CME Japanese Yen Future March 2013
| Trading Metrics calculated at close of trading on 18-Sep-2012 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
17-Sep-2012 |
18-Sep-2012 |
Change |
Change % |
Previous Week |
| Open |
1.2783 |
1.2742 |
-0.0041 |
-0.3% |
1.2800 |
| High |
1.2792 |
1.2752 |
-0.0040 |
-0.3% |
1.2950 |
| Low |
1.2721 |
1.2703 |
-0.0018 |
-0.1% |
1.2788 |
| Close |
1.2721 |
1.2703 |
-0.0018 |
-0.1% |
1.2795 |
| Range |
0.0071 |
0.0049 |
-0.0022 |
-31.0% |
0.0162 |
| ATR |
0.0055 |
0.0055 |
0.0000 |
-0.8% |
0.0000 |
| Volume |
8 |
3 |
-5 |
-62.5% |
105 |
|
| Daily Pivots for day following 18-Sep-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.2866 |
1.2834 |
1.2730 |
|
| R3 |
1.2817 |
1.2785 |
1.2716 |
|
| R2 |
1.2768 |
1.2768 |
1.2712 |
|
| R1 |
1.2736 |
1.2736 |
1.2707 |
1.2728 |
| PP |
1.2719 |
1.2719 |
1.2719 |
1.2715 |
| S1 |
1.2687 |
1.2687 |
1.2699 |
1.2679 |
| S2 |
1.2670 |
1.2670 |
1.2694 |
|
| S3 |
1.2621 |
1.2638 |
1.2690 |
|
| S4 |
1.2572 |
1.2589 |
1.2676 |
|
|
| 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 |
1.2703 |
0.0247 |
1.9% |
0.0064 |
0.5% |
0% |
False |
True |
18 |
| 10 |
1.2950 |
1.2696 |
0.0254 |
2.0% |
0.0049 |
0.4% |
3% |
False |
False |
12 |
| 20 |
1.2950 |
1.2632 |
0.0318 |
2.5% |
0.0034 |
0.3% |
22% |
False |
False |
13 |
| 40 |
1.2950 |
1.2605 |
0.0345 |
2.7% |
0.0019 |
0.1% |
28% |
False |
False |
9 |
| 60 |
1.2950 |
1.2565 |
0.0385 |
3.0% |
0.0017 |
0.1% |
36% |
False |
False |
6 |
| 80 |
1.2950 |
1.2476 |
0.0474 |
3.7% |
0.0015 |
0.1% |
48% |
False |
False |
5 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.2960 |
|
2.618 |
1.2880 |
|
1.618 |
1.2831 |
|
1.000 |
1.2801 |
|
0.618 |
1.2782 |
|
HIGH |
1.2752 |
|
0.618 |
1.2733 |
|
0.500 |
1.2728 |
|
0.382 |
1.2722 |
|
LOW |
1.2703 |
|
0.618 |
1.2673 |
|
1.000 |
1.2654 |
|
1.618 |
1.2624 |
|
2.618 |
1.2575 |
|
4.250 |
1.2495 |
|
|
| Fisher Pivots for day following 18-Sep-2012 |
| Pivot |
1 day |
3 day |
| R1 |
1.2728 |
1.2806 |
| PP |
1.2719 |
1.2772 |
| S1 |
1.2711 |
1.2737 |
|