CME Japanese Yen Future September 2012
| Trading Metrics calculated at close of trading on 30-Aug-2012 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
29-Aug-2012 |
30-Aug-2012 |
Change |
Change % |
Previous Week |
| Open |
1.2734 |
1.2713 |
-0.0021 |
-0.2% |
1.2569 |
| High |
1.2743 |
1.2741 |
-0.0002 |
0.0% |
1.2778 |
| Low |
1.2693 |
1.2700 |
0.0007 |
0.1% |
1.2556 |
| Close |
1.2710 |
1.2731 |
0.0021 |
0.2% |
1.2707 |
| Range |
0.0050 |
0.0041 |
-0.0009 |
-18.0% |
0.0222 |
| ATR |
0.0071 |
0.0069 |
-0.0002 |
-3.0% |
0.0000 |
| Volume |
54,291 |
40,737 |
-13,554 |
-25.0% |
397,772 |
|
| Daily Pivots for day following 30-Aug-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.2847 |
1.2830 |
1.2754 |
|
| R3 |
1.2806 |
1.2789 |
1.2742 |
|
| R2 |
1.2765 |
1.2765 |
1.2739 |
|
| R1 |
1.2748 |
1.2748 |
1.2735 |
1.2757 |
| PP |
1.2724 |
1.2724 |
1.2724 |
1.2728 |
| S1 |
1.2707 |
1.2707 |
1.2727 |
1.2716 |
| S2 |
1.2683 |
1.2683 |
1.2723 |
|
| S3 |
1.2642 |
1.2666 |
1.2720 |
|
| S4 |
1.2601 |
1.2625 |
1.2708 |
|
|
| Weekly Pivots for week ending 24-Aug-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.3346 |
1.3249 |
1.2829 |
|
| R3 |
1.3124 |
1.3027 |
1.2768 |
|
| R2 |
1.2902 |
1.2902 |
1.2748 |
|
| R1 |
1.2805 |
1.2805 |
1.2727 |
1.2854 |
| PP |
1.2680 |
1.2680 |
1.2680 |
1.2705 |
| S1 |
1.2583 |
1.2583 |
1.2687 |
1.2632 |
| S2 |
1.2458 |
1.2458 |
1.2666 |
|
| S3 |
1.2236 |
1.2361 |
1.2646 |
|
| S4 |
1.2014 |
1.2139 |
1.2585 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1.2749 |
1.2684 |
0.0065 |
0.5% |
0.0044 |
0.3% |
72% |
False |
False |
51,591 |
| 10 |
1.2778 |
1.2556 |
0.0222 |
1.7% |
0.0061 |
0.5% |
79% |
False |
False |
65,497 |
| 20 |
1.2815 |
1.2556 |
0.0259 |
2.0% |
0.0072 |
0.6% |
68% |
False |
False |
70,058 |
| 40 |
1.2854 |
1.2508 |
0.0346 |
2.7% |
0.0074 |
0.6% |
64% |
False |
False |
67,982 |
| 60 |
1.2854 |
1.2416 |
0.0438 |
3.4% |
0.0083 |
0.6% |
72% |
False |
False |
62,840 |
| 80 |
1.2895 |
1.2416 |
0.0479 |
3.8% |
0.0084 |
0.7% |
66% |
False |
False |
47,326 |
| 100 |
1.2895 |
1.2252 |
0.0643 |
5.1% |
0.0081 |
0.6% |
74% |
False |
False |
37,877 |
| 120 |
1.2895 |
1.1915 |
0.0980 |
7.7% |
0.0084 |
0.7% |
83% |
False |
False |
31,572 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.2915 |
|
2.618 |
1.2848 |
|
1.618 |
1.2807 |
|
1.000 |
1.2782 |
|
0.618 |
1.2766 |
|
HIGH |
1.2741 |
|
0.618 |
1.2725 |
|
0.500 |
1.2721 |
|
0.382 |
1.2716 |
|
LOW |
1.2700 |
|
0.618 |
1.2675 |
|
1.000 |
1.2659 |
|
1.618 |
1.2634 |
|
2.618 |
1.2593 |
|
4.250 |
1.2526 |
|
|
| Fisher Pivots for day following 30-Aug-2012 |
| Pivot |
1 day |
3 day |
| R1 |
1.2728 |
1.2728 |
| PP |
1.2724 |
1.2724 |
| S1 |
1.2721 |
1.2721 |
|