CME Japanese Yen Future December 2012
| Trading Metrics calculated at close of trading on 07-Sep-2012 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
06-Sep-2012 |
07-Sep-2012 |
Change |
Change % |
Previous Week |
| Open |
1.2763 |
1.2685 |
-0.0078 |
-0.6% |
1.2776 |
| High |
1.2768 |
1.2829 |
0.0061 |
0.5% |
1.2829 |
| Low |
1.2664 |
1.2665 |
0.0001 |
0.0% |
1.2664 |
| Close |
1.2692 |
1.2786 |
0.0094 |
0.7% |
1.2786 |
| Range |
0.0104 |
0.0164 |
0.0060 |
57.7% |
0.0165 |
| ATR |
0.0061 |
0.0069 |
0.0007 |
12.0% |
0.0000 |
| Volume |
13,946 |
21,325 |
7,379 |
52.9% |
48,071 |
|
| Daily Pivots for day following 07-Sep-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.3252 |
1.3183 |
1.2876 |
|
| R3 |
1.3088 |
1.3019 |
1.2831 |
|
| R2 |
1.2924 |
1.2924 |
1.2816 |
|
| R1 |
1.2855 |
1.2855 |
1.2801 |
1.2890 |
| PP |
1.2760 |
1.2760 |
1.2760 |
1.2777 |
| S1 |
1.2691 |
1.2691 |
1.2771 |
1.2726 |
| S2 |
1.2596 |
1.2596 |
1.2756 |
|
| S3 |
1.2432 |
1.2527 |
1.2741 |
|
| S4 |
1.2268 |
1.2363 |
1.2696 |
|
|
| Weekly Pivots for week ending 07-Sep-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.3255 |
1.3185 |
1.2877 |
|
| R3 |
1.3090 |
1.3020 |
1.2831 |
|
| R2 |
1.2925 |
1.2925 |
1.2816 |
|
| R1 |
1.2855 |
1.2855 |
1.2801 |
1.2890 |
| PP |
1.2760 |
1.2760 |
1.2760 |
1.2777 |
| S1 |
1.2690 |
1.2690 |
1.2771 |
1.2725 |
| S2 |
1.2595 |
1.2595 |
1.2756 |
|
| S3 |
1.2430 |
1.2525 |
1.2741 |
|
| S4 |
1.2265 |
1.2360 |
1.2695 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1.2829 |
1.2664 |
0.0165 |
1.3% |
0.0084 |
0.7% |
74% |
True |
False |
9,899 |
| 10 |
1.2829 |
1.2664 |
0.0165 |
1.3% |
0.0061 |
0.5% |
74% |
True |
False |
5,134 |
| 20 |
1.2829 |
1.2565 |
0.0264 |
2.1% |
0.0063 |
0.5% |
84% |
True |
False |
2,725 |
| 40 |
1.2851 |
1.2565 |
0.0286 |
2.2% |
0.0061 |
0.5% |
77% |
False |
False |
1,420 |
| 60 |
1.2851 |
1.2438 |
0.0413 |
3.2% |
0.0061 |
0.5% |
84% |
False |
False |
963 |
| 80 |
1.2920 |
1.2438 |
0.0482 |
3.8% |
0.0052 |
0.4% |
72% |
False |
False |
724 |
| 100 |
1.2920 |
1.2298 |
0.0622 |
4.9% |
0.0045 |
0.3% |
78% |
False |
False |
580 |
| 120 |
1.2920 |
1.2021 |
0.0899 |
7.0% |
0.0041 |
0.3% |
85% |
False |
False |
484 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.3526 |
|
2.618 |
1.3258 |
|
1.618 |
1.3094 |
|
1.000 |
1.2993 |
|
0.618 |
1.2930 |
|
HIGH |
1.2829 |
|
0.618 |
1.2766 |
|
0.500 |
1.2747 |
|
0.382 |
1.2728 |
|
LOW |
1.2665 |
|
0.618 |
1.2564 |
|
1.000 |
1.2501 |
|
1.618 |
1.2400 |
|
2.618 |
1.2236 |
|
4.250 |
1.1968 |
|
|
| Fisher Pivots for day following 07-Sep-2012 |
| Pivot |
1 day |
3 day |
| R1 |
1.2773 |
1.2773 |
| PP |
1.2760 |
1.2760 |
| S1 |
1.2747 |
1.2747 |
|