CME Japanese Yen Future December 2012
| Trading Metrics calculated at close of trading on 23-Aug-2012 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
22-Aug-2012 |
23-Aug-2012 |
Change |
Change % |
Previous Week |
| Open |
1.2631 |
1.2736 |
0.0105 |
0.8% |
1.2793 |
| High |
1.2788 |
1.2766 |
-0.0022 |
-0.2% |
1.2806 |
| Low |
1.2614 |
1.2725 |
0.0111 |
0.9% |
1.2583 |
| Close |
1.2765 |
1.2759 |
-0.0006 |
0.0% |
1.2586 |
| Range |
0.0174 |
0.0041 |
-0.0133 |
-76.4% |
0.0223 |
| ATR |
0.0071 |
0.0069 |
-0.0002 |
-3.0% |
0.0000 |
| Volume |
511 |
761 |
250 |
48.9% |
1,310 |
|
| Daily Pivots for day following 23-Aug-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.2873 |
1.2857 |
1.2782 |
|
| R3 |
1.2832 |
1.2816 |
1.2770 |
|
| R2 |
1.2791 |
1.2791 |
1.2767 |
|
| R1 |
1.2775 |
1.2775 |
1.2763 |
1.2783 |
| PP |
1.2750 |
1.2750 |
1.2750 |
1.2754 |
| S1 |
1.2734 |
1.2734 |
1.2755 |
1.2742 |
| S2 |
1.2709 |
1.2709 |
1.2751 |
|
| S3 |
1.2668 |
1.2693 |
1.2748 |
|
| S4 |
1.2627 |
1.2652 |
1.2736 |
|
|
| 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% |
0.0072 |
0.6% |
87% |
False |
False |
393 |
| 10 |
1.2810 |
1.2565 |
0.0245 |
1.9% |
0.0066 |
0.5% |
79% |
False |
False |
316 |
| 20 |
1.2848 |
1.2565 |
0.0283 |
2.2% |
0.0066 |
0.5% |
69% |
False |
False |
222 |
| 40 |
1.2851 |
1.2516 |
0.0335 |
2.6% |
0.0061 |
0.5% |
73% |
False |
False |
151 |
| 60 |
1.2920 |
1.2438 |
0.0482 |
3.8% |
0.0056 |
0.4% |
67% |
False |
False |
109 |
| 80 |
1.2920 |
1.2438 |
0.0482 |
3.8% |
0.0047 |
0.4% |
67% |
False |
False |
83 |
| 100 |
1.2920 |
1.2146 |
0.0774 |
6.1% |
0.0043 |
0.3% |
79% |
False |
False |
68 |
| 120 |
1.2920 |
1.1980 |
0.0940 |
7.4% |
0.0037 |
0.3% |
83% |
False |
False |
57 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.2940 |
|
2.618 |
1.2873 |
|
1.618 |
1.2832 |
|
1.000 |
1.2807 |
|
0.618 |
1.2791 |
|
HIGH |
1.2766 |
|
0.618 |
1.2750 |
|
0.500 |
1.2746 |
|
0.382 |
1.2741 |
|
LOW |
1.2725 |
|
0.618 |
1.2700 |
|
1.000 |
1.2684 |
|
1.618 |
1.2659 |
|
2.618 |
1.2618 |
|
4.250 |
1.2551 |
|
|
| Fisher Pivots for day following 23-Aug-2012 |
| Pivot |
1 day |
3 day |
| R1 |
1.2755 |
1.2737 |
| PP |
1.2750 |
1.2714 |
| S1 |
1.2746 |
1.2692 |
|