CME Japanese Yen Future December 2012
| Trading Metrics calculated at close of trading on 29-Aug-2012 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
28-Aug-2012 |
29-Aug-2012 |
Change |
Change % |
Previous Week |
| Open |
1.2714 |
1.2736 |
0.0022 |
0.2% |
1.2579 |
| High |
1.2756 |
1.2750 |
-0.0006 |
0.0% |
1.2788 |
| Low |
1.2714 |
1.2705 |
-0.0009 |
-0.1% |
1.2565 |
| Close |
1.2748 |
1.2721 |
-0.0027 |
-0.2% |
1.2718 |
| Range |
0.0042 |
0.0045 |
0.0003 |
7.1% |
0.0223 |
| ATR |
0.0063 |
0.0062 |
-0.0001 |
-2.0% |
0.0000 |
| Volume |
131 |
870 |
739 |
564.1% |
1,955 |
|
| Daily Pivots for day following 29-Aug-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.2860 |
1.2836 |
1.2746 |
|
| R3 |
1.2815 |
1.2791 |
1.2733 |
|
| R2 |
1.2770 |
1.2770 |
1.2729 |
|
| R1 |
1.2746 |
1.2746 |
1.2725 |
1.2736 |
| PP |
1.2725 |
1.2725 |
1.2725 |
1.2720 |
| S1 |
1.2701 |
1.2701 |
1.2717 |
1.2691 |
| S2 |
1.2680 |
1.2680 |
1.2713 |
|
| S3 |
1.2635 |
1.2656 |
1.2709 |
|
| S4 |
1.2590 |
1.2611 |
1.2696 |
|
|
| 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 |
1.2766 |
1.2698 |
0.0068 |
0.5% |
0.0038 |
0.3% |
34% |
False |
False |
480 |
| 10 |
1.2788 |
1.2565 |
0.0223 |
1.8% |
0.0058 |
0.5% |
70% |
False |
False |
396 |
| 20 |
1.2825 |
1.2565 |
0.0260 |
2.0% |
0.0060 |
0.5% |
60% |
False |
False |
287 |
| 40 |
1.2851 |
1.2516 |
0.0335 |
2.6% |
0.0059 |
0.5% |
61% |
False |
False |
184 |
| 60 |
1.2851 |
1.2438 |
0.0413 |
3.2% |
0.0055 |
0.4% |
69% |
False |
False |
135 |
| 80 |
1.2920 |
1.2438 |
0.0482 |
3.8% |
0.0048 |
0.4% |
59% |
False |
False |
103 |
| 100 |
1.2920 |
1.2288 |
0.0632 |
5.0% |
0.0043 |
0.3% |
69% |
False |
False |
84 |
| 120 |
1.2920 |
1.1980 |
0.0940 |
7.4% |
0.0038 |
0.3% |
79% |
False |
False |
71 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.2941 |
|
2.618 |
1.2868 |
|
1.618 |
1.2823 |
|
1.000 |
1.2795 |
|
0.618 |
1.2778 |
|
HIGH |
1.2750 |
|
0.618 |
1.2733 |
|
0.500 |
1.2728 |
|
0.382 |
1.2722 |
|
LOW |
1.2705 |
|
0.618 |
1.2677 |
|
1.000 |
1.2660 |
|
1.618 |
1.2632 |
|
2.618 |
1.2587 |
|
4.250 |
1.2514 |
|
|
| Fisher Pivots for day following 29-Aug-2012 |
| Pivot |
1 day |
3 day |
| R1 |
1.2728 |
1.2727 |
| PP |
1.2725 |
1.2725 |
| S1 |
1.2723 |
1.2723 |
|