CME Japanese Yen Future December 2012
| Trading Metrics calculated at close of trading on 07-Aug-2012 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
06-Aug-2012 |
07-Aug-2012 |
Change |
Change % |
Previous Week |
| Open |
1.2767 |
1.2802 |
0.0035 |
0.3% |
1.2758 |
| High |
1.2815 |
1.2802 |
-0.0013 |
-0.1% |
1.2848 |
| Low |
1.2767 |
1.2722 |
-0.0045 |
-0.4% |
1.2727 |
| Close |
1.2803 |
1.2737 |
-0.0066 |
-0.5% |
1.2742 |
| Range |
0.0048 |
0.0080 |
0.0032 |
66.7% |
0.0121 |
| ATR |
0.0067 |
0.0068 |
0.0001 |
1.5% |
0.0000 |
| Volume |
199 |
60 |
-139 |
-69.8% |
740 |
|
| Daily Pivots for day following 07-Aug-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.2994 |
1.2945 |
1.2781 |
|
| R3 |
1.2914 |
1.2865 |
1.2759 |
|
| R2 |
1.2834 |
1.2834 |
1.2752 |
|
| R1 |
1.2785 |
1.2785 |
1.2744 |
1.2770 |
| PP |
1.2754 |
1.2754 |
1.2754 |
1.2746 |
| S1 |
1.2705 |
1.2705 |
1.2730 |
1.2690 |
| S2 |
1.2674 |
1.2674 |
1.2722 |
|
| S3 |
1.2594 |
1.2625 |
1.2715 |
|
| S4 |
1.2514 |
1.2545 |
1.2693 |
|
|
| Weekly Pivots for week ending 03-Aug-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.3135 |
1.3060 |
1.2809 |
|
| R3 |
1.3014 |
1.2939 |
1.2775 |
|
| R2 |
1.2893 |
1.2893 |
1.2764 |
|
| R1 |
1.2818 |
1.2818 |
1.2753 |
1.2795 |
| PP |
1.2772 |
1.2772 |
1.2772 |
1.2761 |
| S1 |
1.2697 |
1.2697 |
1.2731 |
1.2674 |
| S2 |
1.2651 |
1.2651 |
1.2720 |
|
| S3 |
1.2530 |
1.2576 |
1.2709 |
|
| S4 |
1.2409 |
1.2455 |
1.2675 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1.2848 |
1.2722 |
0.0126 |
1.0% |
0.0075 |
0.6% |
12% |
False |
True |
150 |
| 10 |
1.2850 |
1.2722 |
0.0128 |
1.0% |
0.0064 |
0.5% |
12% |
False |
True |
128 |
| 20 |
1.2851 |
1.2539 |
0.0312 |
2.4% |
0.0064 |
0.5% |
63% |
False |
False |
106 |
| 40 |
1.2851 |
1.2438 |
0.0413 |
3.2% |
0.0058 |
0.5% |
72% |
False |
False |
76 |
| 60 |
1.2920 |
1.2438 |
0.0482 |
3.8% |
0.0048 |
0.4% |
62% |
False |
False |
54 |
| 80 |
1.2920 |
1.2298 |
0.0622 |
4.9% |
0.0039 |
0.3% |
71% |
False |
False |
41 |
| 100 |
1.2920 |
1.1980 |
0.0940 |
7.4% |
0.0036 |
0.3% |
81% |
False |
False |
34 |
| 120 |
1.2920 |
1.1980 |
0.0940 |
7.4% |
0.0031 |
0.2% |
81% |
False |
False |
29 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.3142 |
|
2.618 |
1.3011 |
|
1.618 |
1.2931 |
|
1.000 |
1.2882 |
|
0.618 |
1.2851 |
|
HIGH |
1.2802 |
|
0.618 |
1.2771 |
|
0.500 |
1.2762 |
|
0.382 |
1.2753 |
|
LOW |
1.2722 |
|
0.618 |
1.2673 |
|
1.000 |
1.2642 |
|
1.618 |
1.2593 |
|
2.618 |
1.2513 |
|
4.250 |
1.2382 |
|
|
| Fisher Pivots for day following 07-Aug-2012 |
| Pivot |
1 day |
3 day |
| R1 |
1.2762 |
1.2774 |
| PP |
1.2754 |
1.2761 |
| S1 |
1.2745 |
1.2749 |
|