CME Japanese Yen Future March 2013
| Trading Metrics calculated at close of trading on 14-Sep-2012 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
13-Sep-2012 |
14-Sep-2012 |
Change |
Change % |
Previous Week |
| Open |
1.2883 |
1.2909 |
0.0026 |
0.2% |
1.2800 |
| High |
1.2950 |
1.2909 |
-0.0041 |
-0.3% |
1.2950 |
| Low |
1.2883 |
1.2788 |
-0.0095 |
-0.7% |
1.2788 |
| Close |
1.2938 |
1.2795 |
-0.0143 |
-1.1% |
1.2795 |
| Range |
0.0067 |
0.0121 |
0.0054 |
80.6% |
0.0162 |
| ATR |
0.0047 |
0.0054 |
0.0007 |
15.9% |
0.0000 |
| Volume |
59 |
16 |
-43 |
-72.9% |
105 |
|
| Daily Pivots for day following 14-Sep-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.3194 |
1.3115 |
1.2862 |
|
| R3 |
1.3073 |
1.2994 |
1.2828 |
|
| R2 |
1.2952 |
1.2952 |
1.2817 |
|
| R1 |
1.2873 |
1.2873 |
1.2806 |
1.2852 |
| PP |
1.2831 |
1.2831 |
1.2831 |
1.2820 |
| S1 |
1.2752 |
1.2752 |
1.2784 |
1.2731 |
| S2 |
1.2710 |
1.2710 |
1.2773 |
|
| S3 |
1.2589 |
1.2631 |
1.2762 |
|
| S4 |
1.2468 |
1.2510 |
1.2728 |
|
|
| Weekly Pivots for week ending 14-Sep-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.3330 |
1.3225 |
1.2884 |
|
| R3 |
1.3168 |
1.3063 |
1.2840 |
|
| R2 |
1.3006 |
1.3006 |
1.2825 |
|
| R1 |
1.2901 |
1.2901 |
1.2810 |
1.2873 |
| PP |
1.2844 |
1.2844 |
1.2844 |
1.2830 |
| S1 |
1.2739 |
1.2739 |
1.2780 |
1.2711 |
| S2 |
1.2682 |
1.2682 |
1.2765 |
|
| S3 |
1.2520 |
1.2577 |
1.2750 |
|
| S4 |
1.2358 |
1.2415 |
1.2706 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1.2950 |
1.2788 |
0.0162 |
1.3% |
0.0049 |
0.4% |
4% |
False |
True |
21 |
| 10 |
1.2950 |
1.2696 |
0.0254 |
2.0% |
0.0039 |
0.3% |
39% |
False |
False |
15 |
| 20 |
1.2950 |
1.2605 |
0.0345 |
2.7% |
0.0028 |
0.2% |
55% |
False |
False |
13 |
| 40 |
1.2950 |
1.2605 |
0.0345 |
2.7% |
0.0016 |
0.1% |
55% |
False |
False |
9 |
| 60 |
1.2950 |
1.2476 |
0.0474 |
3.7% |
0.0017 |
0.1% |
67% |
False |
False |
6 |
| 80 |
1.2950 |
1.2476 |
0.0474 |
3.7% |
0.0013 |
0.1% |
67% |
False |
False |
5 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.3423 |
|
2.618 |
1.3226 |
|
1.618 |
1.3105 |
|
1.000 |
1.3030 |
|
0.618 |
1.2984 |
|
HIGH |
1.2909 |
|
0.618 |
1.2863 |
|
0.500 |
1.2849 |
|
0.382 |
1.2834 |
|
LOW |
1.2788 |
|
0.618 |
1.2713 |
|
1.000 |
1.2667 |
|
1.618 |
1.2592 |
|
2.618 |
1.2471 |
|
4.250 |
1.2274 |
|
|
| Fisher Pivots for day following 14-Sep-2012 |
| Pivot |
1 day |
3 day |
| R1 |
1.2849 |
1.2869 |
| PP |
1.2831 |
1.2844 |
| S1 |
1.2813 |
1.2820 |
|