CME Japanese Yen Future September 2012
| Trading Metrics calculated at close of trading on 10-Sep-2012 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
07-Sep-2012 |
10-Sep-2012 |
Change |
Change % |
Previous Week |
| Open |
1.2683 |
1.2779 |
0.0096 |
0.8% |
1.2766 |
| High |
1.2819 |
1.2792 |
-0.0027 |
-0.2% |
1.2819 |
| Low |
1.2654 |
1.2767 |
0.0113 |
0.9% |
1.2652 |
| Close |
1.2776 |
1.2780 |
0.0004 |
0.0% |
1.2776 |
| Range |
0.0165 |
0.0025 |
-0.0140 |
-84.8% |
0.0167 |
| ATR |
0.0076 |
0.0072 |
-0.0004 |
-4.8% |
0.0000 |
| Volume |
175,457 |
72,767 |
-102,690 |
-58.5% |
476,203 |
|
| Daily Pivots for day following 10-Sep-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.2855 |
1.2842 |
1.2794 |
|
| R3 |
1.2830 |
1.2817 |
1.2787 |
|
| R2 |
1.2805 |
1.2805 |
1.2785 |
|
| R1 |
1.2792 |
1.2792 |
1.2782 |
1.2799 |
| PP |
1.2780 |
1.2780 |
1.2780 |
1.2783 |
| S1 |
1.2767 |
1.2767 |
1.2778 |
1.2774 |
| S2 |
1.2755 |
1.2755 |
1.2775 |
|
| S3 |
1.2730 |
1.2742 |
1.2773 |
|
| S4 |
1.2705 |
1.2717 |
1.2766 |
|
|
| 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% |
0.0076 |
0.6% |
77% |
False |
False |
109,794 |
| 10 |
1.2819 |
1.2652 |
0.0167 |
1.3% |
0.0063 |
0.5% |
77% |
False |
False |
83,038 |
| 20 |
1.2819 |
1.2556 |
0.0263 |
2.1% |
0.0068 |
0.5% |
85% |
False |
False |
79,514 |
| 40 |
1.2854 |
1.2556 |
0.0298 |
2.3% |
0.0072 |
0.6% |
75% |
False |
False |
74,370 |
| 60 |
1.2854 |
1.2416 |
0.0438 |
3.4% |
0.0083 |
0.6% |
83% |
False |
False |
71,015 |
| 80 |
1.2895 |
1.2416 |
0.0479 |
3.7% |
0.0086 |
0.7% |
76% |
False |
False |
55,320 |
| 100 |
1.2895 |
1.2252 |
0.0643 |
5.0% |
0.0082 |
0.6% |
82% |
False |
False |
44,276 |
| 120 |
1.2895 |
1.2015 |
0.0880 |
6.9% |
0.0085 |
0.7% |
87% |
False |
False |
36,907 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.2898 |
|
2.618 |
1.2857 |
|
1.618 |
1.2832 |
|
1.000 |
1.2817 |
|
0.618 |
1.2807 |
|
HIGH |
1.2792 |
|
0.618 |
1.2782 |
|
0.500 |
1.2780 |
|
0.382 |
1.2777 |
|
LOW |
1.2767 |
|
0.618 |
1.2752 |
|
1.000 |
1.2742 |
|
1.618 |
1.2727 |
|
2.618 |
1.2702 |
|
4.250 |
1.2661 |
|
|
| Fisher Pivots for day following 10-Sep-2012 |
| Pivot |
1 day |
3 day |
| R1 |
1.2780 |
1.2765 |
| PP |
1.2780 |
1.2750 |
| S1 |
1.2780 |
1.2736 |
|