CME Japanese Yen Future September 2012
| Trading Metrics calculated at close of trading on 17-Aug-2012 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
16-Aug-2012 |
17-Aug-2012 |
Change |
Change % |
Previous Week |
| Open |
1.2660 |
1.2607 |
-0.0053 |
-0.4% |
1.2774 |
| High |
1.2677 |
1.2623 |
-0.0054 |
-0.4% |
1.2798 |
| Low |
1.2595 |
1.2566 |
-0.0029 |
-0.2% |
1.2566 |
| Close |
1.2618 |
1.2574 |
-0.0044 |
-0.3% |
1.2574 |
| Range |
0.0082 |
0.0057 |
-0.0025 |
-30.5% |
0.0232 |
| ATR |
0.0080 |
0.0079 |
-0.0002 |
-2.1% |
0.0000 |
| Volume |
92,942 |
67,092 |
-25,850 |
-27.8% |
362,139 |
|
| Daily Pivots for day following 17-Aug-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.2759 |
1.2723 |
1.2605 |
|
| R3 |
1.2702 |
1.2666 |
1.2590 |
|
| R2 |
1.2645 |
1.2645 |
1.2584 |
|
| R1 |
1.2609 |
1.2609 |
1.2579 |
1.2599 |
| PP |
1.2588 |
1.2588 |
1.2588 |
1.2582 |
| S1 |
1.2552 |
1.2552 |
1.2569 |
1.2542 |
| S2 |
1.2531 |
1.2531 |
1.2564 |
|
| S3 |
1.2474 |
1.2495 |
1.2558 |
|
| S4 |
1.2417 |
1.2438 |
1.2543 |
|
|
| Weekly Pivots for week ending 17-Aug-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.3342 |
1.3190 |
1.2702 |
|
| R3 |
1.3110 |
1.2958 |
1.2638 |
|
| R2 |
1.2878 |
1.2878 |
1.2617 |
|
| R1 |
1.2726 |
1.2726 |
1.2595 |
1.2686 |
| PP |
1.2646 |
1.2646 |
1.2646 |
1.2626 |
| S1 |
1.2494 |
1.2494 |
1.2553 |
1.2454 |
| S2 |
1.2414 |
1.2414 |
1.2531 |
|
| S3 |
1.2182 |
1.2262 |
1.2510 |
|
| S4 |
1.1950 |
1.2030 |
1.2446 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1.2798 |
1.2566 |
0.0232 |
1.8% |
0.0070 |
0.6% |
3% |
False |
True |
72,427 |
| 10 |
1.2803 |
1.2566 |
0.0237 |
1.9% |
0.0076 |
0.6% |
3% |
False |
True |
71,046 |
| 20 |
1.2854 |
1.2566 |
0.0288 |
2.3% |
0.0076 |
0.6% |
3% |
False |
True |
72,949 |
| 40 |
1.2854 |
1.2416 |
0.0438 |
3.5% |
0.0084 |
0.7% |
36% |
False |
False |
66,148 |
| 60 |
1.2895 |
1.2416 |
0.0479 |
3.8% |
0.0088 |
0.7% |
33% |
False |
False |
53,273 |
| 80 |
1.2895 |
1.2312 |
0.0583 |
4.6% |
0.0087 |
0.7% |
45% |
False |
False |
39,991 |
| 100 |
1.2895 |
1.2033 |
0.0862 |
6.9% |
0.0087 |
0.7% |
63% |
False |
False |
32,003 |
| 120 |
1.2895 |
1.1915 |
0.0980 |
7.8% |
0.0081 |
0.6% |
67% |
False |
False |
26,674 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.2865 |
|
2.618 |
1.2772 |
|
1.618 |
1.2715 |
|
1.000 |
1.2680 |
|
0.618 |
1.2658 |
|
HIGH |
1.2623 |
|
0.618 |
1.2601 |
|
0.500 |
1.2595 |
|
0.382 |
1.2588 |
|
LOW |
1.2566 |
|
0.618 |
1.2531 |
|
1.000 |
1.2509 |
|
1.618 |
1.2474 |
|
2.618 |
1.2417 |
|
4.250 |
1.2324 |
|
|
| Fisher Pivots for day following 17-Aug-2012 |
| Pivot |
1 day |
3 day |
| R1 |
1.2595 |
1.2647 |
| PP |
1.2588 |
1.2622 |
| S1 |
1.2581 |
1.2598 |
|