CME Japanese Yen Future December 2012
| Trading Metrics calculated at close of trading on 18-Sep-2012 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
17-Sep-2012 |
18-Sep-2012 |
Change |
Change % |
Previous Week |
| Open |
1.2769 |
1.2712 |
-0.0057 |
-0.4% |
1.2788 |
| High |
1.2802 |
1.2750 |
-0.0052 |
-0.4% |
1.2977 |
| Low |
1.2676 |
1.2686 |
0.0010 |
0.1% |
1.2764 |
| Close |
1.2708 |
1.2689 |
-0.0019 |
-0.1% |
1.2782 |
| Range |
0.0126 |
0.0064 |
-0.0062 |
-49.2% |
0.0213 |
| ATR |
0.0080 |
0.0079 |
-0.0001 |
-1.4% |
0.0000 |
| Volume |
107,760 |
83,858 |
-23,902 |
-22.2% |
356,517 |
|
| Daily Pivots for day following 18-Sep-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.2900 |
1.2859 |
1.2724 |
|
| R3 |
1.2836 |
1.2795 |
1.2707 |
|
| R2 |
1.2772 |
1.2772 |
1.2701 |
|
| R1 |
1.2731 |
1.2731 |
1.2695 |
1.2720 |
| PP |
1.2708 |
1.2708 |
1.2708 |
1.2703 |
| S1 |
1.2667 |
1.2667 |
1.2683 |
1.2656 |
| S2 |
1.2644 |
1.2644 |
1.2677 |
|
| S3 |
1.2580 |
1.2603 |
1.2671 |
|
| S4 |
1.2516 |
1.2539 |
1.2654 |
|
|
| 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 |
1.2676 |
0.0301 |
2.4% |
0.0103 |
0.8% |
4% |
False |
False |
95,164 |
| 10 |
1.2977 |
1.2664 |
0.0313 |
2.5% |
0.0093 |
0.7% |
8% |
False |
False |
58,894 |
| 20 |
1.2977 |
1.2595 |
0.0382 |
3.0% |
0.0075 |
0.6% |
25% |
False |
False |
30,045 |
| 40 |
1.2977 |
1.2565 |
0.0412 |
3.2% |
0.0067 |
0.5% |
30% |
False |
False |
15,108 |
| 60 |
1.2977 |
1.2438 |
0.0539 |
4.2% |
0.0065 |
0.5% |
47% |
False |
False |
10,093 |
| 80 |
1.2977 |
1.2438 |
0.0539 |
4.2% |
0.0058 |
0.5% |
47% |
False |
False |
7,575 |
| 100 |
1.2977 |
1.2438 |
0.0539 |
4.2% |
0.0050 |
0.4% |
47% |
False |
False |
6,061 |
| 120 |
1.2977 |
1.2088 |
0.0889 |
7.0% |
0.0046 |
0.4% |
68% |
False |
False |
5,052 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.3022 |
|
2.618 |
1.2918 |
|
1.618 |
1.2854 |
|
1.000 |
1.2814 |
|
0.618 |
1.2790 |
|
HIGH |
1.2750 |
|
0.618 |
1.2726 |
|
0.500 |
1.2718 |
|
0.382 |
1.2710 |
|
LOW |
1.2686 |
|
0.618 |
1.2646 |
|
1.000 |
1.2622 |
|
1.618 |
1.2582 |
|
2.618 |
1.2518 |
|
4.250 |
1.2414 |
|
|
| Fisher Pivots for day following 18-Sep-2012 |
| Pivot |
1 day |
3 day |
| R1 |
1.2718 |
1.2800 |
| PP |
1.2708 |
1.2763 |
| S1 |
1.2699 |
1.2726 |
|