CME Japanese Yen Future December 2012
| Trading Metrics calculated at close of trading on 24-Sep-2012 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
21-Sep-2012 |
24-Sep-2012 |
Change |
Change % |
Previous Week |
| Open |
1.2791 |
1.2807 |
0.0016 |
0.1% |
1.2769 |
| High |
1.2812 |
1.2863 |
0.0051 |
0.4% |
1.2826 |
| Low |
1.2768 |
1.2802 |
0.0034 |
0.3% |
1.2631 |
| Close |
1.2806 |
1.2857 |
0.0051 |
0.4% |
1.2806 |
| Range |
0.0044 |
0.0061 |
0.0017 |
38.6% |
0.0195 |
| ATR |
0.0080 |
0.0079 |
-0.0001 |
-1.7% |
0.0000 |
| Volume |
63,405 |
58,821 |
-4,584 |
-7.2% |
481,360 |
|
| Daily Pivots for day following 24-Sep-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.3024 |
1.3001 |
1.2891 |
|
| R3 |
1.2963 |
1.2940 |
1.2874 |
|
| R2 |
1.2902 |
1.2902 |
1.2868 |
|
| R1 |
1.2879 |
1.2879 |
1.2863 |
1.2891 |
| PP |
1.2841 |
1.2841 |
1.2841 |
1.2846 |
| S1 |
1.2818 |
1.2818 |
1.2851 |
1.2830 |
| S2 |
1.2780 |
1.2780 |
1.2846 |
|
| S3 |
1.2719 |
1.2757 |
1.2840 |
|
| S4 |
1.2658 |
1.2696 |
1.2823 |
|
|
| Weekly Pivots for week ending 21-Sep-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.3339 |
1.3268 |
1.2913 |
|
| R3 |
1.3144 |
1.3073 |
1.2860 |
|
| R2 |
1.2949 |
1.2949 |
1.2842 |
|
| R1 |
1.2878 |
1.2878 |
1.2824 |
1.2914 |
| PP |
1.2754 |
1.2754 |
1.2754 |
1.2772 |
| S1 |
1.2683 |
1.2683 |
1.2788 |
1.2719 |
| S2 |
1.2559 |
1.2559 |
1.2770 |
|
| S3 |
1.2364 |
1.2488 |
1.2752 |
|
| S4 |
1.2169 |
1.2293 |
1.2699 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1.2863 |
1.2631 |
0.0232 |
1.8% |
0.0080 |
0.6% |
97% |
True |
False |
86,484 |
| 10 |
1.2977 |
1.2631 |
0.0346 |
2.7% |
0.0094 |
0.7% |
65% |
False |
False |
87,715 |
| 20 |
1.2977 |
1.2631 |
0.0346 |
2.7% |
0.0077 |
0.6% |
65% |
False |
False |
47,387 |
| 40 |
1.2977 |
1.2565 |
0.0412 |
3.2% |
0.0070 |
0.5% |
71% |
False |
False |
23,811 |
| 60 |
1.2977 |
1.2516 |
0.0461 |
3.6% |
0.0067 |
0.5% |
74% |
False |
False |
15,901 |
| 80 |
1.2977 |
1.2438 |
0.0539 |
4.2% |
0.0061 |
0.5% |
78% |
False |
False |
11,932 |
| 100 |
1.2977 |
1.2438 |
0.0539 |
4.2% |
0.0054 |
0.4% |
78% |
False |
False |
9,547 |
| 120 |
1.2977 |
1.2183 |
0.0794 |
6.2% |
0.0048 |
0.4% |
85% |
False |
False |
7,957 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.3122 |
|
2.618 |
1.3023 |
|
1.618 |
1.2962 |
|
1.000 |
1.2924 |
|
0.618 |
1.2901 |
|
HIGH |
1.2863 |
|
0.618 |
1.2840 |
|
0.500 |
1.2833 |
|
0.382 |
1.2825 |
|
LOW |
1.2802 |
|
0.618 |
1.2764 |
|
1.000 |
1.2741 |
|
1.618 |
1.2703 |
|
2.618 |
1.2642 |
|
4.250 |
1.2543 |
|
|
| Fisher Pivots for day following 24-Sep-2012 |
| Pivot |
1 day |
3 day |
| R1 |
1.2849 |
1.2841 |
| PP |
1.2841 |
1.2825 |
| S1 |
1.2833 |
1.2809 |
|