CME Japanese Yen Future September 2012
| Trading Metrics calculated at close of trading on 20-Aug-2012 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
17-Aug-2012 |
20-Aug-2012 |
Change |
Change % |
Previous Week |
| Open |
1.2607 |
1.2569 |
-0.0038 |
-0.3% |
1.2774 |
| High |
1.2623 |
1.2609 |
-0.0014 |
-0.1% |
1.2798 |
| Low |
1.2566 |
1.2556 |
-0.0010 |
-0.1% |
1.2566 |
| Close |
1.2574 |
1.2597 |
0.0023 |
0.2% |
1.2574 |
| Range |
0.0057 |
0.0053 |
-0.0004 |
-7.0% |
0.0232 |
| ATR |
0.0079 |
0.0077 |
-0.0002 |
-2.3% |
0.0000 |
| Volume |
67,092 |
58,194 |
-8,898 |
-13.3% |
362,139 |
|
| Daily Pivots for day following 20-Aug-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.2746 |
1.2725 |
1.2626 |
|
| R3 |
1.2693 |
1.2672 |
1.2612 |
|
| R2 |
1.2640 |
1.2640 |
1.2607 |
|
| R1 |
1.2619 |
1.2619 |
1.2602 |
1.2630 |
| PP |
1.2587 |
1.2587 |
1.2587 |
1.2593 |
| S1 |
1.2566 |
1.2566 |
1.2592 |
1.2577 |
| S2 |
1.2534 |
1.2534 |
1.2587 |
|
| S3 |
1.2481 |
1.2513 |
1.2582 |
|
| S4 |
1.2428 |
1.2460 |
1.2568 |
|
|
| 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 |
1.2772 |
1.2556 |
0.0216 |
1.7% |
0.0073 |
0.6% |
19% |
False |
True |
73,954 |
| 10 |
1.2800 |
1.2556 |
0.0244 |
1.9% |
0.0073 |
0.6% |
17% |
False |
True |
70,496 |
| 20 |
1.2854 |
1.2556 |
0.0298 |
2.4% |
0.0074 |
0.6% |
14% |
False |
True |
71,906 |
| 40 |
1.2854 |
1.2416 |
0.0438 |
3.5% |
0.0083 |
0.7% |
41% |
False |
False |
65,999 |
| 60 |
1.2895 |
1.2416 |
0.0479 |
3.8% |
0.0088 |
0.7% |
38% |
False |
False |
54,238 |
| 80 |
1.2895 |
1.2314 |
0.0581 |
4.6% |
0.0087 |
0.7% |
49% |
False |
False |
40,718 |
| 100 |
1.2895 |
1.2033 |
0.0862 |
6.8% |
0.0086 |
0.7% |
65% |
False |
False |
32,585 |
| 120 |
1.2895 |
1.1915 |
0.0980 |
7.8% |
0.0082 |
0.6% |
70% |
False |
False |
27,159 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.2834 |
|
2.618 |
1.2748 |
|
1.618 |
1.2695 |
|
1.000 |
1.2662 |
|
0.618 |
1.2642 |
|
HIGH |
1.2609 |
|
0.618 |
1.2589 |
|
0.500 |
1.2583 |
|
0.382 |
1.2576 |
|
LOW |
1.2556 |
|
0.618 |
1.2523 |
|
1.000 |
1.2503 |
|
1.618 |
1.2470 |
|
2.618 |
1.2417 |
|
4.250 |
1.2331 |
|
|
| Fisher Pivots for day following 20-Aug-2012 |
| Pivot |
1 day |
3 day |
| R1 |
1.2592 |
1.2617 |
| PP |
1.2587 |
1.2610 |
| S1 |
1.2583 |
1.2604 |
|