CME Japanese Yen Future December 2012
| Trading Metrics calculated at close of trading on 12-Sep-2012 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
11-Sep-2012 |
12-Sep-2012 |
Change |
Change % |
Previous Week |
| Open |
1.2787 |
1.2866 |
0.0079 |
0.6% |
1.2776 |
| High |
1.2880 |
1.2874 |
-0.0006 |
0.0% |
1.2829 |
| Low |
1.2786 |
1.2836 |
0.0050 |
0.4% |
1.2664 |
| Close |
1.2869 |
1.2854 |
-0.0015 |
-0.1% |
1.2786 |
| Range |
0.0094 |
0.0038 |
-0.0056 |
-59.6% |
0.0165 |
| ATR |
0.0067 |
0.0065 |
-0.0002 |
-3.1% |
0.0000 |
| Volume |
52,766 |
49,927 |
-2,839 |
-5.4% |
48,071 |
|
| Daily Pivots for day following 12-Sep-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.2969 |
1.2949 |
1.2875 |
|
| R3 |
1.2931 |
1.2911 |
1.2864 |
|
| R2 |
1.2893 |
1.2893 |
1.2861 |
|
| R1 |
1.2873 |
1.2873 |
1.2857 |
1.2864 |
| PP |
1.2855 |
1.2855 |
1.2855 |
1.2850 |
| S1 |
1.2835 |
1.2835 |
1.2851 |
1.2826 |
| S2 |
1.2817 |
1.2817 |
1.2847 |
|
| S3 |
1.2779 |
1.2797 |
1.2844 |
|
| S4 |
1.2741 |
1.2759 |
1.2833 |
|
|
| 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 |
1.2880 |
1.2664 |
0.0216 |
1.7% |
0.0085 |
0.7% |
88% |
False |
False |
31,502 |
| 10 |
1.2880 |
1.2664 |
0.0216 |
1.7% |
0.0066 |
0.5% |
88% |
False |
False |
17,282 |
| 20 |
1.2880 |
1.2565 |
0.0315 |
2.5% |
0.0063 |
0.5% |
92% |
False |
False |
8,811 |
| 40 |
1.2880 |
1.2565 |
0.0315 |
2.5% |
0.0061 |
0.5% |
92% |
False |
False |
4,471 |
| 60 |
1.2880 |
1.2438 |
0.0442 |
3.4% |
0.0061 |
0.5% |
94% |
False |
False |
2,996 |
| 80 |
1.2920 |
1.2438 |
0.0482 |
3.7% |
0.0053 |
0.4% |
86% |
False |
False |
2,252 |
| 100 |
1.2920 |
1.2337 |
0.0583 |
4.5% |
0.0046 |
0.4% |
89% |
False |
False |
1,802 |
| 120 |
1.2920 |
1.2069 |
0.0851 |
6.6% |
0.0042 |
0.3% |
92% |
False |
False |
1,503 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.3036 |
|
2.618 |
1.2973 |
|
1.618 |
1.2935 |
|
1.000 |
1.2912 |
|
0.618 |
1.2897 |
|
HIGH |
1.2874 |
|
0.618 |
1.2859 |
|
0.500 |
1.2855 |
|
0.382 |
1.2851 |
|
LOW |
1.2836 |
|
0.618 |
1.2813 |
|
1.000 |
1.2798 |
|
1.618 |
1.2775 |
|
2.618 |
1.2737 |
|
4.250 |
1.2675 |
|
|
| Fisher Pivots for day following 12-Sep-2012 |
| Pivot |
1 day |
3 day |
| R1 |
1.2855 |
1.2846 |
| PP |
1.2855 |
1.2837 |
| S1 |
1.2854 |
1.2829 |
|