CME Japanese Yen Future September 2012
| Trading Metrics calculated at close of trading on 07-Sep-2012 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
06-Sep-2012 |
07-Sep-2012 |
Change |
Change % |
Previous Week |
| Open |
1.2755 |
1.2683 |
-0.0072 |
-0.6% |
1.2766 |
| High |
1.2758 |
1.2819 |
0.0061 |
0.5% |
1.2819 |
| Low |
1.2652 |
1.2654 |
0.0002 |
0.0% |
1.2652 |
| Close |
1.2681 |
1.2776 |
0.0095 |
0.7% |
1.2776 |
| Range |
0.0106 |
0.0165 |
0.0059 |
55.7% |
0.0167 |
| ATR |
0.0069 |
0.0076 |
0.0007 |
10.0% |
0.0000 |
| Volume |
138,889 |
175,457 |
36,568 |
26.3% |
476,203 |
|
| Daily Pivots for day following 07-Sep-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.3245 |
1.3175 |
1.2867 |
|
| R3 |
1.3080 |
1.3010 |
1.2821 |
|
| R2 |
1.2915 |
1.2915 |
1.2806 |
|
| R1 |
1.2845 |
1.2845 |
1.2791 |
1.2880 |
| PP |
1.2750 |
1.2750 |
1.2750 |
1.2767 |
| S1 |
1.2680 |
1.2680 |
1.2761 |
1.2715 |
| S2 |
1.2585 |
1.2585 |
1.2746 |
|
| S3 |
1.2420 |
1.2515 |
1.2731 |
|
| S4 |
1.2255 |
1.2350 |
1.2685 |
|
|
| Weekly Pivots for week ending 07-Sep-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.3250 |
1.3180 |
1.2868 |
|
| R3 |
1.3083 |
1.3013 |
1.2822 |
|
| R2 |
1.2916 |
1.2916 |
1.2807 |
|
| R1 |
1.2846 |
1.2846 |
1.2791 |
1.2881 |
| PP |
1.2749 |
1.2749 |
1.2749 |
1.2767 |
| S1 |
1.2679 |
1.2679 |
1.2761 |
1.2714 |
| S2 |
1.2582 |
1.2582 |
1.2745 |
|
| S3 |
1.2415 |
1.2512 |
1.2730 |
|
| S4 |
1.2248 |
1.2345 |
1.2684 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1.2819 |
1.2652 |
0.0167 |
1.3% |
0.0086 |
0.7% |
74% |
True |
False |
113,501 |
| 10 |
1.2819 |
1.2652 |
0.0167 |
1.3% |
0.0065 |
0.5% |
74% |
True |
False |
82,546 |
| 20 |
1.2819 |
1.2556 |
0.0263 |
2.1% |
0.0071 |
0.6% |
84% |
True |
False |
79,392 |
| 40 |
1.2854 |
1.2556 |
0.0298 |
2.3% |
0.0073 |
0.6% |
74% |
False |
False |
73,755 |
| 60 |
1.2854 |
1.2416 |
0.0438 |
3.4% |
0.0083 |
0.6% |
82% |
False |
False |
70,460 |
| 80 |
1.2895 |
1.2416 |
0.0479 |
3.7% |
0.0086 |
0.7% |
75% |
False |
False |
54,411 |
| 100 |
1.2895 |
1.2252 |
0.0643 |
5.0% |
0.0083 |
0.6% |
81% |
False |
False |
43,549 |
| 120 |
1.2895 |
1.1927 |
0.0968 |
7.6% |
0.0085 |
0.7% |
88% |
False |
False |
36,301 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.3520 |
|
2.618 |
1.3251 |
|
1.618 |
1.3086 |
|
1.000 |
1.2984 |
|
0.618 |
1.2921 |
|
HIGH |
1.2819 |
|
0.618 |
1.2756 |
|
0.500 |
1.2737 |
|
0.382 |
1.2717 |
|
LOW |
1.2654 |
|
0.618 |
1.2552 |
|
1.000 |
1.2489 |
|
1.618 |
1.2387 |
|
2.618 |
1.2222 |
|
4.250 |
1.1953 |
|
|
| Fisher Pivots for day following 07-Sep-2012 |
| Pivot |
1 day |
3 day |
| R1 |
1.2763 |
1.2763 |
| PP |
1.2750 |
1.2749 |
| S1 |
1.2737 |
1.2736 |
|