CME Japanese Yen Future March 2013
| Trading Metrics calculated at close of trading on 13-Sep-2012 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
12-Sep-2012 |
13-Sep-2012 |
Change |
Change % |
Previous Week |
| Open |
1.2859 |
1.2883 |
0.0024 |
0.2% |
1.2788 |
| High |
1.2870 |
1.2950 |
0.0080 |
0.6% |
1.2820 |
| Low |
1.2857 |
1.2883 |
0.0026 |
0.2% |
1.2696 |
| Close |
1.2868 |
1.2938 |
0.0070 |
0.5% |
1.2801 |
| Range |
0.0013 |
0.0067 |
0.0054 |
415.4% |
0.0124 |
| ATR |
0.0044 |
0.0047 |
0.0003 |
6.2% |
0.0000 |
| Volume |
7 |
59 |
52 |
742.9% |
35 |
|
| Daily Pivots for day following 13-Sep-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.3125 |
1.3098 |
1.2975 |
|
| R3 |
1.3058 |
1.3031 |
1.2956 |
|
| R2 |
1.2991 |
1.2991 |
1.2950 |
|
| R1 |
1.2964 |
1.2964 |
1.2944 |
1.2978 |
| PP |
1.2924 |
1.2924 |
1.2924 |
1.2930 |
| S1 |
1.2897 |
1.2897 |
1.2932 |
1.2911 |
| S2 |
1.2857 |
1.2857 |
1.2926 |
|
| S3 |
1.2790 |
1.2830 |
1.2920 |
|
| S4 |
1.2723 |
1.2763 |
1.2901 |
|
|
| Weekly Pivots for week ending 07-Sep-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.3144 |
1.3097 |
1.2869 |
|
| R3 |
1.3020 |
1.2973 |
1.2835 |
|
| R2 |
1.2896 |
1.2896 |
1.2824 |
|
| R1 |
1.2849 |
1.2849 |
1.2812 |
1.2873 |
| PP |
1.2772 |
1.2772 |
1.2772 |
1.2784 |
| S1 |
1.2725 |
1.2725 |
1.2790 |
1.2749 |
| S2 |
1.2648 |
1.2648 |
1.2778 |
|
| S3 |
1.2524 |
1.2601 |
1.2767 |
|
| S4 |
1.2400 |
1.2477 |
1.2733 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1.2950 |
1.2696 |
0.0254 |
2.0% |
0.0049 |
0.4% |
95% |
True |
False |
18 |
| 10 |
1.2950 |
1.2696 |
0.0254 |
2.0% |
0.0026 |
0.2% |
95% |
True |
False |
16 |
| 20 |
1.2950 |
1.2605 |
0.0345 |
2.7% |
0.0023 |
0.2% |
97% |
True |
False |
12 |
| 40 |
1.2950 |
1.2605 |
0.0345 |
2.7% |
0.0014 |
0.1% |
97% |
True |
False |
8 |
| 60 |
1.2950 |
1.2476 |
0.0474 |
3.7% |
0.0015 |
0.1% |
97% |
True |
False |
6 |
| 80 |
1.2950 |
1.2476 |
0.0474 |
3.7% |
0.0012 |
0.1% |
97% |
True |
False |
5 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.3235 |
|
2.618 |
1.3125 |
|
1.618 |
1.3058 |
|
1.000 |
1.3017 |
|
0.618 |
1.2991 |
|
HIGH |
1.2950 |
|
0.618 |
1.2924 |
|
0.500 |
1.2917 |
|
0.382 |
1.2909 |
|
LOW |
1.2883 |
|
0.618 |
1.2842 |
|
1.000 |
1.2816 |
|
1.618 |
1.2775 |
|
2.618 |
1.2708 |
|
4.250 |
1.2598 |
|
|
| Fisher Pivots for day following 13-Sep-2012 |
| Pivot |
1 day |
3 day |
| R1 |
1.2931 |
1.2925 |
| PP |
1.2924 |
1.2913 |
| S1 |
1.2917 |
1.2900 |
|