CME Japanese Yen Future December 2012
| Trading Metrics calculated at close of trading on 06-Sep-2012 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
05-Sep-2012 |
06-Sep-2012 |
Change |
Change % |
Previous Week |
| Open |
1.2755 |
1.2763 |
0.0008 |
0.1% |
1.2722 |
| High |
1.2781 |
1.2768 |
-0.0013 |
-0.1% |
1.2804 |
| Low |
1.2746 |
1.2664 |
-0.0082 |
-0.6% |
1.2698 |
| Close |
1.2766 |
1.2692 |
-0.0074 |
-0.6% |
1.2778 |
| Range |
0.0035 |
0.0104 |
0.0069 |
197.1% |
0.0106 |
| ATR |
0.0058 |
0.0061 |
0.0003 |
5.7% |
0.0000 |
| Volume |
5,534 |
13,946 |
8,412 |
152.0% |
2,978 |
|
| Daily Pivots for day following 06-Sep-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.3020 |
1.2960 |
1.2749 |
|
| R3 |
1.2916 |
1.2856 |
1.2721 |
|
| R2 |
1.2812 |
1.2812 |
1.2711 |
|
| R1 |
1.2752 |
1.2752 |
1.2702 |
1.2730 |
| PP |
1.2708 |
1.2708 |
1.2708 |
1.2697 |
| S1 |
1.2648 |
1.2648 |
1.2682 |
1.2626 |
| S2 |
1.2604 |
1.2604 |
1.2673 |
|
| S3 |
1.2500 |
1.2544 |
1.2663 |
|
| S4 |
1.2396 |
1.2440 |
1.2635 |
|
|
| 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 |
1.2664 |
0.0140 |
1.1% |
0.0059 |
0.5% |
20% |
False |
True |
5,676 |
| 10 |
1.2804 |
1.2664 |
0.0140 |
1.1% |
0.0049 |
0.4% |
20% |
False |
True |
3,078 |
| 20 |
1.2810 |
1.2565 |
0.0245 |
1.9% |
0.0059 |
0.5% |
52% |
False |
False |
1,660 |
| 40 |
1.2851 |
1.2539 |
0.0312 |
2.5% |
0.0060 |
0.5% |
49% |
False |
False |
888 |
| 60 |
1.2851 |
1.2438 |
0.0413 |
3.3% |
0.0059 |
0.5% |
62% |
False |
False |
607 |
| 80 |
1.2920 |
1.2438 |
0.0482 |
3.8% |
0.0050 |
0.4% |
53% |
False |
False |
458 |
| 100 |
1.2920 |
1.2298 |
0.0622 |
4.9% |
0.0044 |
0.3% |
63% |
False |
False |
367 |
| 120 |
1.2920 |
1.1980 |
0.0940 |
7.4% |
0.0040 |
0.3% |
76% |
False |
False |
307 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.3210 |
|
2.618 |
1.3040 |
|
1.618 |
1.2936 |
|
1.000 |
1.2872 |
|
0.618 |
1.2832 |
|
HIGH |
1.2768 |
|
0.618 |
1.2728 |
|
0.500 |
1.2716 |
|
0.382 |
1.2704 |
|
LOW |
1.2664 |
|
0.618 |
1.2600 |
|
1.000 |
1.2560 |
|
1.618 |
1.2496 |
|
2.618 |
1.2392 |
|
4.250 |
1.2222 |
|
|
| Fisher Pivots for day following 06-Sep-2012 |
| Pivot |
1 day |
3 day |
| R1 |
1.2716 |
1.2732 |
| PP |
1.2708 |
1.2719 |
| S1 |
1.2700 |
1.2705 |
|