CME Japanese Yen Future March 2013
| Trading Metrics calculated at close of trading on 17-Sep-2012 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
14-Sep-2012 |
17-Sep-2012 |
Change |
Change % |
Previous Week |
| Open |
1.2909 |
1.2783 |
-0.0126 |
-1.0% |
1.2800 |
| High |
1.2909 |
1.2792 |
-0.0117 |
-0.9% |
1.2950 |
| Low |
1.2788 |
1.2721 |
-0.0067 |
-0.5% |
1.2788 |
| Close |
1.2795 |
1.2721 |
-0.0074 |
-0.6% |
1.2795 |
| Range |
0.0121 |
0.0071 |
-0.0050 |
-41.3% |
0.0162 |
| ATR |
0.0054 |
0.0055 |
0.0001 |
2.7% |
0.0000 |
| Volume |
16 |
8 |
-8 |
-50.0% |
105 |
|
| Daily Pivots for day following 17-Sep-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.2958 |
1.2910 |
1.2760 |
|
| R3 |
1.2887 |
1.2839 |
1.2741 |
|
| R2 |
1.2816 |
1.2816 |
1.2734 |
|
| R1 |
1.2768 |
1.2768 |
1.2728 |
1.2757 |
| PP |
1.2745 |
1.2745 |
1.2745 |
1.2739 |
| S1 |
1.2697 |
1.2697 |
1.2714 |
1.2686 |
| S2 |
1.2674 |
1.2674 |
1.2708 |
|
| S3 |
1.2603 |
1.2626 |
1.2701 |
|
| S4 |
1.2532 |
1.2555 |
1.2682 |
|
|
| Weekly Pivots for week ending 14-Sep-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.3330 |
1.3225 |
1.2884 |
|
| R3 |
1.3168 |
1.3063 |
1.2840 |
|
| R2 |
1.3006 |
1.3006 |
1.2825 |
|
| R1 |
1.2901 |
1.2901 |
1.2810 |
1.2873 |
| PP |
1.2844 |
1.2844 |
1.2844 |
1.2830 |
| S1 |
1.2739 |
1.2739 |
1.2780 |
1.2711 |
| S2 |
1.2682 |
1.2682 |
1.2765 |
|
| S3 |
1.2520 |
1.2577 |
1.2750 |
|
| S4 |
1.2358 |
1.2415 |
1.2706 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1.2950 |
1.2721 |
0.0229 |
1.8% |
0.0062 |
0.5% |
0% |
False |
True |
18 |
| 10 |
1.2950 |
1.2696 |
0.0254 |
2.0% |
0.0045 |
0.4% |
10% |
False |
False |
14 |
| 20 |
1.2950 |
1.2627 |
0.0323 |
2.5% |
0.0031 |
0.2% |
29% |
False |
False |
13 |
| 40 |
1.2950 |
1.2605 |
0.0345 |
2.7% |
0.0018 |
0.1% |
34% |
False |
False |
9 |
| 60 |
1.2950 |
1.2476 |
0.0474 |
3.7% |
0.0016 |
0.1% |
52% |
False |
False |
6 |
| 80 |
1.2950 |
1.2476 |
0.0474 |
3.7% |
0.0014 |
0.1% |
52% |
False |
False |
5 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.3094 |
|
2.618 |
1.2978 |
|
1.618 |
1.2907 |
|
1.000 |
1.2863 |
|
0.618 |
1.2836 |
|
HIGH |
1.2792 |
|
0.618 |
1.2765 |
|
0.500 |
1.2757 |
|
0.382 |
1.2748 |
|
LOW |
1.2721 |
|
0.618 |
1.2677 |
|
1.000 |
1.2650 |
|
1.618 |
1.2606 |
|
2.618 |
1.2535 |
|
4.250 |
1.2419 |
|
|
| Fisher Pivots for day following 17-Sep-2012 |
| Pivot |
1 day |
3 day |
| R1 |
1.2757 |
1.2836 |
| PP |
1.2745 |
1.2797 |
| S1 |
1.2733 |
1.2759 |
|