CME Japanese Yen Future March 2013
| Trading Metrics calculated at close of trading on 27-Sep-2012 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
26-Sep-2012 |
27-Sep-2012 |
Change |
Change % |
Previous Week |
| Open |
1.2888 |
1.2888 |
0.0000 |
0.0% |
1.2783 |
| High |
1.2906 |
1.2912 |
0.0006 |
0.0% |
1.2824 |
| Low |
1.2871 |
1.2888 |
0.0017 |
0.1% |
1.2646 |
| Close |
1.2891 |
1.2910 |
0.0019 |
0.1% |
1.2820 |
| Range |
0.0035 |
0.0024 |
-0.0011 |
-31.4% |
0.0178 |
| ATR |
0.0053 |
0.0051 |
-0.0002 |
-3.9% |
0.0000 |
| Volume |
47 |
107 |
60 |
127.7% |
195 |
|
| Daily Pivots for day following 27-Sep-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.2975 |
1.2967 |
1.2923 |
|
| R3 |
1.2951 |
1.2943 |
1.2917 |
|
| R2 |
1.2927 |
1.2927 |
1.2914 |
|
| R1 |
1.2919 |
1.2919 |
1.2912 |
1.2923 |
| PP |
1.2903 |
1.2903 |
1.2903 |
1.2906 |
| S1 |
1.2895 |
1.2895 |
1.2908 |
1.2899 |
| S2 |
1.2879 |
1.2879 |
1.2906 |
|
| S3 |
1.2855 |
1.2871 |
1.2903 |
|
| S4 |
1.2831 |
1.2847 |
1.2897 |
|
|
| Weekly Pivots for week ending 21-Sep-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.3297 |
1.3237 |
1.2918 |
|
| R3 |
1.3119 |
1.3059 |
1.2869 |
|
| R2 |
1.2941 |
1.2941 |
1.2853 |
|
| R1 |
1.2881 |
1.2881 |
1.2836 |
1.2911 |
| PP |
1.2763 |
1.2763 |
1.2763 |
1.2779 |
| S1 |
1.2703 |
1.2703 |
1.2804 |
1.2733 |
| S2 |
1.2585 |
1.2585 |
1.2787 |
|
| S3 |
1.2407 |
1.2525 |
1.2771 |
|
| S4 |
1.2229 |
1.2347 |
1.2722 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1.2912 |
1.2818 |
0.0094 |
0.7% |
0.0020 |
0.2% |
98% |
True |
False |
43 |
| 10 |
1.2912 |
1.2646 |
0.0266 |
2.1% |
0.0050 |
0.4% |
99% |
True |
False |
42 |
| 20 |
1.2950 |
1.2646 |
0.0304 |
2.4% |
0.0038 |
0.3% |
87% |
False |
False |
29 |
| 40 |
1.2950 |
1.2605 |
0.0345 |
2.7% |
0.0025 |
0.2% |
88% |
False |
False |
18 |
| 60 |
1.2950 |
1.2565 |
0.0385 |
3.0% |
0.0018 |
0.1% |
90% |
False |
False |
13 |
| 80 |
1.2950 |
1.2476 |
0.0474 |
3.7% |
0.0018 |
0.1% |
92% |
False |
False |
10 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.3014 |
|
2.618 |
1.2975 |
|
1.618 |
1.2951 |
|
1.000 |
1.2936 |
|
0.618 |
1.2927 |
|
HIGH |
1.2912 |
|
0.618 |
1.2903 |
|
0.500 |
1.2900 |
|
0.382 |
1.2897 |
|
LOW |
1.2888 |
|
0.618 |
1.2873 |
|
1.000 |
1.2864 |
|
1.618 |
1.2849 |
|
2.618 |
1.2825 |
|
4.250 |
1.2786 |
|
|
| Fisher Pivots for day following 27-Sep-2012 |
| Pivot |
1 day |
3 day |
| R1 |
1.2907 |
1.2904 |
| PP |
1.2903 |
1.2898 |
| S1 |
1.2900 |
1.2892 |
|