CME Japanese Yen Future September 2012
| Trading Metrics calculated at close of trading on 11-Sep-2012 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
10-Sep-2012 |
11-Sep-2012 |
Change |
Change % |
Previous Week |
| Open |
1.2779 |
1.2776 |
-0.0003 |
0.0% |
1.2766 |
| High |
1.2792 |
1.2870 |
0.0078 |
0.6% |
1.2819 |
| Low |
1.2767 |
1.2774 |
0.0007 |
0.1% |
1.2652 |
| Close |
1.2780 |
1.2859 |
0.0079 |
0.6% |
1.2776 |
| Range |
0.0025 |
0.0096 |
0.0071 |
284.0% |
0.0167 |
| ATR |
0.0072 |
0.0074 |
0.0002 |
2.4% |
0.0000 |
| Volume |
72,767 |
117,786 |
45,019 |
61.9% |
476,203 |
|
| Daily Pivots for day following 11-Sep-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.3122 |
1.3087 |
1.2912 |
|
| R3 |
1.3026 |
1.2991 |
1.2885 |
|
| R2 |
1.2930 |
1.2930 |
1.2877 |
|
| R1 |
1.2895 |
1.2895 |
1.2868 |
1.2913 |
| PP |
1.2834 |
1.2834 |
1.2834 |
1.2843 |
| S1 |
1.2799 |
1.2799 |
1.2850 |
1.2817 |
| S2 |
1.2738 |
1.2738 |
1.2841 |
|
| S3 |
1.2642 |
1.2703 |
1.2833 |
|
| S4 |
1.2546 |
1.2607 |
1.2806 |
|
|
| Weekly Pivots for week ending 07-Sep-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.3250 |
1.3180 |
1.2868 |
|
| R3 |
1.3083 |
1.3013 |
1.2822 |
|
| R2 |
1.2916 |
1.2916 |
1.2807 |
|
| R1 |
1.2846 |
1.2846 |
1.2791 |
1.2881 |
| PP |
1.2749 |
1.2749 |
1.2749 |
1.2767 |
| S1 |
1.2679 |
1.2679 |
1.2761 |
1.2714 |
| S2 |
1.2582 |
1.2582 |
1.2745 |
|
| S3 |
1.2415 |
1.2512 |
1.2730 |
|
| S4 |
1.2248 |
1.2345 |
1.2684 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1.2870 |
1.2652 |
0.0218 |
1.7% |
0.0086 |
0.7% |
95% |
True |
False |
114,040 |
| 10 |
1.2870 |
1.2652 |
0.0218 |
1.7% |
0.0069 |
0.5% |
95% |
True |
False |
90,649 |
| 20 |
1.2870 |
1.2556 |
0.0314 |
2.4% |
0.0071 |
0.6% |
96% |
True |
False |
82,876 |
| 40 |
1.2870 |
1.2556 |
0.0314 |
2.4% |
0.0072 |
0.6% |
96% |
True |
False |
76,053 |
| 60 |
1.2870 |
1.2416 |
0.0454 |
3.5% |
0.0082 |
0.6% |
98% |
True |
False |
71,597 |
| 80 |
1.2895 |
1.2416 |
0.0479 |
3.7% |
0.0084 |
0.7% |
92% |
False |
False |
56,790 |
| 100 |
1.2895 |
1.2252 |
0.0643 |
5.0% |
0.0083 |
0.6% |
94% |
False |
False |
45,454 |
| 120 |
1.2895 |
1.2015 |
0.0880 |
6.8% |
0.0084 |
0.7% |
96% |
False |
False |
37,888 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.3278 |
|
2.618 |
1.3121 |
|
1.618 |
1.3025 |
|
1.000 |
1.2966 |
|
0.618 |
1.2929 |
|
HIGH |
1.2870 |
|
0.618 |
1.2833 |
|
0.500 |
1.2822 |
|
0.382 |
1.2811 |
|
LOW |
1.2774 |
|
0.618 |
1.2715 |
|
1.000 |
1.2678 |
|
1.618 |
1.2619 |
|
2.618 |
1.2523 |
|
4.250 |
1.2366 |
|
|
| Fisher Pivots for day following 11-Sep-2012 |
| Pivot |
1 day |
3 day |
| R1 |
1.2847 |
1.2827 |
| PP |
1.2834 |
1.2794 |
| S1 |
1.2822 |
1.2762 |
|