CME Japanese Yen Future September 2012
| Trading Metrics calculated at close of trading on 22-Aug-2012 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
21-Aug-2012 |
22-Aug-2012 |
Change |
Change % |
Previous Week |
| Open |
1.2584 |
1.2616 |
0.0032 |
0.3% |
1.2774 |
| High |
1.2625 |
1.2778 |
0.0153 |
1.2% |
1.2798 |
| Low |
1.2576 |
1.2600 |
0.0024 |
0.2% |
1.2566 |
| Close |
1.2620 |
1.2753 |
0.0133 |
1.1% |
1.2574 |
| Range |
0.0049 |
0.0178 |
0.0129 |
263.3% |
0.0232 |
| ATR |
0.0075 |
0.0082 |
0.0007 |
9.8% |
0.0000 |
| Volume |
76,200 |
113,077 |
36,877 |
48.4% |
362,139 |
|
| Daily Pivots for day following 22-Aug-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.3244 |
1.3177 |
1.2851 |
|
| R3 |
1.3066 |
1.2999 |
1.2802 |
|
| R2 |
1.2888 |
1.2888 |
1.2786 |
|
| R1 |
1.2821 |
1.2821 |
1.2769 |
1.2855 |
| PP |
1.2710 |
1.2710 |
1.2710 |
1.2727 |
| S1 |
1.2643 |
1.2643 |
1.2737 |
1.2677 |
| S2 |
1.2532 |
1.2532 |
1.2720 |
|
| S3 |
1.2354 |
1.2465 |
1.2704 |
|
| S4 |
1.2176 |
1.2287 |
1.2655 |
|
|
| 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 |
1.2778 |
1.2556 |
0.0222 |
1.7% |
0.0084 |
0.7% |
89% |
True |
False |
81,501 |
| 10 |
1.2799 |
1.2556 |
0.0243 |
1.9% |
0.0080 |
0.6% |
81% |
False |
False |
75,483 |
| 20 |
1.2854 |
1.2556 |
0.0298 |
2.3% |
0.0081 |
0.6% |
66% |
False |
False |
75,458 |
| 40 |
1.2854 |
1.2492 |
0.0362 |
2.8% |
0.0082 |
0.6% |
72% |
False |
False |
67,055 |
| 60 |
1.2895 |
1.2416 |
0.0479 |
3.8% |
0.0090 |
0.7% |
70% |
False |
False |
57,384 |
| 80 |
1.2895 |
1.2416 |
0.0479 |
3.8% |
0.0086 |
0.7% |
70% |
False |
False |
43,083 |
| 100 |
1.2895 |
1.2071 |
0.0824 |
6.5% |
0.0085 |
0.7% |
83% |
False |
False |
34,476 |
| 120 |
1.2895 |
1.1915 |
0.0980 |
7.7% |
0.0083 |
0.7% |
86% |
False |
False |
28,736 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.3535 |
|
2.618 |
1.3244 |
|
1.618 |
1.3066 |
|
1.000 |
1.2956 |
|
0.618 |
1.2888 |
|
HIGH |
1.2778 |
|
0.618 |
1.2710 |
|
0.500 |
1.2689 |
|
0.382 |
1.2668 |
|
LOW |
1.2600 |
|
0.618 |
1.2490 |
|
1.000 |
1.2422 |
|
1.618 |
1.2312 |
|
2.618 |
1.2134 |
|
4.250 |
1.1844 |
|
|
| Fisher Pivots for day following 22-Aug-2012 |
| Pivot |
1 day |
3 day |
| R1 |
1.2732 |
1.2724 |
| PP |
1.2710 |
1.2696 |
| S1 |
1.2689 |
1.2667 |
|