CME Japanese Yen Future September 2012
| Trading Metrics calculated at close of trading on 23-Aug-2012 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
22-Aug-2012 |
23-Aug-2012 |
Change |
Change % |
Previous Week |
| Open |
1.2616 |
1.2734 |
0.0118 |
0.9% |
1.2774 |
| High |
1.2778 |
1.2764 |
-0.0014 |
-0.1% |
1.2798 |
| Low |
1.2600 |
1.2708 |
0.0108 |
0.9% |
1.2566 |
| Close |
1.2753 |
1.2749 |
-0.0004 |
0.0% |
1.2574 |
| Range |
0.0178 |
0.0056 |
-0.0122 |
-68.5% |
0.0232 |
| ATR |
0.0082 |
0.0080 |
-0.0002 |
-2.3% |
0.0000 |
| Volume |
113,077 |
82,461 |
-30,616 |
-27.1% |
362,139 |
|
| Daily Pivots for day following 23-Aug-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.2908 |
1.2885 |
1.2780 |
|
| R3 |
1.2852 |
1.2829 |
1.2764 |
|
| R2 |
1.2796 |
1.2796 |
1.2759 |
|
| R1 |
1.2773 |
1.2773 |
1.2754 |
1.2785 |
| PP |
1.2740 |
1.2740 |
1.2740 |
1.2746 |
| S1 |
1.2717 |
1.2717 |
1.2744 |
1.2729 |
| S2 |
1.2684 |
1.2684 |
1.2739 |
|
| S3 |
1.2628 |
1.2661 |
1.2734 |
|
| S4 |
1.2572 |
1.2605 |
1.2718 |
|
|
| 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% |
0.0079 |
0.6% |
87% |
False |
False |
79,404 |
| 10 |
1.2799 |
1.2556 |
0.0243 |
1.9% |
0.0077 |
0.6% |
79% |
False |
False |
76,239 |
| 20 |
1.2842 |
1.2556 |
0.0286 |
2.2% |
0.0080 |
0.6% |
67% |
False |
False |
75,664 |
| 40 |
1.2854 |
1.2492 |
0.0362 |
2.8% |
0.0081 |
0.6% |
71% |
False |
False |
67,707 |
| 60 |
1.2895 |
1.2416 |
0.0479 |
3.8% |
0.0090 |
0.7% |
70% |
False |
False |
58,750 |
| 80 |
1.2895 |
1.2416 |
0.0479 |
3.8% |
0.0086 |
0.7% |
70% |
False |
False |
44,110 |
| 100 |
1.2895 |
1.2108 |
0.0787 |
6.2% |
0.0084 |
0.7% |
81% |
False |
False |
35,301 |
| 120 |
1.2895 |
1.1915 |
0.0980 |
7.7% |
0.0083 |
0.7% |
85% |
False |
False |
29,423 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.3002 |
|
2.618 |
1.2911 |
|
1.618 |
1.2855 |
|
1.000 |
1.2820 |
|
0.618 |
1.2799 |
|
HIGH |
1.2764 |
|
0.618 |
1.2743 |
|
0.500 |
1.2736 |
|
0.382 |
1.2729 |
|
LOW |
1.2708 |
|
0.618 |
1.2673 |
|
1.000 |
1.2652 |
|
1.618 |
1.2617 |
|
2.618 |
1.2561 |
|
4.250 |
1.2470 |
|
|
| Fisher Pivots for day following 23-Aug-2012 |
| Pivot |
1 day |
3 day |
| R1 |
1.2745 |
1.2725 |
| PP |
1.2740 |
1.2701 |
| S1 |
1.2736 |
1.2677 |
|