CME Japanese Yen Future December 2012
| Trading Metrics calculated at close of trading on 27-Sep-2012 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
26-Sep-2012 |
27-Sep-2012 |
Change |
Change % |
Previous Week |
| Open |
1.2861 |
1.2872 |
0.0011 |
0.1% |
1.2769 |
| High |
1.2898 |
1.2899 |
0.0001 |
0.0% |
1.2826 |
| Low |
1.2845 |
1.2869 |
0.0024 |
0.2% |
1.2631 |
| Close |
1.2875 |
1.2894 |
0.0019 |
0.1% |
1.2806 |
| Range |
0.0053 |
0.0030 |
-0.0023 |
-43.4% |
0.0195 |
| ATR |
0.0075 |
0.0072 |
-0.0003 |
-4.3% |
0.0000 |
| Volume |
64,610 |
66,291 |
1,681 |
2.6% |
481,360 |
|
| Daily Pivots for day following 27-Sep-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.2977 |
1.2966 |
1.2911 |
|
| R3 |
1.2947 |
1.2936 |
1.2902 |
|
| R2 |
1.2917 |
1.2917 |
1.2900 |
|
| R1 |
1.2906 |
1.2906 |
1.2897 |
1.2912 |
| PP |
1.2887 |
1.2887 |
1.2887 |
1.2890 |
| S1 |
1.2876 |
1.2876 |
1.2891 |
1.2882 |
| S2 |
1.2857 |
1.2857 |
1.2889 |
|
| S3 |
1.2827 |
1.2846 |
1.2886 |
|
| S4 |
1.2797 |
1.2816 |
1.2878 |
|
|
| 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 |
1.2899 |
1.2768 |
0.0131 |
1.0% |
0.0048 |
0.4% |
96% |
True |
False |
65,144 |
| 10 |
1.2924 |
1.2631 |
0.0293 |
2.3% |
0.0082 |
0.6% |
90% |
False |
False |
88,778 |
| 20 |
1.2977 |
1.2631 |
0.0346 |
2.7% |
0.0078 |
0.6% |
76% |
False |
False |
57,495 |
| 40 |
1.2977 |
1.2565 |
0.0412 |
3.2% |
0.0069 |
0.5% |
80% |
False |
False |
28,891 |
| 60 |
1.2977 |
1.2516 |
0.0461 |
3.6% |
0.0065 |
0.5% |
82% |
False |
False |
19,288 |
| 80 |
1.2977 |
1.2438 |
0.0539 |
4.2% |
0.0061 |
0.5% |
85% |
False |
False |
14,475 |
| 100 |
1.2977 |
1.2438 |
0.0539 |
4.2% |
0.0054 |
0.4% |
85% |
False |
False |
11,582 |
| 120 |
1.2977 |
1.2288 |
0.0689 |
5.3% |
0.0049 |
0.4% |
88% |
False |
False |
9,652 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.3027 |
|
2.618 |
1.2978 |
|
1.618 |
1.2948 |
|
1.000 |
1.2929 |
|
0.618 |
1.2918 |
|
HIGH |
1.2899 |
|
0.618 |
1.2888 |
|
0.500 |
1.2884 |
|
0.382 |
1.2880 |
|
LOW |
1.2869 |
|
0.618 |
1.2850 |
|
1.000 |
1.2839 |
|
1.618 |
1.2820 |
|
2.618 |
1.2790 |
|
4.250 |
1.2742 |
|
|
| Fisher Pivots for day following 27-Sep-2012 |
| Pivot |
1 day |
3 day |
| R1 |
1.2891 |
1.2885 |
| PP |
1.2887 |
1.2876 |
| S1 |
1.2884 |
1.2868 |
|