CME Japanese Yen Future December 2012
| Trading Metrics calculated at close of trading on 14-Aug-2012 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
13-Aug-2012 |
14-Aug-2012 |
Change |
Change % |
Previous Week |
| Open |
1.2793 |
1.2763 |
-0.0030 |
-0.2% |
1.2767 |
| High |
1.2806 |
1.2763 |
-0.0043 |
-0.3% |
1.2815 |
| Low |
1.2779 |
1.2692 |
-0.0087 |
-0.7% |
1.2711 |
| Close |
1.2779 |
1.2711 |
-0.0068 |
-0.5% |
1.2799 |
| Range |
0.0027 |
0.0071 |
0.0044 |
163.0% |
0.0104 |
| ATR |
0.0065 |
0.0066 |
0.0002 |
2.5% |
0.0000 |
| Volume |
238 |
87 |
-151 |
-63.4% |
688 |
|
| Daily Pivots for day following 14-Aug-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.2935 |
1.2894 |
1.2750 |
|
| R3 |
1.2864 |
1.2823 |
1.2731 |
|
| R2 |
1.2793 |
1.2793 |
1.2724 |
|
| R1 |
1.2752 |
1.2752 |
1.2718 |
1.2737 |
| PP |
1.2722 |
1.2722 |
1.2722 |
1.2715 |
| S1 |
1.2681 |
1.2681 |
1.2704 |
1.2666 |
| S2 |
1.2651 |
1.2651 |
1.2698 |
|
| S3 |
1.2580 |
1.2610 |
1.2691 |
|
| S4 |
1.2509 |
1.2539 |
1.2672 |
|
|
| Weekly Pivots for week ending 10-Aug-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.3087 |
1.3047 |
1.2856 |
|
| R3 |
1.2983 |
1.2943 |
1.2828 |
|
| R2 |
1.2879 |
1.2879 |
1.2818 |
|
| R1 |
1.2839 |
1.2839 |
1.2809 |
1.2859 |
| PP |
1.2775 |
1.2775 |
1.2775 |
1.2785 |
| S1 |
1.2735 |
1.2735 |
1.2789 |
1.2755 |
| S2 |
1.2671 |
1.2671 |
1.2780 |
|
| S3 |
1.2567 |
1.2631 |
1.2770 |
|
| S4 |
1.2463 |
1.2527 |
1.2742 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1.2810 |
1.2692 |
0.0118 |
0.9% |
0.0055 |
0.4% |
16% |
False |
True |
150 |
| 10 |
1.2848 |
1.2692 |
0.0156 |
1.2% |
0.0065 |
0.5% |
12% |
False |
True |
150 |
| 20 |
1.2851 |
1.2670 |
0.0181 |
1.4% |
0.0059 |
0.5% |
23% |
False |
False |
132 |
| 40 |
1.2851 |
1.2438 |
0.0413 |
3.2% |
0.0060 |
0.5% |
66% |
False |
False |
89 |
| 60 |
1.2920 |
1.2438 |
0.0482 |
3.8% |
0.0049 |
0.4% |
57% |
False |
False |
66 |
| 80 |
1.2920 |
1.2337 |
0.0583 |
4.6% |
0.0041 |
0.3% |
64% |
False |
False |
50 |
| 100 |
1.2920 |
1.2069 |
0.0851 |
6.7% |
0.0038 |
0.3% |
75% |
False |
False |
41 |
| 120 |
1.2920 |
1.1980 |
0.0940 |
7.4% |
0.0033 |
0.3% |
78% |
False |
False |
35 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.3065 |
|
2.618 |
1.2949 |
|
1.618 |
1.2878 |
|
1.000 |
1.2834 |
|
0.618 |
1.2807 |
|
HIGH |
1.2763 |
|
0.618 |
1.2736 |
|
0.500 |
1.2728 |
|
0.382 |
1.2719 |
|
LOW |
1.2692 |
|
0.618 |
1.2648 |
|
1.000 |
1.2621 |
|
1.618 |
1.2577 |
|
2.618 |
1.2506 |
|
4.250 |
1.2390 |
|
|
| Fisher Pivots for day following 14-Aug-2012 |
| Pivot |
1 day |
3 day |
| R1 |
1.2728 |
1.2751 |
| PP |
1.2722 |
1.2738 |
| S1 |
1.2717 |
1.2724 |
|