots for day following 20-Dec-2012 |
| Pivot |
1 day |
3 day |
| R1 |
1.1902 |
1.1902 |
| PP |
1.1893 |
1.1893 |
| S1 |
1.1883 |
1.1883 |
|