CME Japanese Yen Future September 2012
| Trading Metrics calculated at close of trading on 05-Sep-2012 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
04-Sep-2012 |
05-Sep-2012 |
Change |
Change % |
Previous Week |
| Open |
1.2766 |
1.2752 |
-0.0014 |
-0.1% |
1.2715 |
| High |
1.2789 |
1.2772 |
-0.0017 |
-0.1% |
1.2793 |
| Low |
1.2744 |
1.2733 |
-0.0011 |
-0.1% |
1.2684 |
| Close |
1.2748 |
1.2755 |
0.0007 |
0.1% |
1.2767 |
| Range |
0.0045 |
0.0039 |
-0.0006 |
-13.3% |
0.0109 |
| ATR |
0.0068 |
0.0066 |
-0.0002 |
-3.0% |
0.0000 |
| Volume |
96,555 |
65,302 |
-31,253 |
-32.4% |
281,418 |
|
| Daily Pivots for day following 05-Sep-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.2870 |
1.2852 |
1.2776 |
|
| R3 |
1.2831 |
1.2813 |
1.2766 |
|
| R2 |
1.2792 |
1.2792 |
1.2762 |
|
| R1 |
1.2774 |
1.2774 |
1.2759 |
1.2783 |
| PP |
1.2753 |
1.2753 |
1.2753 |
1.2758 |
| S1 |
1.2735 |
1.2735 |
1.2751 |
1.2744 |
| S2 |
1.2714 |
1.2714 |
1.2748 |
|
| S3 |
1.2675 |
1.2696 |
1.2744 |
|
| S4 |
1.2636 |
1.2657 |
1.2734 |
|
|
| Weekly Pivots for week ending 31-Aug-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.3075 |
1.3030 |
1.2827 |
|
| R3 |
1.2966 |
1.2921 |
1.2797 |
|
| R2 |
1.2857 |
1.2857 |
1.2787 |
|
| R1 |
1.2812 |
1.2812 |
1.2777 |
1.2835 |
| PP |
1.2748 |
1.2748 |
1.2748 |
1.2759 |
| S1 |
1.2703 |
1.2703 |
1.2757 |
1.2726 |
| S2 |
1.2639 |
1.2639 |
1.2747 |
|
| S3 |
1.2530 |
1.2594 |
1.2737 |
|
| S4 |
1.2421 |
1.2485 |
1.2707 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1.2793 |
1.2693 |
0.0100 |
0.8% |
0.0050 |
0.4% |
62% |
False |
False |
69,637 |
| 10 |
1.2793 |
1.2600 |
0.0193 |
1.5% |
0.0062 |
0.5% |
80% |
False |
False |
70,665 |
| 20 |
1.2799 |
1.2556 |
0.0243 |
1.9% |
0.0065 |
0.5% |
82% |
False |
False |
70,938 |
| 40 |
1.2854 |
1.2514 |
0.0340 |
2.7% |
0.0072 |
0.6% |
71% |
False |
False |
69,698 |
| 60 |
1.2854 |
1.2416 |
0.0438 |
3.4% |
0.0081 |
0.6% |
77% |
False |
False |
66,446 |
| 80 |
1.2895 |
1.2416 |
0.0479 |
3.8% |
0.0084 |
0.7% |
71% |
False |
False |
50,485 |
| 100 |
1.2895 |
1.2252 |
0.0643 |
5.0% |
0.0082 |
0.6% |
78% |
False |
False |
40,407 |
| 120 |
1.2895 |
1.1927 |
0.0968 |
7.6% |
0.0084 |
0.7% |
86% |
False |
False |
33,681 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.2938 |
|
2.618 |
1.2874 |
|
1.618 |
1.2835 |
|
1.000 |
1.2811 |
|
0.618 |
1.2796 |
|
HIGH |
1.2772 |
|
0.618 |
1.2757 |
|
0.500 |
1.2753 |
|
0.382 |
1.2748 |
|
LOW |
1.2733 |
|
0.618 |
1.2709 |
|
1.000 |
1.2694 |
|
1.618 |
1.2670 |
|
2.618 |
1.2631 |
|
4.250 |
1.2567 |
|
|
| Fisher Pivots for day following 05-Sep-2012 |
| Pivot |
1 day |
3 day |
| R1 |
1.2754 |
1.2755 |
| PP |
1.2753 |
1.2755 |
| S1 |
1.2753 |
1.2755 |
|