CME Japanese Yen Future December 2012
| Trading Metrics calculated at close of trading on 28-Sep-2012 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
27-Sep-2012 |
28-Sep-2012 |
Change |
Change % |
Previous Week |
| Open |
1.2872 |
1.2892 |
0.0020 |
0.2% |
1.2807 |
| High |
1.2899 |
1.2922 |
0.0023 |
0.2% |
1.2922 |
| Low |
1.2869 |
1.2810 |
-0.0059 |
-0.5% |
1.2802 |
| Close |
1.2894 |
1.2832 |
-0.0062 |
-0.5% |
1.2832 |
| Range |
0.0030 |
0.0112 |
0.0082 |
273.3% |
0.0120 |
| ATR |
0.0072 |
0.0075 |
0.0003 |
4.0% |
0.0000 |
| Volume |
66,291 |
81,936 |
15,645 |
23.6% |
344,254 |
|
| Daily Pivots for day following 28-Sep-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.3191 |
1.3123 |
1.2894 |
|
| R3 |
1.3079 |
1.3011 |
1.2863 |
|
| R2 |
1.2967 |
1.2967 |
1.2853 |
|
| R1 |
1.2899 |
1.2899 |
1.2842 |
1.2877 |
| PP |
1.2855 |
1.2855 |
1.2855 |
1.2844 |
| S1 |
1.2787 |
1.2787 |
1.2822 |
1.2765 |
| S2 |
1.2743 |
1.2743 |
1.2811 |
|
| S3 |
1.2631 |
1.2675 |
1.2801 |
|
| S4 |
1.2519 |
1.2563 |
1.2770 |
|
|
| Weekly Pivots for week ending 28-Sep-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.3212 |
1.3142 |
1.2898 |
|
| R3 |
1.3092 |
1.3022 |
1.2865 |
|
| R2 |
1.2972 |
1.2972 |
1.2854 |
|
| R1 |
1.2902 |
1.2902 |
1.2843 |
1.2937 |
| PP |
1.2852 |
1.2852 |
1.2852 |
1.2870 |
| S1 |
1.2782 |
1.2782 |
1.2821 |
1.2817 |
| S2 |
1.2732 |
1.2732 |
1.2810 |
|
| S3 |
1.2612 |
1.2662 |
1.2799 |
|
| S4 |
1.2492 |
1.2542 |
1.2766 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1.2922 |
1.2802 |
0.0120 |
0.9% |
0.0061 |
0.5% |
25% |
True |
False |
68,850 |
| 10 |
1.2922 |
1.2631 |
0.0291 |
2.3% |
0.0077 |
0.6% |
69% |
True |
False |
82,561 |
| 20 |
1.2977 |
1.2631 |
0.0346 |
2.7% |
0.0082 |
0.6% |
58% |
False |
False |
61,581 |
| 40 |
1.2977 |
1.2565 |
0.0412 |
3.2% |
0.0070 |
0.5% |
65% |
False |
False |
30,934 |
| 60 |
1.2977 |
1.2539 |
0.0438 |
3.4% |
0.0066 |
0.5% |
67% |
False |
False |
20,652 |
| 80 |
1.2977 |
1.2438 |
0.0539 |
4.2% |
0.0062 |
0.5% |
73% |
False |
False |
15,499 |
| 100 |
1.2977 |
1.2438 |
0.0539 |
4.2% |
0.0055 |
0.4% |
73% |
False |
False |
12,401 |
| 120 |
1.2977 |
1.2298 |
0.0679 |
5.3% |
0.0049 |
0.4% |
79% |
False |
False |
10,335 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.3398 |
|
2.618 |
1.3215 |
|
1.618 |
1.3103 |
|
1.000 |
1.3034 |
|
0.618 |
1.2991 |
|
HIGH |
1.2922 |
|
0.618 |
1.2879 |
|
0.500 |
1.2866 |
|
0.382 |
1.2853 |
|
LOW |
1.2810 |
|
0.618 |
1.2741 |
|
1.000 |
1.2698 |
|
1.618 |
1.2629 |
|
2.618 |
1.2517 |
|
4.250 |
1.2334 |
|
|
| Fisher Pivots for day following 28-Sep-2012 |
| Pivot |
1 day |
3 day |
| R1 |
1.2866 |
1.2866 |
| PP |
1.2855 |
1.2855 |
| S1 |
1.2843 |
1.2843 |
|