CME Japanese Yen Future March 2013
| Trading Metrics calculated at close of trading on 21-Sep-2012 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
20-Sep-2012 |
21-Sep-2012 |
Change |
Change % |
Previous Week |
| Open |
1.2820 |
1.2824 |
0.0004 |
0.0% |
1.2783 |
| High |
1.2820 |
1.2824 |
0.0004 |
0.0% |
1.2824 |
| Low |
1.2801 |
1.2818 |
0.0017 |
0.1% |
1.2646 |
| Close |
1.2801 |
1.2820 |
0.0019 |
0.1% |
1.2820 |
| Range |
0.0019 |
0.0006 |
-0.0013 |
-68.4% |
0.0178 |
| ATR |
0.0060 |
0.0057 |
-0.0003 |
-4.4% |
0.0000 |
| Volume |
79 |
4 |
-75 |
-94.9% |
195 |
|
| Daily Pivots for day following 21-Sep-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.2839 |
1.2835 |
1.2823 |
|
| R3 |
1.2833 |
1.2829 |
1.2822 |
|
| R2 |
1.2827 |
1.2827 |
1.2821 |
|
| R1 |
1.2823 |
1.2823 |
1.2821 |
1.2822 |
| PP |
1.2821 |
1.2821 |
1.2821 |
1.2820 |
| S1 |
1.2817 |
1.2817 |
1.2819 |
1.2816 |
| S2 |
1.2815 |
1.2815 |
1.2819 |
|
| S3 |
1.2809 |
1.2811 |
1.2818 |
|
| S4 |
1.2803 |
1.2805 |
1.2817 |
|
|
| Weekly Pivots for week ending 21-Sep-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.3297 |
1.3237 |
1.2918 |
|
| R3 |
1.3119 |
1.3059 |
1.2869 |
|
| R2 |
1.2941 |
1.2941 |
1.2853 |
|
| R1 |
1.2881 |
1.2881 |
1.2836 |
1.2911 |
| PP |
1.2763 |
1.2763 |
1.2763 |
1.2779 |
| S1 |
1.2703 |
1.2703 |
1.2804 |
1.2733 |
| S2 |
1.2585 |
1.2585 |
1.2787 |
|
| S3 |
1.2407 |
1.2525 |
1.2771 |
|
| S4 |
1.2229 |
1.2347 |
1.2722 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1.2824 |
1.2646 |
0.0178 |
1.4% |
0.0058 |
0.5% |
98% |
True |
False |
39 |
| 10 |
1.2950 |
1.2646 |
0.0304 |
2.4% |
0.0053 |
0.4% |
57% |
False |
False |
30 |
| 20 |
1.2950 |
1.2646 |
0.0304 |
2.4% |
0.0034 |
0.3% |
57% |
False |
False |
22 |
| 40 |
1.2950 |
1.2605 |
0.0345 |
2.7% |
0.0023 |
0.2% |
62% |
False |
False |
13 |
| 60 |
1.2950 |
1.2565 |
0.0385 |
3.0% |
0.0019 |
0.1% |
66% |
False |
False |
9 |
| 80 |
1.2950 |
1.2476 |
0.0474 |
3.7% |
0.0017 |
0.1% |
73% |
False |
False |
8 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.2850 |
|
2.618 |
1.2840 |
|
1.618 |
1.2834 |
|
1.000 |
1.2830 |
|
0.618 |
1.2828 |
|
HIGH |
1.2824 |
|
0.618 |
1.2822 |
|
0.500 |
1.2821 |
|
0.382 |
1.2820 |
|
LOW |
1.2818 |
|
0.618 |
1.2814 |
|
1.000 |
1.2812 |
|
1.618 |
1.2808 |
|
2.618 |
1.2802 |
|
4.250 |
1.2793 |
|
|
| Fisher Pivots for day following 21-Sep-2012 |
| Pivot |
1 day |
3 day |
| R1 |
1.2821 |
1.2792 |
| PP |
1.2821 |
1.2763 |
| S1 |
1.2820 |
1.2735 |
|