CME Japanese Yen Future December 2012
| Trading Metrics calculated at close of trading on 20-Sep-2012 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
19-Sep-2012 |
20-Sep-2012 |
Change |
Change % |
Previous Week |
| Open |
1.2700 |
1.2770 |
0.0070 |
0.6% |
1.2788 |
| High |
1.2788 |
1.2826 |
0.0038 |
0.3% |
1.2977 |
| Low |
1.2631 |
1.2754 |
0.0123 |
1.0% |
1.2764 |
| Close |
1.2766 |
1.2787 |
0.0021 |
0.2% |
1.2782 |
| Range |
0.0157 |
0.0072 |
-0.0085 |
-54.1% |
0.0213 |
| ATR |
0.0084 |
0.0083 |
-0.0001 |
-1.0% |
0.0000 |
| Volume |
141,898 |
84,439 |
-57,459 |
-40.5% |
356,517 |
|
| Daily Pivots for day following 20-Sep-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.3005 |
1.2968 |
1.2827 |
|
| R3 |
1.2933 |
1.2896 |
1.2807 |
|
| R2 |
1.2861 |
1.2861 |
1.2800 |
|
| R1 |
1.2824 |
1.2824 |
1.2794 |
1.2843 |
| PP |
1.2789 |
1.2789 |
1.2789 |
1.2798 |
| S1 |
1.2752 |
1.2752 |
1.2780 |
1.2771 |
| S2 |
1.2717 |
1.2717 |
1.2774 |
|
| S3 |
1.2645 |
1.2680 |
1.2767 |
|
| S4 |
1.2573 |
1.2608 |
1.2747 |
|
|
| 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 |
1.2924 |
1.2631 |
0.0293 |
2.3% |
0.0116 |
0.9% |
53% |
False |
False |
112,412 |
| 10 |
1.2977 |
1.2631 |
0.0346 |
2.7% |
0.0102 |
0.8% |
45% |
False |
False |
79,579 |
| 20 |
1.2977 |
1.2631 |
0.0346 |
2.7% |
0.0076 |
0.6% |
45% |
False |
False |
41,329 |
| 40 |
1.2977 |
1.2565 |
0.0412 |
3.2% |
0.0071 |
0.6% |
54% |
False |
False |
20,760 |
| 60 |
1.2977 |
1.2516 |
0.0461 |
3.6% |
0.0066 |
0.5% |
59% |
False |
False |
13,864 |
| 80 |
1.2977 |
1.2438 |
0.0539 |
4.2% |
0.0061 |
0.5% |
65% |
False |
False |
10,404 |
| 100 |
1.2977 |
1.2438 |
0.0539 |
4.2% |
0.0053 |
0.4% |
65% |
False |
False |
8,324 |
| 120 |
1.2977 |
1.2088 |
0.0889 |
7.0% |
0.0048 |
0.4% |
79% |
False |
False |
6,938 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.3132 |
|
2.618 |
1.3014 |
|
1.618 |
1.2942 |
|
1.000 |
1.2898 |
|
0.618 |
1.2870 |
|
HIGH |
1.2826 |
|
0.618 |
1.2798 |
|
0.500 |
1.2790 |
|
0.382 |
1.2782 |
|
LOW |
1.2754 |
|
0.618 |
1.2710 |
|
1.000 |
1.2682 |
|
1.618 |
1.2638 |
|
2.618 |
1.2566 |
|
4.250 |
1.2448 |
|
|
| Fisher Pivots for day following 20-Sep-2012 |
| Pivot |
1 day |
3 day |
| R1 |
1.2790 |
1.2768 |
| PP |
1.2789 |
1.2748 |
| S1 |
1.2788 |
1.2729 |
|