CME Japanese Yen Future September 2012
| Trading Metrics calculated at close of trading on 21-Aug-2012 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
20-Aug-2012 |
21-Aug-2012 |
Change |
Change % |
Previous Week |
| Open |
1.2569 |
1.2584 |
0.0015 |
0.1% |
1.2774 |
| High |
1.2609 |
1.2625 |
0.0016 |
0.1% |
1.2798 |
| Low |
1.2556 |
1.2576 |
0.0020 |
0.2% |
1.2566 |
| Close |
1.2597 |
1.2620 |
0.0023 |
0.2% |
1.2574 |
| Range |
0.0053 |
0.0049 |
-0.0004 |
-7.5% |
0.0232 |
| ATR |
0.0077 |
0.0075 |
-0.0002 |
-2.6% |
0.0000 |
| Volume |
58,194 |
76,200 |
18,006 |
30.9% |
362,139 |
|
| Daily Pivots for day following 21-Aug-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.2754 |
1.2736 |
1.2647 |
|
| R3 |
1.2705 |
1.2687 |
1.2633 |
|
| R2 |
1.2656 |
1.2656 |
1.2629 |
|
| R1 |
1.2638 |
1.2638 |
1.2624 |
1.2647 |
| PP |
1.2607 |
1.2607 |
1.2607 |
1.2612 |
| S1 |
1.2589 |
1.2589 |
1.2616 |
1.2598 |
| S2 |
1.2558 |
1.2558 |
1.2611 |
|
| S3 |
1.2509 |
1.2540 |
1.2607 |
|
| S4 |
1.2460 |
1.2491 |
1.2593 |
|
|
| 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 |
1.2727 |
1.2556 |
0.0171 |
1.4% |
0.0063 |
0.5% |
37% |
False |
False |
73,020 |
| 10 |
1.2799 |
1.2556 |
0.0243 |
1.9% |
0.0069 |
0.5% |
26% |
False |
False |
71,211 |
| 20 |
1.2854 |
1.2556 |
0.0298 |
2.4% |
0.0074 |
0.6% |
21% |
False |
False |
72,805 |
| 40 |
1.2854 |
1.2492 |
0.0362 |
2.9% |
0.0079 |
0.6% |
35% |
False |
False |
65,930 |
| 60 |
1.2895 |
1.2416 |
0.0479 |
3.8% |
0.0089 |
0.7% |
43% |
False |
False |
55,503 |
| 80 |
1.2895 |
1.2416 |
0.0479 |
3.8% |
0.0085 |
0.7% |
43% |
False |
False |
41,670 |
| 100 |
1.2895 |
1.2033 |
0.0862 |
6.8% |
0.0085 |
0.7% |
68% |
False |
False |
33,346 |
| 120 |
1.2895 |
1.1915 |
0.0980 |
7.8% |
0.0082 |
0.6% |
72% |
False |
False |
27,794 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.2833 |
|
2.618 |
1.2753 |
|
1.618 |
1.2704 |
|
1.000 |
1.2674 |
|
0.618 |
1.2655 |
|
HIGH |
1.2625 |
|
0.618 |
1.2606 |
|
0.500 |
1.2601 |
|
0.382 |
1.2595 |
|
LOW |
1.2576 |
|
0.618 |
1.2546 |
|
1.000 |
1.2527 |
|
1.618 |
1.2497 |
|
2.618 |
1.2448 |
|
4.250 |
1.2368 |
|
|
| Fisher Pivots for day following 21-Aug-2012 |
| Pivot |
1 day |
3 day |
| R1 |
1.2614 |
1.2610 |
| PP |
1.2607 |
1.2600 |
| S1 |
1.2601 |
1.2591 |
|