CME Japanese Yen Future September 2012
| Trading Metrics calculated at close of trading on 14-Aug-2012 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
13-Aug-2012 |
14-Aug-2012 |
Change |
Change % |
Previous Week |
| Open |
1.2774 |
1.2768 |
-0.0006 |
0.0% |
1.2728 |
| High |
1.2798 |
1.2772 |
-0.0026 |
-0.2% |
1.2803 |
| Low |
1.2762 |
1.2671 |
-0.0091 |
-0.7% |
1.2693 |
| Close |
1.2765 |
1.2697 |
-0.0068 |
-0.5% |
1.2785 |
| Range |
0.0036 |
0.0101 |
0.0065 |
180.6% |
0.0110 |
| ATR |
0.0079 |
0.0081 |
0.0002 |
2.0% |
0.0000 |
| Volume |
50,562 |
80,868 |
30,306 |
59.9% |
348,327 |
|
| Daily Pivots for day following 14-Aug-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.3016 |
1.2958 |
1.2753 |
|
| R3 |
1.2915 |
1.2857 |
1.2725 |
|
| R2 |
1.2814 |
1.2814 |
1.2716 |
|
| R1 |
1.2756 |
1.2756 |
1.2706 |
1.2735 |
| PP |
1.2713 |
1.2713 |
1.2713 |
1.2703 |
| S1 |
1.2655 |
1.2655 |
1.2688 |
1.2634 |
| S2 |
1.2612 |
1.2612 |
1.2678 |
|
| S3 |
1.2511 |
1.2554 |
1.2669 |
|
| S4 |
1.2410 |
1.2453 |
1.2641 |
|
|
| 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 |
1.2799 |
1.2671 |
0.0128 |
1.0% |
0.0074 |
0.6% |
20% |
False |
True |
69,401 |
| 10 |
1.2842 |
1.2671 |
0.0171 |
1.3% |
0.0083 |
0.7% |
15% |
False |
True |
75,066 |
| 20 |
1.2854 |
1.2642 |
0.0212 |
1.7% |
0.0075 |
0.6% |
26% |
False |
False |
70,016 |
| 40 |
1.2854 |
1.2416 |
0.0438 |
3.4% |
0.0087 |
0.7% |
64% |
False |
False |
66,461 |
| 60 |
1.2895 |
1.2416 |
0.0479 |
3.8% |
0.0090 |
0.7% |
59% |
False |
False |
49,436 |
| 80 |
1.2895 |
1.2278 |
0.0617 |
4.9% |
0.0087 |
0.7% |
68% |
False |
False |
37,108 |
| 100 |
1.2895 |
1.2015 |
0.0880 |
6.9% |
0.0087 |
0.7% |
78% |
False |
False |
29,698 |
| 120 |
1.2895 |
1.1915 |
0.0980 |
7.7% |
0.0081 |
0.6% |
80% |
False |
False |
24,751 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.3201 |
|
2.618 |
1.3036 |
|
1.618 |
1.2935 |
|
1.000 |
1.2873 |
|
0.618 |
1.2834 |
|
HIGH |
1.2772 |
|
0.618 |
1.2733 |
|
0.500 |
1.2722 |
|
0.382 |
1.2710 |
|
LOW |
1.2671 |
|
0.618 |
1.2609 |
|
1.000 |
1.2570 |
|
1.618 |
1.2508 |
|
2.618 |
1.2407 |
|
4.250 |
1.2242 |
|
|
| Fisher Pivots for day following 14-Aug-2012 |
| Pivot |
1 day |
3 day |
| R1 |
1.2722 |
1.2735 |
| PP |
1.2713 |
1.2722 |
| S1 |
1.2705 |
1.2710 |
|