CME Japanese Yen Future December 2012
| Trading Metrics calculated at close of trading on 26-Sep-2012 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
25-Sep-2012 |
26-Sep-2012 |
Change |
Change % |
Previous Week |
| Open |
1.2851 |
1.2861 |
0.0010 |
0.1% |
1.2769 |
| High |
1.2886 |
1.2898 |
0.0012 |
0.1% |
1.2826 |
| Low |
1.2836 |
1.2845 |
0.0009 |
0.1% |
1.2631 |
| Close |
1.2868 |
1.2875 |
0.0007 |
0.1% |
1.2806 |
| Range |
0.0050 |
0.0053 |
0.0003 |
6.0% |
0.0195 |
| ATR |
0.0077 |
0.0075 |
-0.0002 |
-2.2% |
0.0000 |
| Volume |
72,596 |
64,610 |
-7,986 |
-11.0% |
481,360 |
|
| Daily Pivots for day following 26-Sep-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.3032 |
1.3006 |
1.2904 |
|
| R3 |
1.2979 |
1.2953 |
1.2890 |
|
| R2 |
1.2926 |
1.2926 |
1.2885 |
|
| R1 |
1.2900 |
1.2900 |
1.2880 |
1.2913 |
| PP |
1.2873 |
1.2873 |
1.2873 |
1.2879 |
| S1 |
1.2847 |
1.2847 |
1.2870 |
1.2860 |
| S2 |
1.2820 |
1.2820 |
1.2865 |
|
| S3 |
1.2767 |
1.2794 |
1.2860 |
|
| S4 |
1.2714 |
1.2741 |
1.2846 |
|
|
| 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 |
1.2898 |
1.2754 |
0.0144 |
1.1% |
0.0056 |
0.4% |
84% |
True |
False |
68,774 |
| 10 |
1.2977 |
1.2631 |
0.0346 |
2.7% |
0.0091 |
0.7% |
71% |
False |
False |
91,166 |
| 20 |
1.2977 |
1.2631 |
0.0346 |
2.7% |
0.0079 |
0.6% |
71% |
False |
False |
54,224 |
| 40 |
1.2977 |
1.2565 |
0.0412 |
3.2% |
0.0070 |
0.5% |
75% |
False |
False |
27,234 |
| 60 |
1.2977 |
1.2516 |
0.0461 |
3.6% |
0.0065 |
0.5% |
78% |
False |
False |
18,184 |
| 80 |
1.2977 |
1.2438 |
0.0539 |
4.2% |
0.0061 |
0.5% |
81% |
False |
False |
13,647 |
| 100 |
1.2977 |
1.2438 |
0.0539 |
4.2% |
0.0054 |
0.4% |
81% |
False |
False |
10,919 |
| 120 |
1.2977 |
1.2288 |
0.0689 |
5.4% |
0.0049 |
0.4% |
85% |
False |
False |
9,100 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.3123 |
|
2.618 |
1.3037 |
|
1.618 |
1.2984 |
|
1.000 |
1.2951 |
|
0.618 |
1.2931 |
|
HIGH |
1.2898 |
|
0.618 |
1.2878 |
|
0.500 |
1.2872 |
|
0.382 |
1.2865 |
|
LOW |
1.2845 |
|
0.618 |
1.2812 |
|
1.000 |
1.2792 |
|
1.618 |
1.2759 |
|
2.618 |
1.2706 |
|
4.250 |
1.2620 |
|
|
| Fisher Pivots for day following 26-Sep-2012 |
| Pivot |
1 day |
3 day |
| R1 |
1.2874 |
1.2867 |
| PP |
1.2873 |
1.2858 |
| S1 |
1.2872 |
1.2850 |
|