CME Japanese Yen Future September 2012
| Trading Metrics calculated at close of trading on 06-Sep-2012 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
05-Sep-2012 |
06-Sep-2012 |
Change |
Change % |
Previous Week |
| Open |
1.2752 |
1.2755 |
0.0003 |
0.0% |
1.2715 |
| High |
1.2772 |
1.2758 |
-0.0014 |
-0.1% |
1.2793 |
| Low |
1.2733 |
1.2652 |
-0.0081 |
-0.6% |
1.2684 |
| Close |
1.2755 |
1.2681 |
-0.0074 |
-0.6% |
1.2767 |
| Range |
0.0039 |
0.0106 |
0.0067 |
171.8% |
0.0109 |
| ATR |
0.0066 |
0.0069 |
0.0003 |
4.4% |
0.0000 |
| Volume |
65,302 |
138,889 |
73,587 |
112.7% |
281,418 |
|
| Daily Pivots for day following 06-Sep-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.3015 |
1.2954 |
1.2739 |
|
| R3 |
1.2909 |
1.2848 |
1.2710 |
|
| R2 |
1.2803 |
1.2803 |
1.2700 |
|
| R1 |
1.2742 |
1.2742 |
1.2691 |
1.2720 |
| PP |
1.2697 |
1.2697 |
1.2697 |
1.2686 |
| S1 |
1.2636 |
1.2636 |
1.2671 |
1.2614 |
| S2 |
1.2591 |
1.2591 |
1.2662 |
|
| S3 |
1.2485 |
1.2530 |
1.2652 |
|
| S4 |
1.2379 |
1.2424 |
1.2623 |
|
|
| 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 |
1.2652 |
0.0141 |
1.1% |
0.0061 |
0.5% |
21% |
False |
True |
86,557 |
| 10 |
1.2793 |
1.2652 |
0.0141 |
1.1% |
0.0054 |
0.4% |
21% |
False |
True |
73,246 |
| 20 |
1.2799 |
1.2556 |
0.0243 |
1.9% |
0.0067 |
0.5% |
51% |
False |
False |
74,365 |
| 40 |
1.2854 |
1.2514 |
0.0340 |
2.7% |
0.0072 |
0.6% |
49% |
False |
False |
71,272 |
| 60 |
1.2854 |
1.2416 |
0.0438 |
3.5% |
0.0081 |
0.6% |
61% |
False |
False |
68,372 |
| 80 |
1.2895 |
1.2416 |
0.0479 |
3.8% |
0.0085 |
0.7% |
55% |
False |
False |
52,220 |
| 100 |
1.2895 |
1.2252 |
0.0643 |
5.1% |
0.0082 |
0.6% |
67% |
False |
False |
41,795 |
| 120 |
1.2895 |
1.1927 |
0.0968 |
7.6% |
0.0084 |
0.7% |
78% |
False |
False |
34,838 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.3209 |
|
2.618 |
1.3036 |
|
1.618 |
1.2930 |
|
1.000 |
1.2864 |
|
0.618 |
1.2824 |
|
HIGH |
1.2758 |
|
0.618 |
1.2718 |
|
0.500 |
1.2705 |
|
0.382 |
1.2692 |
|
LOW |
1.2652 |
|
0.618 |
1.2586 |
|
1.000 |
1.2546 |
|
1.618 |
1.2480 |
|
2.618 |
1.2374 |
|
4.250 |
1.2202 |
|
|
| Fisher Pivots for day following 06-Sep-2012 |
| Pivot |
1 day |
3 day |
| R1 |
1.2705 |
1.2721 |
| PP |
1.2697 |
1.2707 |
| S1 |
1.2689 |
1.2694 |
|