CME Japanese Yen Future September 2012
| Trading Metrics calculated at close of trading on 14-Sep-2012 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
13-Sep-2012 |
14-Sep-2012 |
Change |
Change % |
Previous Week |
| Open |
1.2846 |
1.2902 |
0.0056 |
0.4% |
1.2779 |
| High |
1.2967 |
1.2913 |
-0.0054 |
-0.4% |
1.2967 |
| Low |
1.2842 |
1.2755 |
-0.0087 |
-0.7% |
1.2755 |
| Close |
1.2913 |
1.2772 |
-0.0141 |
-1.1% |
1.2772 |
| Range |
0.0125 |
0.0158 |
0.0033 |
26.4% |
0.0212 |
| ATR |
0.0075 |
0.0081 |
0.0006 |
7.9% |
0.0000 |
| Volume |
138,841 |
41,691 |
-97,150 |
-70.0% |
512,911 |
|
| Daily Pivots for day following 14-Sep-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.3287 |
1.3188 |
1.2859 |
|
| R3 |
1.3129 |
1.3030 |
1.2815 |
|
| R2 |
1.2971 |
1.2971 |
1.2801 |
|
| R1 |
1.2872 |
1.2872 |
1.2786 |
1.2843 |
| PP |
1.2813 |
1.2813 |
1.2813 |
1.2799 |
| S1 |
1.2714 |
1.2714 |
1.2758 |
1.2685 |
| S2 |
1.2655 |
1.2655 |
1.2743 |
|
| S3 |
1.2497 |
1.2556 |
1.2729 |
|
| S4 |
1.2339 |
1.2398 |
1.2685 |
|
|
| Weekly Pivots for week ending 14-Sep-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.3467 |
1.3332 |
1.2889 |
|
| R3 |
1.3255 |
1.3120 |
1.2830 |
|
| R2 |
1.3043 |
1.3043 |
1.2811 |
|
| R1 |
1.2908 |
1.2908 |
1.2791 |
1.2870 |
| PP |
1.2831 |
1.2831 |
1.2831 |
1.2812 |
| S1 |
1.2696 |
1.2696 |
1.2753 |
1.2658 |
| S2 |
1.2619 |
1.2619 |
1.2733 |
|
| S3 |
1.2407 |
1.2484 |
1.2714 |
|
| S4 |
1.2195 |
1.2272 |
1.2655 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1.2967 |
1.2755 |
0.0212 |
1.7% |
0.0088 |
0.7% |
8% |
False |
True |
102,582 |
| 10 |
1.2967 |
1.2652 |
0.0315 |
2.5% |
0.0087 |
0.7% |
38% |
False |
False |
108,041 |
| 20 |
1.2967 |
1.2556 |
0.0411 |
3.2% |
0.0074 |
0.6% |
53% |
False |
False |
86,769 |
| 40 |
1.2967 |
1.2556 |
0.0411 |
3.2% |
0.0075 |
0.6% |
53% |
False |
False |
79,686 |
| 60 |
1.2967 |
1.2416 |
0.0551 |
4.3% |
0.0082 |
0.6% |
65% |
False |
False |
73,603 |
| 80 |
1.2967 |
1.2416 |
0.0551 |
4.3% |
0.0086 |
0.7% |
65% |
False |
False |
60,812 |
| 100 |
1.2967 |
1.2278 |
0.0689 |
5.4% |
0.0085 |
0.7% |
72% |
False |
False |
48,676 |
| 120 |
1.2967 |
1.2033 |
0.0934 |
7.3% |
0.0085 |
0.7% |
79% |
False |
False |
40,573 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.3585 |
|
2.618 |
1.3327 |
|
1.618 |
1.3169 |
|
1.000 |
1.3071 |
|
0.618 |
1.3011 |
|
HIGH |
1.2913 |
|
0.618 |
1.2853 |
|
0.500 |
1.2834 |
|
0.382 |
1.2815 |
|
LOW |
1.2755 |
|
0.618 |
1.2657 |
|
1.000 |
1.2597 |
|
1.618 |
1.2499 |
|
2.618 |
1.2341 |
|
4.250 |
1.2084 |
|
|
| Fisher Pivots for day following 14-Sep-2012 |
| Pivot |
1 day |
3 day |
| R1 |
1.2834 |
1.2861 |
| PP |
1.2813 |
1.2831 |
| S1 |
1.2793 |
1.2802 |
|