CME Japanese Yen Future March 2013
| Trading Metrics calculated at close of trading on 28-Sep-2012 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
27-Sep-2012 |
28-Sep-2012 |
Change |
Change % |
Previous Week |
| Open |
1.2888 |
1.2922 |
0.0034 |
0.3% |
1.2851 |
| High |
1.2912 |
1.2934 |
0.0022 |
0.2% |
1.2934 |
| Low |
1.2888 |
1.2835 |
-0.0053 |
-0.4% |
1.2835 |
| Close |
1.2910 |
1.2847 |
-0.0063 |
-0.5% |
1.2847 |
| Range |
0.0024 |
0.0099 |
0.0075 |
312.5% |
0.0099 |
| ATR |
0.0051 |
0.0054 |
0.0003 |
6.8% |
0.0000 |
| Volume |
107 |
27 |
-80 |
-74.8% |
240 |
|
| Daily Pivots for day following 28-Sep-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.3169 |
1.3107 |
1.2901 |
|
| R3 |
1.3070 |
1.3008 |
1.2874 |
|
| R2 |
1.2971 |
1.2971 |
1.2865 |
|
| R1 |
1.2909 |
1.2909 |
1.2856 |
1.2891 |
| PP |
1.2872 |
1.2872 |
1.2872 |
1.2863 |
| S1 |
1.2810 |
1.2810 |
1.2838 |
1.2792 |
| S2 |
1.2773 |
1.2773 |
1.2829 |
|
| S3 |
1.2674 |
1.2711 |
1.2820 |
|
| S4 |
1.2575 |
1.2612 |
1.2793 |
|
|
| Weekly Pivots for week ending 28-Sep-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.3169 |
1.3107 |
1.2901 |
|
| R3 |
1.3070 |
1.3008 |
1.2874 |
|
| R2 |
1.2971 |
1.2971 |
1.2865 |
|
| R1 |
1.2909 |
1.2909 |
1.2856 |
1.2891 |
| PP |
1.2872 |
1.2872 |
1.2872 |
1.2863 |
| S1 |
1.2810 |
1.2810 |
1.2838 |
1.2792 |
| S2 |
1.2773 |
1.2773 |
1.2829 |
|
| S3 |
1.2674 |
1.2711 |
1.2820 |
|
| S4 |
1.2575 |
1.2612 |
1.2793 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1.2934 |
1.2835 |
0.0099 |
0.8% |
0.0038 |
0.3% |
12% |
True |
True |
48 |
| 10 |
1.2934 |
1.2646 |
0.0288 |
2.2% |
0.0048 |
0.4% |
70% |
True |
False |
43 |
| 20 |
1.2950 |
1.2646 |
0.0304 |
2.4% |
0.0043 |
0.3% |
66% |
False |
False |
29 |
| 40 |
1.2950 |
1.2605 |
0.0345 |
2.7% |
0.0028 |
0.2% |
70% |
False |
False |
19 |
| 60 |
1.2950 |
1.2601 |
0.0349 |
2.7% |
0.0020 |
0.2% |
70% |
False |
False |
13 |
| 80 |
1.2950 |
1.2476 |
0.0474 |
3.7% |
0.0019 |
0.2% |
78% |
False |
False |
10 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.3355 |
|
2.618 |
1.3193 |
|
1.618 |
1.3094 |
|
1.000 |
1.3033 |
|
0.618 |
1.2995 |
|
HIGH |
1.2934 |
|
0.618 |
1.2896 |
|
0.500 |
1.2885 |
|
0.382 |
1.2873 |
|
LOW |
1.2835 |
|
0.618 |
1.2774 |
|
1.000 |
1.2736 |
|
1.618 |
1.2675 |
|
2.618 |
1.2576 |
|
4.250 |
1.2414 |
|
|
| Fisher Pivots for day following 28-Sep-2012 |
| Pivot |
1 day |
3 day |
| R1 |
1.2885 |
1.2885 |
| PP |
1.2872 |
1.2872 |
| S1 |
1.2860 |
1.2860 |
|