CME Japanese Yen Future March 2013
| Trading Metrics calculated at close of trading on 20-Sep-2012 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
19-Sep-2012 |
20-Sep-2012 |
Change |
Change % |
Previous Week |
| Open |
1.2736 |
1.2820 |
0.0084 |
0.7% |
1.2800 |
| High |
1.2790 |
1.2820 |
0.0030 |
0.2% |
1.2950 |
| Low |
1.2646 |
1.2801 |
0.0155 |
1.2% |
1.2788 |
| Close |
1.2780 |
1.2801 |
0.0021 |
0.2% |
1.2795 |
| Range |
0.0144 |
0.0019 |
-0.0125 |
-86.8% |
0.0162 |
| ATR |
0.0061 |
0.0060 |
-0.0002 |
-2.5% |
0.0000 |
| Volume |
101 |
79 |
-22 |
-21.8% |
105 |
|
| Daily Pivots for day following 20-Sep-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.2864 |
1.2852 |
1.2811 |
|
| R3 |
1.2845 |
1.2833 |
1.2806 |
|
| R2 |
1.2826 |
1.2826 |
1.2804 |
|
| R1 |
1.2814 |
1.2814 |
1.2803 |
1.2811 |
| PP |
1.2807 |
1.2807 |
1.2807 |
1.2806 |
| S1 |
1.2795 |
1.2795 |
1.2799 |
1.2792 |
| S2 |
1.2788 |
1.2788 |
1.2798 |
|
| S3 |
1.2769 |
1.2776 |
1.2796 |
|
| S4 |
1.2750 |
1.2757 |
1.2791 |
|
|
| 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 |
1.2909 |
1.2646 |
0.0263 |
2.1% |
0.0081 |
0.6% |
59% |
False |
False |
41 |
| 10 |
1.2950 |
1.2646 |
0.0304 |
2.4% |
0.0065 |
0.5% |
51% |
False |
False |
30 |
| 20 |
1.2950 |
1.2646 |
0.0304 |
2.4% |
0.0034 |
0.3% |
51% |
False |
False |
22 |
| 40 |
1.2950 |
1.2605 |
0.0345 |
2.7% |
0.0023 |
0.2% |
57% |
False |
False |
13 |
| 60 |
1.2950 |
1.2565 |
0.0385 |
3.0% |
0.0019 |
0.1% |
61% |
False |
False |
9 |
| 80 |
1.2950 |
1.2476 |
0.0474 |
3.7% |
0.0017 |
0.1% |
69% |
False |
False |
8 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.2901 |
|
2.618 |
1.2870 |
|
1.618 |
1.2851 |
|
1.000 |
1.2839 |
|
0.618 |
1.2832 |
|
HIGH |
1.2820 |
|
0.618 |
1.2813 |
|
0.500 |
1.2811 |
|
0.382 |
1.2808 |
|
LOW |
1.2801 |
|
0.618 |
1.2789 |
|
1.000 |
1.2782 |
|
1.618 |
1.2770 |
|
2.618 |
1.2751 |
|
4.250 |
1.2720 |
|
|
| Fisher Pivots for day following 20-Sep-2012 |
| Pivot |
1 day |
3 day |
| R1 |
1.2811 |
1.2778 |
| PP |
1.2807 |
1.2756 |
| S1 |
1.2804 |
1.2733 |
|