CME Japanese Yen Future September 2012
| Trading Metrics calculated at close of trading on 15-Aug-2012 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
14-Aug-2012 |
15-Aug-2012 |
Change |
Change % |
Previous Week |
| Open |
1.2768 |
1.2709 |
-0.0059 |
-0.5% |
1.2728 |
| High |
1.2772 |
1.2727 |
-0.0045 |
-0.4% |
1.2803 |
| Low |
1.2671 |
1.2653 |
-0.0018 |
-0.1% |
1.2693 |
| Close |
1.2697 |
1.2677 |
-0.0020 |
-0.2% |
1.2785 |
| Range |
0.0101 |
0.0074 |
-0.0027 |
-26.7% |
0.0110 |
| ATR |
0.0081 |
0.0080 |
0.0000 |
-0.6% |
0.0000 |
| Volume |
80,868 |
70,675 |
-10,193 |
-12.6% |
348,327 |
|
| Daily Pivots for day following 15-Aug-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.2908 |
1.2866 |
1.2718 |
|
| R3 |
1.2834 |
1.2792 |
1.2697 |
|
| R2 |
1.2760 |
1.2760 |
1.2691 |
|
| R1 |
1.2718 |
1.2718 |
1.2684 |
1.2702 |
| PP |
1.2686 |
1.2686 |
1.2686 |
1.2678 |
| S1 |
1.2644 |
1.2644 |
1.2670 |
1.2628 |
| S2 |
1.2612 |
1.2612 |
1.2663 |
|
| S3 |
1.2538 |
1.2570 |
1.2657 |
|
| S4 |
1.2464 |
1.2496 |
1.2636 |
|
|
| 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 |
1.2653 |
0.0146 |
1.2% |
0.0075 |
0.6% |
16% |
False |
True |
69,466 |
| 10 |
1.2815 |
1.2653 |
0.0162 |
1.3% |
0.0081 |
0.6% |
15% |
False |
True |
74,413 |
| 20 |
1.2854 |
1.2653 |
0.0201 |
1.6% |
0.0076 |
0.6% |
12% |
False |
True |
71,112 |
| 40 |
1.2854 |
1.2416 |
0.0438 |
3.5% |
0.0088 |
0.7% |
60% |
False |
False |
67,024 |
| 60 |
1.2895 |
1.2416 |
0.0479 |
3.8% |
0.0090 |
0.7% |
54% |
False |
False |
50,612 |
| 80 |
1.2895 |
1.2278 |
0.0617 |
4.9% |
0.0087 |
0.7% |
65% |
False |
False |
37,991 |
| 100 |
1.2895 |
1.2015 |
0.0880 |
6.9% |
0.0087 |
0.7% |
75% |
False |
False |
30,405 |
| 120 |
1.2895 |
1.1915 |
0.0980 |
7.7% |
0.0082 |
0.6% |
78% |
False |
False |
25,340 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.3042 |
|
2.618 |
1.2921 |
|
1.618 |
1.2847 |
|
1.000 |
1.2801 |
|
0.618 |
1.2773 |
|
HIGH |
1.2727 |
|
0.618 |
1.2699 |
|
0.500 |
1.2690 |
|
0.382 |
1.2681 |
|
LOW |
1.2653 |
|
0.618 |
1.2607 |
|
1.000 |
1.2579 |
|
1.618 |
1.2533 |
|
2.618 |
1.2459 |
|
4.250 |
1.2339 |
|
|
| Fisher Pivots for day following 15-Aug-2012 |
| Pivot |
1 day |
3 day |
| R1 |
1.2690 |
1.2726 |
| PP |
1.2686 |
1.2709 |
| S1 |
1.2681 |
1.2693 |
|