CME Japanese Yen Future December 2012
| Trading Metrics calculated at close of trading on 22-Aug-2012 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
21-Aug-2012 |
22-Aug-2012 |
Change |
Change % |
Previous Week |
| Open |
1.2612 |
1.2631 |
0.0019 |
0.2% |
1.2793 |
| High |
1.2636 |
1.2788 |
0.0152 |
1.2% |
1.2806 |
| Low |
1.2595 |
1.2614 |
0.0019 |
0.2% |
1.2583 |
| Close |
1.2632 |
1.2765 |
0.0133 |
1.1% |
1.2586 |
| Range |
0.0041 |
0.0174 |
0.0133 |
324.4% |
0.0223 |
| ATR |
0.0063 |
0.0071 |
0.0008 |
12.5% |
0.0000 |
| Volume |
146 |
511 |
365 |
250.0% |
1,310 |
|
| Daily Pivots for day following 22-Aug-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.3244 |
1.3179 |
1.2861 |
|
| R3 |
1.3070 |
1.3005 |
1.2813 |
|
| R2 |
1.2896 |
1.2896 |
1.2797 |
|
| R1 |
1.2831 |
1.2831 |
1.2781 |
1.2864 |
| PP |
1.2722 |
1.2722 |
1.2722 |
1.2739 |
| S1 |
1.2657 |
1.2657 |
1.2749 |
1.2690 |
| S2 |
1.2548 |
1.2548 |
1.2733 |
|
| S3 |
1.2374 |
1.2483 |
1.2717 |
|
| S4 |
1.2200 |
1.2309 |
1.2669 |
|
|
| Weekly Pivots for week ending 17-Aug-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.3327 |
1.3180 |
1.2709 |
|
| R3 |
1.3104 |
1.2957 |
1.2647 |
|
| R2 |
1.2881 |
1.2881 |
1.2627 |
|
| R1 |
1.2734 |
1.2734 |
1.2606 |
1.2696 |
| PP |
1.2658 |
1.2658 |
1.2658 |
1.2640 |
| S1 |
1.2511 |
1.2511 |
1.2566 |
1.2473 |
| S2 |
1.2435 |
1.2435 |
1.2545 |
|
| S3 |
1.2212 |
1.2288 |
1.2525 |
|
| S4 |
1.1989 |
1.2065 |
1.2463 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1.2788 |
1.2565 |
0.0223 |
1.7% |
0.0078 |
0.6% |
90% |
True |
False |
313 |
| 10 |
1.2810 |
1.2565 |
0.0245 |
1.9% |
0.0069 |
0.5% |
82% |
False |
False |
242 |
| 20 |
1.2850 |
1.2565 |
0.0285 |
2.2% |
0.0067 |
0.5% |
70% |
False |
False |
192 |
| 40 |
1.2851 |
1.2516 |
0.0335 |
2.6% |
0.0061 |
0.5% |
74% |
False |
False |
132 |
| 60 |
1.2920 |
1.2438 |
0.0482 |
3.8% |
0.0056 |
0.4% |
68% |
False |
False |
96 |
| 80 |
1.2920 |
1.2438 |
0.0482 |
3.8% |
0.0047 |
0.4% |
68% |
False |
False |
73 |
| 100 |
1.2920 |
1.2088 |
0.0832 |
6.5% |
0.0042 |
0.3% |
81% |
False |
False |
60 |
| 120 |
1.2920 |
1.1980 |
0.0940 |
7.4% |
0.0036 |
0.3% |
84% |
False |
False |
51 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.3528 |
|
2.618 |
1.3244 |
|
1.618 |
1.3070 |
|
1.000 |
1.2962 |
|
0.618 |
1.2896 |
|
HIGH |
1.2788 |
|
0.618 |
1.2722 |
|
0.500 |
1.2701 |
|
0.382 |
1.2680 |
|
LOW |
1.2614 |
|
0.618 |
1.2506 |
|
1.000 |
1.2440 |
|
1.618 |
1.2332 |
|
2.618 |
1.2158 |
|
4.250 |
1.1875 |
|
|
| Fisher Pivots for day following 22-Aug-2012 |
| Pivot |
1 day |
3 day |
| R1 |
1.2744 |
1.2736 |
| PP |
1.2722 |
1.2706 |
| S1 |
1.2701 |
1.2677 |
|