CME Japanese Yen Future December 2012
| Trading Metrics calculated at close of trading on 10-Sep-2012 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
07-Sep-2012 |
10-Sep-2012 |
Change |
Change % |
Previous Week |
| Open |
1.2685 |
1.2788 |
0.0103 |
0.8% |
1.2776 |
| High |
1.2829 |
1.2801 |
-0.0028 |
-0.2% |
1.2829 |
| Low |
1.2665 |
1.2778 |
0.0113 |
0.9% |
1.2664 |
| Close |
1.2786 |
1.2790 |
0.0004 |
0.0% |
1.2786 |
| Range |
0.0164 |
0.0023 |
-0.0141 |
-86.0% |
0.0165 |
| ATR |
0.0069 |
0.0065 |
-0.0003 |
-4.7% |
0.0000 |
| Volume |
21,325 |
19,548 |
-1,777 |
-8.3% |
48,071 |
|
| Daily Pivots for day following 10-Sep-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.2859 |
1.2847 |
1.2803 |
|
| R3 |
1.2836 |
1.2824 |
1.2796 |
|
| R2 |
1.2813 |
1.2813 |
1.2794 |
|
| R1 |
1.2801 |
1.2801 |
1.2792 |
1.2807 |
| PP |
1.2790 |
1.2790 |
1.2790 |
1.2793 |
| S1 |
1.2778 |
1.2778 |
1.2788 |
1.2784 |
| S2 |
1.2767 |
1.2767 |
1.2786 |
|
| S3 |
1.2744 |
1.2755 |
1.2784 |
|
| S4 |
1.2721 |
1.2732 |
1.2777 |
|
|
| Weekly Pivots for week ending 07-Sep-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.3255 |
1.3185 |
1.2877 |
|
| R3 |
1.3090 |
1.3020 |
1.2831 |
|
| R2 |
1.2925 |
1.2925 |
1.2816 |
|
| R1 |
1.2855 |
1.2855 |
1.2801 |
1.2890 |
| PP |
1.2760 |
1.2760 |
1.2760 |
1.2777 |
| S1 |
1.2690 |
1.2690 |
1.2771 |
1.2725 |
| S2 |
1.2595 |
1.2595 |
1.2756 |
|
| S3 |
1.2430 |
1.2525 |
1.2741 |
|
| S4 |
1.2265 |
1.2360 |
1.2695 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1.2829 |
1.2664 |
0.0165 |
1.3% |
0.0074 |
0.6% |
76% |
False |
False |
13,523 |
| 10 |
1.2829 |
1.2664 |
0.0165 |
1.3% |
0.0059 |
0.5% |
76% |
False |
False |
7,059 |
| 20 |
1.2829 |
1.2565 |
0.0264 |
2.1% |
0.0061 |
0.5% |
85% |
False |
False |
3,693 |
| 40 |
1.2851 |
1.2565 |
0.0286 |
2.2% |
0.0060 |
0.5% |
79% |
False |
False |
1,909 |
| 60 |
1.2851 |
1.2438 |
0.0413 |
3.2% |
0.0061 |
0.5% |
85% |
False |
False |
1,288 |
| 80 |
1.2920 |
1.2438 |
0.0482 |
3.8% |
0.0052 |
0.4% |
73% |
False |
False |
969 |
| 100 |
1.2920 |
1.2298 |
0.0622 |
4.9% |
0.0044 |
0.3% |
79% |
False |
False |
775 |
| 120 |
1.2920 |
1.2069 |
0.0851 |
6.7% |
0.0041 |
0.3% |
85% |
False |
False |
647 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.2899 |
|
2.618 |
1.2861 |
|
1.618 |
1.2838 |
|
1.000 |
1.2824 |
|
0.618 |
1.2815 |
|
HIGH |
1.2801 |
|
0.618 |
1.2792 |
|
0.500 |
1.2790 |
|
0.382 |
1.2787 |
|
LOW |
1.2778 |
|
0.618 |
1.2764 |
|
1.000 |
1.2755 |
|
1.618 |
1.2741 |
|
2.618 |
1.2718 |
|
4.250 |
1.2680 |
|
|
| Fisher Pivots for day following 10-Sep-2012 |
| Pivot |
1 day |
3 day |
| R1 |
1.2790 |
1.2776 |
| PP |
1.2790 |
1.2761 |
| S1 |
1.2790 |
1.2747 |
|