CME Japanese Yen Future December 2012
| Trading Metrics calculated at close of trading on 14-Sep-2012 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
13-Sep-2012 |
14-Sep-2012 |
Change |
Change % |
Previous Week |
| Open |
1.2856 |
1.2914 |
0.0058 |
0.5% |
1.2788 |
| High |
1.2977 |
1.2924 |
-0.0053 |
-0.4% |
1.2977 |
| Low |
1.2851 |
1.2764 |
-0.0087 |
-0.7% |
1.2764 |
| Close |
1.2924 |
1.2782 |
-0.0142 |
-1.1% |
1.2782 |
| Range |
0.0126 |
0.0160 |
0.0034 |
27.0% |
0.0213 |
| ATR |
0.0070 |
0.0076 |
0.0006 |
9.3% |
0.0000 |
| Volume |
90,167 |
144,109 |
53,942 |
59.8% |
356,517 |
|
| Daily Pivots for day following 14-Sep-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.3303 |
1.3203 |
1.2870 |
|
| R3 |
1.3143 |
1.3043 |
1.2826 |
|
| R2 |
1.2983 |
1.2983 |
1.2811 |
|
| R1 |
1.2883 |
1.2883 |
1.2797 |
1.2853 |
| PP |
1.2823 |
1.2823 |
1.2823 |
1.2809 |
| S1 |
1.2723 |
1.2723 |
1.2767 |
1.2693 |
| S2 |
1.2663 |
1.2663 |
1.2753 |
|
| S3 |
1.2503 |
1.2563 |
1.2738 |
|
| S4 |
1.2343 |
1.2403 |
1.2694 |
|
|
| Weekly Pivots for week ending 14-Sep-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.3480 |
1.3344 |
1.2899 |
|
| R3 |
1.3267 |
1.3131 |
1.2841 |
|
| R2 |
1.3054 |
1.3054 |
1.2821 |
|
| R1 |
1.2918 |
1.2918 |
1.2802 |
1.2880 |
| PP |
1.2841 |
1.2841 |
1.2841 |
1.2822 |
| S1 |
1.2705 |
1.2705 |
1.2762 |
1.2667 |
| S2 |
1.2628 |
1.2628 |
1.2743 |
|
| S3 |
1.2415 |
1.2492 |
1.2723 |
|
| S4 |
1.2202 |
1.2279 |
1.2665 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1.2977 |
1.2764 |
0.0213 |
1.7% |
0.0088 |
0.7% |
8% |
False |
True |
71,303 |
| 10 |
1.2977 |
1.2664 |
0.0313 |
2.4% |
0.0086 |
0.7% |
38% |
False |
False |
40,601 |
| 20 |
1.2977 |
1.2565 |
0.0412 |
3.2% |
0.0071 |
0.6% |
53% |
False |
False |
20,491 |
| 40 |
1.2977 |
1.2565 |
0.0412 |
3.2% |
0.0065 |
0.5% |
53% |
False |
False |
10,326 |
| 60 |
1.2977 |
1.2438 |
0.0539 |
4.2% |
0.0064 |
0.5% |
64% |
False |
False |
6,901 |
| 80 |
1.2977 |
1.2438 |
0.0539 |
4.2% |
0.0056 |
0.4% |
64% |
False |
False |
5,180 |
| 100 |
1.2977 |
1.2337 |
0.0640 |
5.0% |
0.0048 |
0.4% |
70% |
False |
False |
4,145 |
| 120 |
1.2977 |
1.2088 |
0.0889 |
7.0% |
0.0045 |
0.3% |
78% |
False |
False |
3,455 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.3604 |
|
2.618 |
1.3343 |
|
1.618 |
1.3183 |
|
1.000 |
1.3084 |
|
0.618 |
1.3023 |
|
HIGH |
1.2924 |
|
0.618 |
1.2863 |
|
0.500 |
1.2844 |
|
0.382 |
1.2825 |
|
LOW |
1.2764 |
|
0.618 |
1.2665 |
|
1.000 |
1.2604 |
|
1.618 |
1.2505 |
|
2.618 |
1.2345 |
|
4.250 |
1.2084 |
|
|
| Fisher Pivots for day following 14-Sep-2012 |
| Pivot |
1 day |
3 day |
| R1 |
1.2844 |
1.2871 |
| PP |
1.2823 |
1.2841 |
| S1 |
1.2803 |
1.2812 |
|