CME Japanese Yen Future December 2012
| Trading Metrics calculated at close of trading on 19-Sep-2012 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
18-Sep-2012 |
19-Sep-2012 |
Change |
Change % |
Previous Week |
| Open |
1.2712 |
1.2700 |
-0.0012 |
-0.1% |
1.2788 |
| High |
1.2750 |
1.2788 |
0.0038 |
0.3% |
1.2977 |
| Low |
1.2686 |
1.2631 |
-0.0055 |
-0.4% |
1.2764 |
| Close |
1.2689 |
1.2766 |
0.0077 |
0.6% |
1.2782 |
| Range |
0.0064 |
0.0157 |
0.0093 |
145.3% |
0.0213 |
| ATR |
0.0079 |
0.0084 |
0.0006 |
7.1% |
0.0000 |
| Volume |
83,858 |
141,898 |
58,040 |
69.2% |
356,517 |
|
| Daily Pivots for day following 19-Sep-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.3199 |
1.3140 |
1.2852 |
|
| R3 |
1.3042 |
1.2983 |
1.2809 |
|
| R2 |
1.2885 |
1.2885 |
1.2795 |
|
| R1 |
1.2826 |
1.2826 |
1.2780 |
1.2856 |
| PP |
1.2728 |
1.2728 |
1.2728 |
1.2743 |
| S1 |
1.2669 |
1.2669 |
1.2752 |
1.2699 |
| S2 |
1.2571 |
1.2571 |
1.2737 |
|
| S3 |
1.2414 |
1.2512 |
1.2723 |
|
| S4 |
1.2257 |
1.2355 |
1.2680 |
|
|
| 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 |
1.2631 |
0.0346 |
2.7% |
0.0127 |
1.0% |
39% |
False |
True |
113,558 |
| 10 |
1.2977 |
1.2631 |
0.0346 |
2.7% |
0.0106 |
0.8% |
39% |
False |
True |
72,530 |
| 20 |
1.2977 |
1.2614 |
0.0363 |
2.8% |
0.0081 |
0.6% |
42% |
False |
False |
37,132 |
| 40 |
1.2977 |
1.2565 |
0.0412 |
3.2% |
0.0070 |
0.5% |
49% |
False |
False |
18,651 |
| 60 |
1.2977 |
1.2516 |
0.0461 |
3.6% |
0.0065 |
0.5% |
54% |
False |
False |
12,457 |
| 80 |
1.2977 |
1.2438 |
0.0539 |
4.2% |
0.0060 |
0.5% |
61% |
False |
False |
9,349 |
| 100 |
1.2977 |
1.2438 |
0.0539 |
4.2% |
0.0052 |
0.4% |
61% |
False |
False |
7,480 |
| 120 |
1.2977 |
1.2088 |
0.0889 |
7.0% |
0.0047 |
0.4% |
76% |
False |
False |
6,234 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.3455 |
|
2.618 |
1.3199 |
|
1.618 |
1.3042 |
|
1.000 |
1.2945 |
|
0.618 |
1.2885 |
|
HIGH |
1.2788 |
|
0.618 |
1.2728 |
|
0.500 |
1.2710 |
|
0.382 |
1.2691 |
|
LOW |
1.2631 |
|
0.618 |
1.2534 |
|
1.000 |
1.2474 |
|
1.618 |
1.2377 |
|
2.618 |
1.2220 |
|
4.250 |
1.1964 |
|
|
| Fisher Pivots for day following 19-Sep-2012 |
| Pivot |
1 day |
3 day |
| R1 |
1.2747 |
1.2750 |
| PP |
1.2728 |
1.2733 |
| S1 |
1.2710 |
1.2717 |
|