CME Japanese Yen Future December 2012
| Trading Metrics calculated at close of trading on 17-Sep-2012 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
14-Sep-2012 |
17-Sep-2012 |
Change |
Change % |
Previous Week |
| Open |
1.2914 |
1.2769 |
-0.0145 |
-1.1% |
1.2788 |
| High |
1.2924 |
1.2802 |
-0.0122 |
-0.9% |
1.2977 |
| Low |
1.2764 |
1.2676 |
-0.0088 |
-0.7% |
1.2764 |
| Close |
1.2782 |
1.2708 |
-0.0074 |
-0.6% |
1.2782 |
| Range |
0.0160 |
0.0126 |
-0.0034 |
-21.3% |
0.0213 |
| ATR |
0.0076 |
0.0080 |
0.0004 |
4.7% |
0.0000 |
| Volume |
144,109 |
107,760 |
-36,349 |
-25.2% |
356,517 |
|
| Daily Pivots for day following 17-Sep-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.3107 |
1.3033 |
1.2777 |
|
| R3 |
1.2981 |
1.2907 |
1.2743 |
|
| R2 |
1.2855 |
1.2855 |
1.2731 |
|
| R1 |
1.2781 |
1.2781 |
1.2720 |
1.2755 |
| PP |
1.2729 |
1.2729 |
1.2729 |
1.2716 |
| S1 |
1.2655 |
1.2655 |
1.2696 |
1.2629 |
| S2 |
1.2603 |
1.2603 |
1.2685 |
|
| S3 |
1.2477 |
1.2529 |
1.2673 |
|
| S4 |
1.2351 |
1.2403 |
1.2639 |
|
|
| Weekly Pivots for week ending 14-Sep-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.3480 |
1.3344 |
1.2899 |
|
| R3 |
1.3267 |
1.3131 |
1.2841 |
|
| R2 |
1.3054 |
1.3054 |
1.2821 |
|
| R1 |
1.2918 |
1.2918 |
1.2802 |
1.2880 |
| PP |
1.2841 |
1.2841 |
1.2841 |
1.2822 |
| S1 |
1.2705 |
1.2705 |
1.2762 |
1.2667 |
| S2 |
1.2628 |
1.2628 |
1.2743 |
|
| S3 |
1.2415 |
1.2492 |
1.2723 |
|
| S4 |
1.2202 |
1.2279 |
1.2665 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1.2977 |
1.2676 |
0.0301 |
2.4% |
0.0109 |
0.9% |
11% |
False |
True |
88,945 |
| 10 |
1.2977 |
1.2664 |
0.0313 |
2.5% |
0.0091 |
0.7% |
14% |
False |
False |
51,234 |
| 20 |
1.2977 |
1.2565 |
0.0412 |
3.2% |
0.0074 |
0.6% |
35% |
False |
False |
25,864 |
| 40 |
1.2977 |
1.2565 |
0.0412 |
3.2% |
0.0067 |
0.5% |
35% |
False |
False |
13,019 |
| 60 |
1.2977 |
1.2438 |
0.0539 |
4.2% |
0.0065 |
0.5% |
50% |
False |
False |
8,696 |
| 80 |
1.2977 |
1.2438 |
0.0539 |
4.2% |
0.0057 |
0.5% |
50% |
False |
False |
6,527 |
| 100 |
1.2977 |
1.2393 |
0.0584 |
4.6% |
0.0050 |
0.4% |
54% |
False |
False |
5,223 |
| 120 |
1.2977 |
1.2088 |
0.0889 |
7.0% |
0.0046 |
0.4% |
70% |
False |
False |
4,353 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.3338 |
|
2.618 |
1.3132 |
|
1.618 |
1.3006 |
|
1.000 |
1.2928 |
|
0.618 |
1.2880 |
|
HIGH |
1.2802 |
|
0.618 |
1.2754 |
|
0.500 |
1.2739 |
|
0.382 |
1.2724 |
|
LOW |
1.2676 |
|
0.618 |
1.2598 |
|
1.000 |
1.2550 |
|
1.618 |
1.2472 |
|
2.618 |
1.2346 |
|
4.250 |
1.2141 |
|
|
| Fisher Pivots for day following 17-Sep-2012 |
| Pivot |
1 day |
3 day |
| R1 |
1.2739 |
1.2827 |
| PP |
1.2729 |
1.2787 |
| S1 |
1.2718 |
1.2748 |
|