CME Japanese Yen Future September 2012
| Trading Metrics calculated at close of trading on 12-Sep-2012 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
11-Sep-2012 |
12-Sep-2012 |
Change |
Change % |
Previous Week |
| Open |
1.2776 |
1.2856 |
0.0080 |
0.6% |
1.2766 |
| High |
1.2870 |
1.2864 |
-0.0006 |
0.0% |
1.2819 |
| Low |
1.2774 |
1.2826 |
0.0052 |
0.4% |
1.2652 |
| Close |
1.2859 |
1.2844 |
-0.0015 |
-0.1% |
1.2776 |
| Range |
0.0096 |
0.0038 |
-0.0058 |
-60.4% |
0.0167 |
| ATR |
0.0074 |
0.0071 |
-0.0003 |
-3.5% |
0.0000 |
| Volume |
117,786 |
141,826 |
24,040 |
20.4% |
476,203 |
|
| Daily Pivots for day following 12-Sep-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.2959 |
1.2939 |
1.2865 |
|
| R3 |
1.2921 |
1.2901 |
1.2854 |
|
| R2 |
1.2883 |
1.2883 |
1.2851 |
|
| R1 |
1.2863 |
1.2863 |
1.2847 |
1.2854 |
| PP |
1.2845 |
1.2845 |
1.2845 |
1.2840 |
| S1 |
1.2825 |
1.2825 |
1.2841 |
1.2816 |
| S2 |
1.2807 |
1.2807 |
1.2837 |
|
| S3 |
1.2769 |
1.2787 |
1.2834 |
|
| S4 |
1.2731 |
1.2749 |
1.2823 |
|
|
| 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 |
1.2870 |
1.2652 |
0.0218 |
1.7% |
0.0086 |
0.7% |
88% |
False |
False |
129,345 |
| 10 |
1.2870 |
1.2652 |
0.0218 |
1.7% |
0.0068 |
0.5% |
88% |
False |
False |
99,491 |
| 20 |
1.2870 |
1.2556 |
0.0314 |
2.4% |
0.0068 |
0.5% |
92% |
False |
False |
85,924 |
| 40 |
1.2870 |
1.2556 |
0.0314 |
2.4% |
0.0072 |
0.6% |
92% |
False |
False |
77,970 |
| 60 |
1.2870 |
1.2416 |
0.0454 |
3.5% |
0.0081 |
0.6% |
94% |
False |
False |
72,948 |
| 80 |
1.2895 |
1.2416 |
0.0479 |
3.7% |
0.0084 |
0.7% |
89% |
False |
False |
58,558 |
| 100 |
1.2895 |
1.2278 |
0.0617 |
4.8% |
0.0083 |
0.6% |
92% |
False |
False |
46,871 |
| 120 |
1.2895 |
1.2015 |
0.0880 |
6.9% |
0.0084 |
0.7% |
94% |
False |
False |
39,069 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.3026 |
|
2.618 |
1.2963 |
|
1.618 |
1.2925 |
|
1.000 |
1.2902 |
|
0.618 |
1.2887 |
|
HIGH |
1.2864 |
|
0.618 |
1.2849 |
|
0.500 |
1.2845 |
|
0.382 |
1.2841 |
|
LOW |
1.2826 |
|
0.618 |
1.2803 |
|
1.000 |
1.2788 |
|
1.618 |
1.2765 |
|
2.618 |
1.2727 |
|
4.250 |
1.2665 |
|
|
| Fisher Pivots for day following 12-Sep-2012 |
| Pivot |
1 day |
3 day |
| R1 |
1.2845 |
1.2836 |
| PP |
1.2845 |
1.2827 |
| S1 |
1.2844 |
1.2819 |
|