CME Japanese Yen Future September 2012
| Trading Metrics calculated at close of trading on 04-Sep-2012 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
31-Aug-2012 |
04-Sep-2012 |
Change |
Change % |
Previous Week |
| Open |
1.2720 |
1.2766 |
0.0046 |
0.4% |
1.2715 |
| High |
1.2793 |
1.2789 |
-0.0004 |
0.0% |
1.2793 |
| Low |
1.2717 |
1.2744 |
0.0027 |
0.2% |
1.2684 |
| Close |
1.2767 |
1.2748 |
-0.0019 |
-0.1% |
1.2767 |
| Range |
0.0076 |
0.0045 |
-0.0031 |
-40.8% |
0.0109 |
| ATR |
0.0070 |
0.0068 |
-0.0002 |
-2.5% |
0.0000 |
| Volume |
91,303 |
96,555 |
5,252 |
5.8% |
281,418 |
|
| Daily Pivots for day following 04-Sep-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.2895 |
1.2867 |
1.2773 |
|
| R3 |
1.2850 |
1.2822 |
1.2760 |
|
| R2 |
1.2805 |
1.2805 |
1.2756 |
|
| R1 |
1.2777 |
1.2777 |
1.2752 |
1.2769 |
| PP |
1.2760 |
1.2760 |
1.2760 |
1.2756 |
| S1 |
1.2732 |
1.2732 |
1.2744 |
1.2724 |
| S2 |
1.2715 |
1.2715 |
1.2740 |
|
| S3 |
1.2670 |
1.2687 |
1.2736 |
|
| S4 |
1.2625 |
1.2642 |
1.2723 |
|
|
| Weekly Pivots for week ending 31-Aug-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.3075 |
1.3030 |
1.2827 |
|
| R3 |
1.2966 |
1.2921 |
1.2797 |
|
| R2 |
1.2857 |
1.2857 |
1.2787 |
|
| R1 |
1.2812 |
1.2812 |
1.2777 |
1.2835 |
| PP |
1.2748 |
1.2748 |
1.2748 |
1.2759 |
| S1 |
1.2703 |
1.2703 |
1.2757 |
1.2726 |
| S2 |
1.2639 |
1.2639 |
1.2747 |
|
| S3 |
1.2530 |
1.2594 |
1.2737 |
|
| S4 |
1.2421 |
1.2485 |
1.2707 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1.2793 |
1.2693 |
0.0100 |
0.8% |
0.0053 |
0.4% |
55% |
False |
False |
67,258 |
| 10 |
1.2793 |
1.2576 |
0.0217 |
1.7% |
0.0063 |
0.5% |
79% |
False |
False |
71,755 |
| 20 |
1.2800 |
1.2556 |
0.0244 |
1.9% |
0.0068 |
0.5% |
79% |
False |
False |
71,125 |
| 40 |
1.2854 |
1.2514 |
0.0340 |
2.7% |
0.0073 |
0.6% |
69% |
False |
False |
69,484 |
| 60 |
1.2854 |
1.2416 |
0.0438 |
3.4% |
0.0081 |
0.6% |
76% |
False |
False |
65,667 |
| 80 |
1.2895 |
1.2416 |
0.0479 |
3.8% |
0.0084 |
0.7% |
69% |
False |
False |
49,669 |
| 100 |
1.2895 |
1.2252 |
0.0643 |
5.0% |
0.0082 |
0.6% |
77% |
False |
False |
39,754 |
| 120 |
1.2895 |
1.1927 |
0.0968 |
7.6% |
0.0084 |
0.7% |
85% |
False |
False |
33,137 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.2980 |
|
2.618 |
1.2907 |
|
1.618 |
1.2862 |
|
1.000 |
1.2834 |
|
0.618 |
1.2817 |
|
HIGH |
1.2789 |
|
0.618 |
1.2772 |
|
0.500 |
1.2767 |
|
0.382 |
1.2761 |
|
LOW |
1.2744 |
|
0.618 |
1.2716 |
|
1.000 |
1.2699 |
|
1.618 |
1.2671 |
|
2.618 |
1.2626 |
|
4.250 |
1.2553 |
|
|
| Fisher Pivots for day following 04-Sep-2012 |
| Pivot |
1 day |
3 day |
| R1 |
1.2767 |
1.2748 |
| PP |
1.2760 |
1.2747 |
| S1 |
1.2754 |
1.2747 |
|