CME Japanese Yen Future December 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 |
1.2866 |
1.2856 |
-0.0010 |
-0.1% |
1.2776 |
| High |
1.2874 |
1.2977 |
0.0103 |
0.8% |
1.2829 |
| Low |
1.2836 |
1.2851 |
0.0015 |
0.1% |
1.2664 |
| Close |
1.2854 |
1.2924 |
0.0070 |
0.5% |
1.2786 |
| Range |
0.0038 |
0.0126 |
0.0088 |
231.6% |
0.0165 |
| ATR |
0.0065 |
0.0070 |
0.0004 |
6.6% |
0.0000 |
| Volume |
49,927 |
90,167 |
40,240 |
80.6% |
48,071 |
|
| Daily Pivots for day following 13-Sep-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.3295 |
1.3236 |
1.2993 |
|
| R3 |
1.3169 |
1.3110 |
1.2959 |
|
| R2 |
1.3043 |
1.3043 |
1.2947 |
|
| R1 |
1.2984 |
1.2984 |
1.2936 |
1.3014 |
| PP |
1.2917 |
1.2917 |
1.2917 |
1.2932 |
| S1 |
1.2858 |
1.2858 |
1.2912 |
1.2888 |
| S2 |
1.2791 |
1.2791 |
1.2901 |
|
| S3 |
1.2665 |
1.2732 |
1.2889 |
|
| S4 |
1.2539 |
1.2606 |
1.2855 |
|
|
| 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 |
1.2977 |
1.2665 |
0.0312 |
2.4% |
0.0089 |
0.7% |
83% |
True |
False |
46,746 |
| 10 |
1.2977 |
1.2664 |
0.0313 |
2.4% |
0.0074 |
0.6% |
83% |
True |
False |
26,211 |
| 20 |
1.2977 |
1.2565 |
0.0412 |
3.2% |
0.0066 |
0.5% |
87% |
True |
False |
13,304 |
| 40 |
1.2977 |
1.2565 |
0.0412 |
3.2% |
0.0063 |
0.5% |
87% |
True |
False |
6,725 |
| 60 |
1.2977 |
1.2438 |
0.0539 |
4.2% |
0.0063 |
0.5% |
90% |
True |
False |
4,499 |
| 80 |
1.2977 |
1.2438 |
0.0539 |
4.2% |
0.0054 |
0.4% |
90% |
True |
False |
3,379 |
| 100 |
1.2977 |
1.2337 |
0.0640 |
5.0% |
0.0047 |
0.4% |
92% |
True |
False |
2,704 |
| 120 |
1.2977 |
1.2069 |
0.0908 |
7.0% |
0.0043 |
0.3% |
94% |
True |
False |
2,254 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.3513 |
|
2.618 |
1.3307 |
|
1.618 |
1.3181 |
|
1.000 |
1.3103 |
|
0.618 |
1.3055 |
|
HIGH |
1.2977 |
|
0.618 |
1.2929 |
|
0.500 |
1.2914 |
|
0.382 |
1.2899 |
|
LOW |
1.2851 |
|
0.618 |
1.2773 |
|
1.000 |
1.2725 |
|
1.618 |
1.2647 |
|
2.618 |
1.2521 |
|
4.250 |
1.2316 |
|
|
| Fisher Pivots for day following 13-Sep-2012 |
| Pivot |
1 day |
3 day |
| R1 |
1.2921 |
1.2910 |
| PP |
1.2917 |
1.2896 |
| S1 |
1.2914 |
1.2882 |
|