CME Japanese Yen Future December 2012
| Trading Metrics calculated at close of trading on 05-Sep-2012 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
04-Sep-2012 |
05-Sep-2012 |
Change |
Change % |
Previous Week |
| Open |
1.2776 |
1.2755 |
-0.0021 |
-0.2% |
1.2722 |
| High |
1.2800 |
1.2781 |
-0.0019 |
-0.1% |
1.2804 |
| Low |
1.2757 |
1.2746 |
-0.0011 |
-0.1% |
1.2698 |
| Close |
1.2759 |
1.2766 |
0.0007 |
0.1% |
1.2778 |
| Range |
0.0043 |
0.0035 |
-0.0008 |
-18.6% |
0.0106 |
| ATR |
0.0060 |
0.0058 |
-0.0002 |
-3.0% |
0.0000 |
| Volume |
7,266 |
5,534 |
-1,732 |
-23.8% |
2,978 |
|
| Daily Pivots for day following 05-Sep-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.2869 |
1.2853 |
1.2785 |
|
| R3 |
1.2834 |
1.2818 |
1.2776 |
|
| R2 |
1.2799 |
1.2799 |
1.2772 |
|
| R1 |
1.2783 |
1.2783 |
1.2769 |
1.2791 |
| PP |
1.2764 |
1.2764 |
1.2764 |
1.2769 |
| S1 |
1.2748 |
1.2748 |
1.2763 |
1.2756 |
| S2 |
1.2729 |
1.2729 |
1.2760 |
|
| S3 |
1.2694 |
1.2713 |
1.2756 |
|
| S4 |
1.2659 |
1.2678 |
1.2747 |
|
|
| Weekly Pivots for week ending 31-Aug-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.3078 |
1.3034 |
1.2836 |
|
| R3 |
1.2972 |
1.2928 |
1.2807 |
|
| R2 |
1.2866 |
1.2866 |
1.2797 |
|
| R1 |
1.2822 |
1.2822 |
1.2788 |
1.2844 |
| PP |
1.2760 |
1.2760 |
1.2760 |
1.2771 |
| S1 |
1.2716 |
1.2716 |
1.2768 |
1.2738 |
| S2 |
1.2654 |
1.2654 |
1.2759 |
|
| S3 |
1.2548 |
1.2610 |
1.2749 |
|
| S4 |
1.2442 |
1.2504 |
1.2720 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1.2804 |
1.2705 |
0.0099 |
0.8% |
0.0047 |
0.4% |
62% |
False |
False |
3,061 |
| 10 |
1.2804 |
1.2614 |
0.0190 |
1.5% |
0.0056 |
0.4% |
80% |
False |
False |
1,734 |
| 20 |
1.2810 |
1.2565 |
0.0245 |
1.9% |
0.0055 |
0.4% |
82% |
False |
False |
973 |
| 40 |
1.2851 |
1.2539 |
0.0312 |
2.4% |
0.0060 |
0.5% |
73% |
False |
False |
540 |
| 60 |
1.2851 |
1.2438 |
0.0413 |
3.2% |
0.0057 |
0.4% |
79% |
False |
False |
375 |
| 80 |
1.2920 |
1.2438 |
0.0482 |
3.8% |
0.0050 |
0.4% |
68% |
False |
False |
284 |
| 100 |
1.2920 |
1.2298 |
0.0622 |
4.9% |
0.0043 |
0.3% |
75% |
False |
False |
228 |
| 120 |
1.2920 |
1.1980 |
0.0940 |
7.4% |
0.0039 |
0.3% |
84% |
False |
False |
190 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.2930 |
|
2.618 |
1.2873 |
|
1.618 |
1.2838 |
|
1.000 |
1.2816 |
|
0.618 |
1.2803 |
|
HIGH |
1.2781 |
|
0.618 |
1.2768 |
|
0.500 |
1.2764 |
|
0.382 |
1.2759 |
|
LOW |
1.2746 |
|
0.618 |
1.2724 |
|
1.000 |
1.2711 |
|
1.618 |
1.2689 |
|
2.618 |
1.2654 |
|
4.250 |
1.2597 |
|
|
| Fisher Pivots for day following 05-Sep-2012 |
| Pivot |
1 day |
3 day |
| R1 |
1.2765 |
1.2767 |
| PP |
1.2764 |
1.2766 |
| S1 |
1.2764 |
1.2766 |
|