CME Japanese Yen Future September 2012
| Trading Metrics calculated at close of trading on 17-Sep-2012 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
14-Sep-2012 |
17-Sep-2012 |
Change |
Change % |
Previous Week |
| Open |
1.2902 |
1.2759 |
-0.0143 |
-1.1% |
1.2779 |
| High |
1.2913 |
1.2792 |
-0.0121 |
-0.9% |
1.2967 |
| Low |
1.2755 |
1.2667 |
-0.0088 |
-0.7% |
1.2755 |
| Close |
1.2772 |
1.2689 |
-0.0083 |
-0.6% |
1.2772 |
| Range |
0.0158 |
0.0125 |
-0.0033 |
-20.9% |
0.0212 |
| ATR |
0.0081 |
0.0084 |
0.0003 |
3.9% |
0.0000 |
| Volume |
41,691 |
3,243 |
-38,448 |
-92.2% |
512,911 |
|
| Daily Pivots for day following 17-Sep-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.3091 |
1.3015 |
1.2758 |
|
| R3 |
1.2966 |
1.2890 |
1.2723 |
|
| R2 |
1.2841 |
1.2841 |
1.2712 |
|
| R1 |
1.2765 |
1.2765 |
1.2700 |
1.2741 |
| PP |
1.2716 |
1.2716 |
1.2716 |
1.2704 |
| S1 |
1.2640 |
1.2640 |
1.2678 |
1.2616 |
| S2 |
1.2591 |
1.2591 |
1.2666 |
|
| S3 |
1.2466 |
1.2515 |
1.2655 |
|
| S4 |
1.2341 |
1.2390 |
1.2620 |
|
|
| Weekly Pivots for week ending 14-Sep-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.3467 |
1.3332 |
1.2889 |
|
| R3 |
1.3255 |
1.3120 |
1.2830 |
|
| R2 |
1.3043 |
1.3043 |
1.2811 |
|
| R1 |
1.2908 |
1.2908 |
1.2791 |
1.2870 |
| PP |
1.2831 |
1.2831 |
1.2831 |
1.2812 |
| S1 |
1.2696 |
1.2696 |
1.2753 |
1.2658 |
| S2 |
1.2619 |
1.2619 |
1.2733 |
|
| S3 |
1.2407 |
1.2484 |
1.2714 |
|
| S4 |
1.2195 |
1.2272 |
1.2655 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1.2967 |
1.2667 |
0.0300 |
2.4% |
0.0108 |
0.9% |
7% |
False |
True |
88,677 |
| 10 |
1.2967 |
1.2652 |
0.0315 |
2.5% |
0.0092 |
0.7% |
12% |
False |
False |
99,235 |
| 20 |
1.2967 |
1.2556 |
0.0411 |
3.2% |
0.0078 |
0.6% |
32% |
False |
False |
83,577 |
| 40 |
1.2967 |
1.2556 |
0.0411 |
3.2% |
0.0077 |
0.6% |
32% |
False |
False |
78,263 |
| 60 |
1.2967 |
1.2416 |
0.0551 |
4.3% |
0.0082 |
0.6% |
50% |
False |
False |
71,958 |
| 80 |
1.2967 |
1.2416 |
0.0551 |
4.3% |
0.0086 |
0.7% |
50% |
False |
False |
60,849 |
| 100 |
1.2967 |
1.2312 |
0.0655 |
5.2% |
0.0085 |
0.7% |
58% |
False |
False |
48,708 |
| 120 |
1.2967 |
1.2033 |
0.0934 |
7.4% |
0.0085 |
0.7% |
70% |
False |
False |
40,599 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.3323 |
|
2.618 |
1.3119 |
|
1.618 |
1.2994 |
|
1.000 |
1.2917 |
|
0.618 |
1.2869 |
|
HIGH |
1.2792 |
|
0.618 |
1.2744 |
|
0.500 |
1.2730 |
|
0.382 |
1.2715 |
|
LOW |
1.2667 |
|
0.618 |
1.2590 |
|
1.000 |
1.2542 |
|
1.618 |
1.2465 |
|
2.618 |
1.2340 |
|
4.250 |
1.2136 |
|
|
| Fisher Pivots for day following 17-Sep-2012 |
| Pivot |
1 day |
3 day |
| R1 |
1.2730 |
1.2817 |
| PP |
1.2716 |
1.2774 |
| S1 |
1.2703 |
1.2732 |
|