CME Japanese Yen Future December 2012
| Trading Metrics calculated at close of trading on 11-Sep-2012 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
10-Sep-2012 |
11-Sep-2012 |
Change |
Change % |
Previous Week |
| Open |
1.2788 |
1.2787 |
-0.0001 |
0.0% |
1.2776 |
| High |
1.2801 |
1.2880 |
0.0079 |
0.6% |
1.2829 |
| Low |
1.2778 |
1.2786 |
0.0008 |
0.1% |
1.2664 |
| Close |
1.2790 |
1.2869 |
0.0079 |
0.6% |
1.2786 |
| Range |
0.0023 |
0.0094 |
0.0071 |
308.7% |
0.0165 |
| ATR |
0.0065 |
0.0067 |
0.0002 |
3.1% |
0.0000 |
| Volume |
19,548 |
52,766 |
33,218 |
169.9% |
48,071 |
|
| Daily Pivots for day following 11-Sep-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.3127 |
1.3092 |
1.2921 |
|
| R3 |
1.3033 |
1.2998 |
1.2895 |
|
| R2 |
1.2939 |
1.2939 |
1.2886 |
|
| R1 |
1.2904 |
1.2904 |
1.2878 |
1.2922 |
| PP |
1.2845 |
1.2845 |
1.2845 |
1.2854 |
| S1 |
1.2810 |
1.2810 |
1.2860 |
1.2828 |
| S2 |
1.2751 |
1.2751 |
1.2852 |
|
| S3 |
1.2657 |
1.2716 |
1.2843 |
|
| S4 |
1.2563 |
1.2622 |
1.2817 |
|
|
| 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 |
1.2880 |
1.2664 |
0.0216 |
1.7% |
0.0084 |
0.7% |
95% |
True |
False |
22,623 |
| 10 |
1.2880 |
1.2664 |
0.0216 |
1.7% |
0.0066 |
0.5% |
95% |
True |
False |
12,302 |
| 20 |
1.2880 |
1.2565 |
0.0315 |
2.4% |
0.0064 |
0.5% |
97% |
True |
False |
6,319 |
| 40 |
1.2880 |
1.2565 |
0.0315 |
2.4% |
0.0061 |
0.5% |
97% |
True |
False |
3,226 |
| 60 |
1.2880 |
1.2438 |
0.0442 |
3.4% |
0.0061 |
0.5% |
98% |
True |
False |
2,165 |
| 80 |
1.2920 |
1.2438 |
0.0482 |
3.7% |
0.0053 |
0.4% |
89% |
False |
False |
1,628 |
| 100 |
1.2920 |
1.2298 |
0.0622 |
4.8% |
0.0045 |
0.4% |
92% |
False |
False |
1,303 |
| 120 |
1.2920 |
1.2069 |
0.0851 |
6.6% |
0.0042 |
0.3% |
94% |
False |
False |
1,087 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.3280 |
|
2.618 |
1.3126 |
|
1.618 |
1.3032 |
|
1.000 |
1.2974 |
|
0.618 |
1.2938 |
|
HIGH |
1.2880 |
|
0.618 |
1.2844 |
|
0.500 |
1.2833 |
|
0.382 |
1.2822 |
|
LOW |
1.2786 |
|
0.618 |
1.2728 |
|
1.000 |
1.2692 |
|
1.618 |
1.2634 |
|
2.618 |
1.2540 |
|
4.250 |
1.2387 |
|
|
| Fisher Pivots for day following 11-Sep-2012 |
| Pivot |
1 day |
3 day |
| R1 |
1.2857 |
1.2837 |
| PP |
1.2845 |
1.2805 |
| S1 |
1.2833 |
1.2773 |
|