CME Japanese Yen Future December 2012
| Trading Metrics calculated at close of trading on 25-Sep-2012 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
24-Sep-2012 |
25-Sep-2012 |
Change |
Change % |
Previous Week |
| Open |
1.2807 |
1.2851 |
0.0044 |
0.3% |
1.2769 |
| High |
1.2863 |
1.2886 |
0.0023 |
0.2% |
1.2826 |
| Low |
1.2802 |
1.2836 |
0.0034 |
0.3% |
1.2631 |
| Close |
1.2857 |
1.2868 |
0.0011 |
0.1% |
1.2806 |
| Range |
0.0061 |
0.0050 |
-0.0011 |
-18.0% |
0.0195 |
| ATR |
0.0079 |
0.0077 |
-0.0002 |
-2.6% |
0.0000 |
| Volume |
58,821 |
72,596 |
13,775 |
23.4% |
481,360 |
|
| Daily Pivots for day following 25-Sep-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.3013 |
1.2991 |
1.2896 |
|
| R3 |
1.2963 |
1.2941 |
1.2882 |
|
| R2 |
1.2913 |
1.2913 |
1.2877 |
|
| R1 |
1.2891 |
1.2891 |
1.2873 |
1.2902 |
| PP |
1.2863 |
1.2863 |
1.2863 |
1.2869 |
| S1 |
1.2841 |
1.2841 |
1.2863 |
1.2852 |
| S2 |
1.2813 |
1.2813 |
1.2859 |
|
| S3 |
1.2763 |
1.2791 |
1.2854 |
|
| S4 |
1.2713 |
1.2741 |
1.2841 |
|
|
| 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 |
1.2886 |
1.2631 |
0.0255 |
2.0% |
0.0077 |
0.6% |
93% |
True |
False |
84,231 |
| 10 |
1.2977 |
1.2631 |
0.0346 |
2.7% |
0.0090 |
0.7% |
68% |
False |
False |
89,698 |
| 20 |
1.2977 |
1.2631 |
0.0346 |
2.7% |
0.0078 |
0.6% |
68% |
False |
False |
51,000 |
| 40 |
1.2977 |
1.2565 |
0.0412 |
3.2% |
0.0070 |
0.5% |
74% |
False |
False |
25,621 |
| 60 |
1.2977 |
1.2516 |
0.0461 |
3.6% |
0.0066 |
0.5% |
76% |
False |
False |
17,110 |
| 80 |
1.2977 |
1.2438 |
0.0539 |
4.2% |
0.0061 |
0.5% |
80% |
False |
False |
12,839 |
| 100 |
1.2977 |
1.2438 |
0.0539 |
4.2% |
0.0054 |
0.4% |
80% |
False |
False |
10,273 |
| 120 |
1.2977 |
1.2288 |
0.0689 |
5.4% |
0.0048 |
0.4% |
84% |
False |
False |
8,562 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.3099 |
|
2.618 |
1.3017 |
|
1.618 |
1.2967 |
|
1.000 |
1.2936 |
|
0.618 |
1.2917 |
|
HIGH |
1.2886 |
|
0.618 |
1.2867 |
|
0.500 |
1.2861 |
|
0.382 |
1.2855 |
|
LOW |
1.2836 |
|
0.618 |
1.2805 |
|
1.000 |
1.2786 |
|
1.618 |
1.2755 |
|
2.618 |
1.2705 |
|
4.250 |
1.2624 |
|
|
| Fisher Pivots for day following 25-Sep-2012 |
| Pivot |
1 day |
3 day |
| R1 |
1.2866 |
1.2854 |
| PP |
1.2863 |
1.2841 |
| S1 |
1.2861 |
1.2827 |
|