CME Japanese Yen Future March 2013
| Trading Metrics calculated at close of trading on 11-Sep-2012 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
10-Sep-2012 |
11-Sep-2012 |
Change |
Change % |
Previous Week |
| Open |
1.2800 |
1.2850 |
0.0050 |
0.4% |
1.2788 |
| High |
1.2805 |
1.2888 |
0.0083 |
0.6% |
1.2820 |
| Low |
1.2800 |
1.2850 |
0.0050 |
0.4% |
1.2696 |
| Close |
1.2805 |
1.2884 |
0.0079 |
0.6% |
1.2801 |
| Range |
0.0005 |
0.0038 |
0.0033 |
660.0% |
0.0124 |
| ATR |
0.0042 |
0.0045 |
0.0003 |
6.9% |
0.0000 |
| Volume |
20 |
3 |
-17 |
-85.0% |
35 |
|
| Daily Pivots for day following 11-Sep-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.2988 |
1.2974 |
1.2905 |
|
| R3 |
1.2950 |
1.2936 |
1.2894 |
|
| R2 |
1.2912 |
1.2912 |
1.2891 |
|
| R1 |
1.2898 |
1.2898 |
1.2887 |
1.2905 |
| PP |
1.2874 |
1.2874 |
1.2874 |
1.2878 |
| S1 |
1.2860 |
1.2860 |
1.2881 |
1.2867 |
| S2 |
1.2836 |
1.2836 |
1.2877 |
|
| S3 |
1.2798 |
1.2822 |
1.2874 |
|
| S4 |
1.2760 |
1.2784 |
1.2863 |
|
|
| Weekly Pivots for week ending 07-Sep-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.3144 |
1.3097 |
1.2869 |
|
| R3 |
1.3020 |
1.2973 |
1.2835 |
|
| R2 |
1.2896 |
1.2896 |
1.2824 |
|
| R1 |
1.2849 |
1.2849 |
1.2812 |
1.2873 |
| PP |
1.2772 |
1.2772 |
1.2772 |
1.2784 |
| S1 |
1.2725 |
1.2725 |
1.2790 |
1.2749 |
| S2 |
1.2648 |
1.2648 |
1.2778 |
|
| S3 |
1.2524 |
1.2601 |
1.2767 |
|
| S4 |
1.2400 |
1.2477 |
1.2733 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1.2888 |
1.2696 |
0.0192 |
1.5% |
0.0033 |
0.3% |
98% |
True |
False |
7 |
| 10 |
1.2888 |
1.2696 |
0.0192 |
1.5% |
0.0018 |
0.1% |
98% |
True |
False |
13 |
| 20 |
1.2888 |
1.2605 |
0.0283 |
2.2% |
0.0019 |
0.1% |
99% |
True |
False |
9 |
| 40 |
1.2888 |
1.2605 |
0.0283 |
2.2% |
0.0012 |
0.1% |
99% |
True |
False |
7 |
| 60 |
1.2888 |
1.2476 |
0.0412 |
3.2% |
0.0013 |
0.1% |
99% |
True |
False |
5 |
| 80 |
1.2888 |
1.2476 |
0.0412 |
3.2% |
0.0011 |
0.1% |
99% |
True |
False |
4 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.3050 |
|
2.618 |
1.2987 |
|
1.618 |
1.2949 |
|
1.000 |
1.2926 |
|
0.618 |
1.2911 |
|
HIGH |
1.2888 |
|
0.618 |
1.2873 |
|
0.500 |
1.2869 |
|
0.382 |
1.2865 |
|
LOW |
1.2850 |
|
0.618 |
1.2827 |
|
1.000 |
1.2812 |
|
1.618 |
1.2789 |
|
2.618 |
1.2751 |
|
4.250 |
1.2689 |
|
|
| Fisher Pivots for day following 11-Sep-2012 |
| Pivot |
1 day |
3 day |
| R1 |
1.2879 |
1.2853 |
| PP |
1.2874 |
1.2823 |
| S1 |
1.2869 |
1.2792 |
|