CME Japanese Yen Future December 2012
| Trading Metrics calculated at close of trading on 21-Sep-2012 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
20-Sep-2012 |
21-Sep-2012 |
Change |
Change % |
Previous Week |
| Open |
1.2770 |
1.2791 |
0.0021 |
0.2% |
1.2769 |
| High |
1.2826 |
1.2812 |
-0.0014 |
-0.1% |
1.2826 |
| Low |
1.2754 |
1.2768 |
0.0014 |
0.1% |
1.2631 |
| Close |
1.2787 |
1.2806 |
0.0019 |
0.1% |
1.2806 |
| Range |
0.0072 |
0.0044 |
-0.0028 |
-38.9% |
0.0195 |
| ATR |
0.0083 |
0.0080 |
-0.0003 |
-3.4% |
0.0000 |
| Volume |
84,439 |
63,405 |
-21,034 |
-24.9% |
481,360 |
|
| Daily Pivots for day following 21-Sep-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.2927 |
1.2911 |
1.2830 |
|
| R3 |
1.2883 |
1.2867 |
1.2818 |
|
| R2 |
1.2839 |
1.2839 |
1.2814 |
|
| R1 |
1.2823 |
1.2823 |
1.2810 |
1.2831 |
| PP |
1.2795 |
1.2795 |
1.2795 |
1.2800 |
| S1 |
1.2779 |
1.2779 |
1.2802 |
1.2787 |
| S2 |
1.2751 |
1.2751 |
1.2798 |
|
| S3 |
1.2707 |
1.2735 |
1.2794 |
|
| S4 |
1.2663 |
1.2691 |
1.2782 |
|
|
| Weekly Pivots for week ending 21-Sep-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.3339 |
1.3268 |
1.2913 |
|
| R3 |
1.3144 |
1.3073 |
1.2860 |
|
| R2 |
1.2949 |
1.2949 |
1.2842 |
|
| R1 |
1.2878 |
1.2878 |
1.2824 |
1.2914 |
| PP |
1.2754 |
1.2754 |
1.2754 |
1.2772 |
| S1 |
1.2683 |
1.2683 |
1.2788 |
1.2719 |
| S2 |
1.2559 |
1.2559 |
1.2770 |
|
| S3 |
1.2364 |
1.2488 |
1.2752 |
|
| S4 |
1.2169 |
1.2293 |
1.2699 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1.2826 |
1.2631 |
0.0195 |
1.5% |
0.0093 |
0.7% |
90% |
False |
False |
96,272 |
| 10 |
1.2977 |
1.2631 |
0.0346 |
2.7% |
0.0090 |
0.7% |
51% |
False |
False |
83,787 |
| 20 |
1.2977 |
1.2631 |
0.0346 |
2.7% |
0.0076 |
0.6% |
51% |
False |
False |
44,461 |
| 40 |
1.2977 |
1.2565 |
0.0412 |
3.2% |
0.0071 |
0.6% |
58% |
False |
False |
22,341 |
| 60 |
1.2977 |
1.2516 |
0.0461 |
3.6% |
0.0066 |
0.5% |
63% |
False |
False |
14,921 |
| 80 |
1.2977 |
1.2438 |
0.0539 |
4.2% |
0.0061 |
0.5% |
68% |
False |
False |
11,197 |
| 100 |
1.2977 |
1.2438 |
0.0539 |
4.2% |
0.0053 |
0.4% |
68% |
False |
False |
8,959 |
| 120 |
1.2977 |
1.2146 |
0.0831 |
6.5% |
0.0048 |
0.4% |
79% |
False |
False |
7,466 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.2999 |
|
2.618 |
1.2927 |
|
1.618 |
1.2883 |
|
1.000 |
1.2856 |
|
0.618 |
1.2839 |
|
HIGH |
1.2812 |
|
0.618 |
1.2795 |
|
0.500 |
1.2790 |
|
0.382 |
1.2785 |
|
LOW |
1.2768 |
|
0.618 |
1.2741 |
|
1.000 |
1.2724 |
|
1.618 |
1.2697 |
|
2.618 |
1.2653 |
|
4.250 |
1.2581 |
|
|
| Fisher Pivots for day following 21-Sep-2012 |
| Pivot |
1 day |
3 day |
| R1 |
1.2801 |
1.2780 |
| PP |
1.2795 |
1.2754 |
| S1 |
1.2790 |
1.2729 |
|