CME Japanese Yen Future September 2012
| Trading Metrics calculated at close of trading on 10-Aug-2012 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
09-Aug-2012 |
10-Aug-2012 |
Change |
Change % |
Previous Week |
| Open |
1.2753 |
1.2730 |
-0.0023 |
-0.2% |
1.2728 |
| High |
1.2779 |
1.2799 |
0.0020 |
0.2% |
1.2803 |
| Low |
1.2693 |
1.2720 |
0.0027 |
0.2% |
1.2693 |
| Close |
1.2730 |
1.2785 |
0.0055 |
0.4% |
1.2785 |
| Range |
0.0086 |
0.0079 |
-0.0007 |
-8.1% |
0.0110 |
| ATR |
0.0083 |
0.0083 |
0.0000 |
-0.3% |
0.0000 |
| Volume |
74,902 |
70,324 |
-4,578 |
-6.1% |
348,327 |
|
| Daily Pivots for day following 10-Aug-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.3005 |
1.2974 |
1.2828 |
|
| R3 |
1.2926 |
1.2895 |
1.2807 |
|
| R2 |
1.2847 |
1.2847 |
1.2799 |
|
| R1 |
1.2816 |
1.2816 |
1.2792 |
1.2832 |
| PP |
1.2768 |
1.2768 |
1.2768 |
1.2776 |
| S1 |
1.2737 |
1.2737 |
1.2778 |
1.2753 |
| S2 |
1.2689 |
1.2689 |
1.2771 |
|
| S3 |
1.2610 |
1.2658 |
1.2763 |
|
| S4 |
1.2531 |
1.2579 |
1.2742 |
|
|
| Weekly Pivots for week ending 10-Aug-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.3090 |
1.3048 |
1.2846 |
|
| R3 |
1.2980 |
1.2938 |
1.2815 |
|
| R2 |
1.2870 |
1.2870 |
1.2805 |
|
| R1 |
1.2828 |
1.2828 |
1.2795 |
1.2849 |
| PP |
1.2760 |
1.2760 |
1.2760 |
1.2771 |
| S1 |
1.2718 |
1.2718 |
1.2775 |
1.2739 |
| S2 |
1.2650 |
1.2650 |
1.2765 |
|
| S3 |
1.2540 |
1.2608 |
1.2755 |
|
| S4 |
1.2430 |
1.2498 |
1.2725 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1.2803 |
1.2693 |
0.0110 |
0.9% |
0.0083 |
0.6% |
84% |
False |
False |
69,665 |
| 10 |
1.2842 |
1.2693 |
0.0149 |
1.2% |
0.0081 |
0.6% |
62% |
False |
False |
73,458 |
| 20 |
1.2854 |
1.2624 |
0.0230 |
1.8% |
0.0076 |
0.6% |
70% |
False |
False |
69,226 |
| 40 |
1.2854 |
1.2416 |
0.0438 |
3.4% |
0.0090 |
0.7% |
84% |
False |
False |
66,765 |
| 60 |
1.2895 |
1.2416 |
0.0479 |
3.7% |
0.0091 |
0.7% |
77% |
False |
False |
47,255 |
| 80 |
1.2895 |
1.2252 |
0.0643 |
5.0% |
0.0086 |
0.7% |
83% |
False |
False |
35,467 |
| 100 |
1.2895 |
1.2015 |
0.0880 |
6.9% |
0.0088 |
0.7% |
88% |
False |
False |
28,385 |
| 120 |
1.2895 |
1.1915 |
0.0980 |
7.7% |
0.0080 |
0.6% |
89% |
False |
False |
23,656 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.3135 |
|
2.618 |
1.3006 |
|
1.618 |
1.2927 |
|
1.000 |
1.2878 |
|
0.618 |
1.2848 |
|
HIGH |
1.2799 |
|
0.618 |
1.2769 |
|
0.500 |
1.2760 |
|
0.382 |
1.2750 |
|
LOW |
1.2720 |
|
0.618 |
1.2671 |
|
1.000 |
1.2641 |
|
1.618 |
1.2592 |
|
2.618 |
1.2513 |
|
4.250 |
1.2384 |
|
|
| Fisher Pivots for day following 10-Aug-2012 |
| Pivot |
1 day |
3 day |
| R1 |
1.2777 |
1.2772 |
| PP |
1.2768 |
1.2759 |
| S1 |
1.2760 |
1.2746 |
|