CME Japanese Yen Future March 2013
| Trading Metrics calculated at close of trading on 19-Sep-2012 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
18-Sep-2012 |
19-Sep-2012 |
Change |
Change % |
Previous Week |
| Open |
1.2742 |
1.2736 |
-0.0006 |
0.0% |
1.2800 |
| High |
1.2752 |
1.2790 |
0.0038 |
0.3% |
1.2950 |
| Low |
1.2703 |
1.2646 |
-0.0057 |
-0.4% |
1.2788 |
| Close |
1.2703 |
1.2780 |
0.0077 |
0.6% |
1.2795 |
| Range |
0.0049 |
0.0144 |
0.0095 |
193.9% |
0.0162 |
| ATR |
0.0055 |
0.0061 |
0.0006 |
11.6% |
0.0000 |
| Volume |
3 |
101 |
98 |
3,266.7% |
105 |
|
| Daily Pivots for day following 19-Sep-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.3171 |
1.3119 |
1.2859 |
|
| R3 |
1.3027 |
1.2975 |
1.2820 |
|
| R2 |
1.2883 |
1.2883 |
1.2806 |
|
| R1 |
1.2831 |
1.2831 |
1.2793 |
1.2857 |
| PP |
1.2739 |
1.2739 |
1.2739 |
1.2752 |
| S1 |
1.2687 |
1.2687 |
1.2767 |
1.2713 |
| S2 |
1.2595 |
1.2595 |
1.2754 |
|
| S3 |
1.2451 |
1.2543 |
1.2740 |
|
| S4 |
1.2307 |
1.2399 |
1.2701 |
|
|
| 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 |
1.2646 |
0.0304 |
2.4% |
0.0090 |
0.7% |
44% |
False |
True |
37 |
| 10 |
1.2950 |
1.2646 |
0.0304 |
2.4% |
0.0063 |
0.5% |
44% |
False |
True |
22 |
| 20 |
1.2950 |
1.2646 |
0.0304 |
2.4% |
0.0040 |
0.3% |
44% |
False |
True |
18 |
| 40 |
1.2950 |
1.2605 |
0.0345 |
2.7% |
0.0022 |
0.2% |
51% |
False |
False |
11 |
| 60 |
1.2950 |
1.2565 |
0.0385 |
3.0% |
0.0019 |
0.1% |
56% |
False |
False |
8 |
| 80 |
1.2950 |
1.2476 |
0.0474 |
3.7% |
0.0017 |
0.1% |
64% |
False |
False |
7 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.3402 |
|
2.618 |
1.3167 |
|
1.618 |
1.3023 |
|
1.000 |
1.2934 |
|
0.618 |
1.2879 |
|
HIGH |
1.2790 |
|
0.618 |
1.2735 |
|
0.500 |
1.2718 |
|
0.382 |
1.2701 |
|
LOW |
1.2646 |
|
0.618 |
1.2557 |
|
1.000 |
1.2502 |
|
1.618 |
1.2413 |
|
2.618 |
1.2269 |
|
4.250 |
1.2034 |
|
|
| Fisher Pivots for day following 19-Sep-2012 |
| Pivot |
1 day |
3 day |
| R1 |
1.2759 |
1.2760 |
| PP |
1.2739 |
1.2739 |
| S1 |
1.2718 |
1.2719 |
|