CME Japanese Yen Future September 2012
| Trading Metrics calculated at close of trading on 13-Sep-2012 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
12-Sep-2012 |
13-Sep-2012 |
Change |
Change % |
Previous Week |
| Open |
1.2856 |
1.2846 |
-0.0010 |
-0.1% |
1.2766 |
| High |
1.2864 |
1.2967 |
0.0103 |
0.8% |
1.2819 |
| Low |
1.2826 |
1.2842 |
0.0016 |
0.1% |
1.2652 |
| Close |
1.2844 |
1.2913 |
0.0069 |
0.5% |
1.2776 |
| Range |
0.0038 |
0.0125 |
0.0087 |
228.9% |
0.0167 |
| ATR |
0.0071 |
0.0075 |
0.0004 |
5.4% |
0.0000 |
| Volume |
141,826 |
138,841 |
-2,985 |
-2.1% |
476,203 |
|
| Daily Pivots for day following 13-Sep-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.3282 |
1.3223 |
1.2982 |
|
| R3 |
1.3157 |
1.3098 |
1.2947 |
|
| R2 |
1.3032 |
1.3032 |
1.2936 |
|
| R1 |
1.2973 |
1.2973 |
1.2924 |
1.3003 |
| PP |
1.2907 |
1.2907 |
1.2907 |
1.2922 |
| S1 |
1.2848 |
1.2848 |
1.2902 |
1.2878 |
| S2 |
1.2782 |
1.2782 |
1.2890 |
|
| S3 |
1.2657 |
1.2723 |
1.2879 |
|
| S4 |
1.2532 |
1.2598 |
1.2844 |
|
|
| 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 |
1.2967 |
1.2654 |
0.0313 |
2.4% |
0.0090 |
0.7% |
83% |
True |
False |
129,335 |
| 10 |
1.2967 |
1.2652 |
0.0315 |
2.4% |
0.0076 |
0.6% |
83% |
True |
False |
107,946 |
| 20 |
1.2967 |
1.2556 |
0.0411 |
3.2% |
0.0071 |
0.5% |
87% |
True |
False |
89,332 |
| 40 |
1.2967 |
1.2556 |
0.0411 |
3.2% |
0.0073 |
0.6% |
87% |
True |
False |
80,222 |
| 60 |
1.2967 |
1.2416 |
0.0551 |
4.3% |
0.0082 |
0.6% |
90% |
True |
False |
74,460 |
| 80 |
1.2967 |
1.2416 |
0.0551 |
4.3% |
0.0085 |
0.7% |
90% |
True |
False |
60,292 |
| 100 |
1.2967 |
1.2278 |
0.0689 |
5.3% |
0.0084 |
0.6% |
92% |
True |
False |
48,259 |
| 120 |
1.2967 |
1.2015 |
0.0952 |
7.4% |
0.0084 |
0.7% |
94% |
True |
False |
40,226 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.3498 |
|
2.618 |
1.3294 |
|
1.618 |
1.3169 |
|
1.000 |
1.3092 |
|
0.618 |
1.3044 |
|
HIGH |
1.2967 |
|
0.618 |
1.2919 |
|
0.500 |
1.2905 |
|
0.382 |
1.2890 |
|
LOW |
1.2842 |
|
0.618 |
1.2765 |
|
1.000 |
1.2717 |
|
1.618 |
1.2640 |
|
2.618 |
1.2515 |
|
4.250 |
1.2311 |
|
|
| Fisher Pivots for day following 13-Sep-2012 |
| Pivot |
1 day |
3 day |
| R1 |
1.2910 |
1.2899 |
| PP |
1.2907 |
1.2885 |
| S1 |
1.2905 |
1.2871 |
|