CME Japanese Yen Future December 2012
| Trading Metrics calculated at close of trading on 09-Aug-2012 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
08-Aug-2012 |
09-Aug-2012 |
Change |
Change % |
Previous Week |
| Open |
1.2754 |
1.2763 |
0.0009 |
0.1% |
1.2758 |
| High |
1.2789 |
1.2786 |
-0.0003 |
0.0% |
1.2848 |
| Low |
1.2754 |
1.2711 |
-0.0043 |
-0.3% |
1.2727 |
| Close |
1.2756 |
1.2744 |
-0.0012 |
-0.1% |
1.2742 |
| Range |
0.0035 |
0.0075 |
0.0040 |
114.3% |
0.0121 |
| ATR |
0.0067 |
0.0068 |
0.0001 |
0.9% |
0.0000 |
| Volume |
211 |
17 |
-194 |
-91.9% |
740 |
|
| Daily Pivots for day following 09-Aug-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.2972 |
1.2933 |
1.2785 |
|
| R3 |
1.2897 |
1.2858 |
1.2765 |
|
| R2 |
1.2822 |
1.2822 |
1.2758 |
|
| R1 |
1.2783 |
1.2783 |
1.2751 |
1.2765 |
| PP |
1.2747 |
1.2747 |
1.2747 |
1.2738 |
| S1 |
1.2708 |
1.2708 |
1.2737 |
1.2690 |
| S2 |
1.2672 |
1.2672 |
1.2730 |
|
| S3 |
1.2597 |
1.2633 |
1.2723 |
|
| S4 |
1.2522 |
1.2558 |
1.2703 |
|
|
| 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 |
1.2825 |
1.2711 |
0.0114 |
0.9% |
0.0067 |
0.5% |
29% |
False |
True |
146 |
| 10 |
1.2848 |
1.2711 |
0.0137 |
1.1% |
0.0066 |
0.5% |
24% |
False |
True |
128 |
| 20 |
1.2851 |
1.2622 |
0.0229 |
1.8% |
0.0059 |
0.5% |
53% |
False |
False |
116 |
| 40 |
1.2851 |
1.2438 |
0.0413 |
3.2% |
0.0060 |
0.5% |
74% |
False |
False |
81 |
| 60 |
1.2920 |
1.2438 |
0.0482 |
3.8% |
0.0048 |
0.4% |
63% |
False |
False |
57 |
| 80 |
1.2920 |
1.2298 |
0.0622 |
4.9% |
0.0040 |
0.3% |
72% |
False |
False |
44 |
| 100 |
1.2920 |
1.2021 |
0.0899 |
7.1% |
0.0037 |
0.3% |
80% |
False |
False |
36 |
| 120 |
1.2920 |
1.1980 |
0.0940 |
7.4% |
0.0032 |
0.2% |
81% |
False |
False |
31 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.3105 |
|
2.618 |
1.2982 |
|
1.618 |
1.2907 |
|
1.000 |
1.2861 |
|
0.618 |
1.2832 |
|
HIGH |
1.2786 |
|
0.618 |
1.2757 |
|
0.500 |
1.2749 |
|
0.382 |
1.2740 |
|
LOW |
1.2711 |
|
0.618 |
1.2665 |
|
1.000 |
1.2636 |
|
1.618 |
1.2590 |
|
2.618 |
1.2515 |
|
4.250 |
1.2392 |
|
|
| Fisher Pivots for day following 09-Aug-2012 |
| Pivot |
1 day |
3 day |
| R1 |
1.2749 |
1.2757 |
| PP |
1.2747 |
1.2752 |
| S1 |
1.2746 |
1.2748 |
|