CME Japanese Yen Future December 2012
| Trading Metrics calculated at close of trading on 31-Aug-2012 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
30-Aug-2012 |
31-Aug-2012 |
Change |
Change % |
Previous Week |
| Open |
1.2715 |
1.2730 |
0.0015 |
0.1% |
1.2722 |
| High |
1.2752 |
1.2804 |
0.0052 |
0.4% |
1.2804 |
| Low |
1.2715 |
1.2729 |
0.0014 |
0.1% |
1.2698 |
| Close |
1.2729 |
1.2778 |
0.0049 |
0.4% |
1.2778 |
| Range |
0.0037 |
0.0075 |
0.0038 |
102.7% |
0.0106 |
| ATR |
0.0060 |
0.0061 |
0.0001 |
1.8% |
0.0000 |
| Volume |
210 |
1,428 |
1,218 |
580.0% |
2,978 |
|
| Daily Pivots for day following 31-Aug-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.2995 |
1.2962 |
1.2819 |
|
| R3 |
1.2920 |
1.2887 |
1.2799 |
|
| R2 |
1.2845 |
1.2845 |
1.2792 |
|
| R1 |
1.2812 |
1.2812 |
1.2785 |
1.2829 |
| PP |
1.2770 |
1.2770 |
1.2770 |
1.2779 |
| S1 |
1.2737 |
1.2737 |
1.2771 |
1.2754 |
| S2 |
1.2695 |
1.2695 |
1.2764 |
|
| S3 |
1.2620 |
1.2662 |
1.2757 |
|
| S4 |
1.2545 |
1.2587 |
1.2737 |
|
|
| Weekly Pivots for week ending 31-Aug-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.3078 |
1.3034 |
1.2836 |
|
| R3 |
1.2972 |
1.2928 |
1.2807 |
|
| R2 |
1.2866 |
1.2866 |
1.2797 |
|
| R1 |
1.2822 |
1.2822 |
1.2788 |
1.2844 |
| PP |
1.2760 |
1.2760 |
1.2760 |
1.2771 |
| S1 |
1.2716 |
1.2716 |
1.2768 |
1.2738 |
| S2 |
1.2654 |
1.2654 |
1.2759 |
|
| S3 |
1.2548 |
1.2610 |
1.2749 |
|
| S4 |
1.2442 |
1.2504 |
1.2720 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1.2804 |
1.2698 |
0.0106 |
0.8% |
0.0045 |
0.4% |
75% |
True |
False |
595 |
| 10 |
1.2804 |
1.2565 |
0.0239 |
1.9% |
0.0057 |
0.4% |
89% |
True |
False |
493 |
| 20 |
1.2815 |
1.2565 |
0.0250 |
2.0% |
0.0058 |
0.5% |
85% |
False |
False |
346 |
| 40 |
1.2851 |
1.2539 |
0.0312 |
2.4% |
0.0059 |
0.5% |
77% |
False |
False |
222 |
| 60 |
1.2851 |
1.2438 |
0.0413 |
3.2% |
0.0056 |
0.4% |
82% |
False |
False |
162 |
| 80 |
1.2920 |
1.2438 |
0.0482 |
3.8% |
0.0049 |
0.4% |
71% |
False |
False |
124 |
| 100 |
1.2920 |
1.2298 |
0.0622 |
4.9% |
0.0042 |
0.3% |
77% |
False |
False |
100 |
| 120 |
1.2920 |
1.1980 |
0.0940 |
7.4% |
0.0039 |
0.3% |
85% |
False |
False |
84 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.3123 |
|
2.618 |
1.3000 |
|
1.618 |
1.2925 |
|
1.000 |
1.2879 |
|
0.618 |
1.2850 |
|
HIGH |
1.2804 |
|
0.618 |
1.2775 |
|
0.500 |
1.2767 |
|
0.382 |
1.2758 |
|
LOW |
1.2729 |
|
0.618 |
1.2683 |
|
1.000 |
1.2654 |
|
1.618 |
1.2608 |
|
2.618 |
1.2533 |
|
4.250 |
1.2410 |
|
|
| Fisher Pivots for day following 31-Aug-2012 |
| Pivot |
1 day |
3 day |
| R1 |
1.2774 |
1.2770 |
| PP |
1.2770 |
1.2762 |
| S1 |
1.2767 |
1.2755 |
|