CME Japanese Yen Future December 2012
Trading Metrics calculated at close of trading on 28-Aug-2012 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
27-Aug-2012 |
28-Aug-2012 |
Change |
Change % |
Previous Week |
Open |
1.2722 |
1.2714 |
-0.0008 |
-0.1% |
1.2579 |
High |
1.2724 |
1.2756 |
0.0032 |
0.3% |
1.2788 |
Low |
1.2698 |
1.2714 |
0.0016 |
0.1% |
1.2565 |
Close |
1.2709 |
1.2748 |
0.0039 |
0.3% |
1.2718 |
Range |
0.0026 |
0.0042 |
0.0016 |
61.5% |
0.0223 |
ATR |
0.0064 |
0.0063 |
-0.0001 |
-1.9% |
0.0000 |
Volume |
339 |
131 |
-208 |
-61.4% |
1,955 |
|
Daily Pivots for day following 28-Aug-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1.2865 |
1.2849 |
1.2771 |
|
R3 |
1.2823 |
1.2807 |
1.2760 |
|
R2 |
1.2781 |
1.2781 |
1.2756 |
|
R1 |
1.2765 |
1.2765 |
1.2752 |
1.2773 |
PP |
1.2739 |
1.2739 |
1.2739 |
1.2744 |
S1 |
1.2723 |
1.2723 |
1.2744 |
1.2731 |
S2 |
1.2697 |
1.2697 |
1.2740 |
|
S3 |
1.2655 |
1.2681 |
1.2736 |
|
S4 |
1.2613 |
1.2639 |
1.2725 |
|
|
Weekly Pivots for week ending 24-Aug-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1.3359 |
1.3262 |
1.2841 |
|
R3 |
1.3136 |
1.3039 |
1.2779 |
|
R2 |
1.2913 |
1.2913 |
1.2759 |
|
R1 |
1.2816 |
1.2816 |
1.2738 |
1.2865 |
PP |
1.2690 |
1.2690 |
1.2690 |
1.2715 |
S1 |
1.2593 |
1.2593 |
1.2698 |
1.2642 |
S2 |
1.2467 |
1.2467 |
1.2677 |
|
S3 |
1.2244 |
1.2370 |
1.2657 |
|
S4 |
1.2021 |
1.2147 |
1.2595 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
1.2788 |
1.2614 |
0.0174 |
1.4% |
0.0064 |
0.5% |
77% |
False |
False |
408 |
10 |
1.2788 |
1.2565 |
0.0223 |
1.7% |
0.0060 |
0.5% |
82% |
False |
False |
341 |
20 |
1.2848 |
1.2565 |
0.0283 |
2.2% |
0.0062 |
0.5% |
65% |
False |
False |
245 |
40 |
1.2851 |
1.2516 |
0.0335 |
2.6% |
0.0059 |
0.5% |
69% |
False |
False |
164 |
60 |
1.2851 |
1.2438 |
0.0413 |
3.2% |
0.0055 |
0.4% |
75% |
False |
False |
121 |
80 |
1.2920 |
1.2438 |
0.0482 |
3.8% |
0.0048 |
0.4% |
64% |
False |
False |
92 |
100 |
1.2920 |
1.2288 |
0.0632 |
5.0% |
0.0043 |
0.3% |
73% |
False |
False |
75 |
120 |
1.2920 |
1.1980 |
0.0940 |
7.4% |
0.0038 |
0.3% |
82% |
False |
False |
63 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
1.2935 |
2.618 |
1.2866 |
1.618 |
1.2824 |
1.000 |
1.2798 |
0.618 |
1.2782 |
HIGH |
1.2756 |
0.618 |
1.2740 |
0.500 |
1.2735 |
0.382 |
1.2730 |
LOW |
1.2714 |
0.618 |
1.2688 |
1.000 |
1.2672 |
1.618 |
1.2646 |
2.618 |
1.2604 |
4.250 |
1.2536 |
|
|
Fisher Pivots for day following 28-Aug-2012 |
Pivot |
1 day |
3 day |
R1 |
1.2744 |
1.2741 |
PP |
1.2739 |
1.2734 |
S1 |
1.2735 |
1.2727 |
|