CME Japanese Yen Future March 2013
| 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 |
1.2632 |
1.2650 |
0.0018 |
0.1% |
1.2795 |
| High |
1.2650 |
1.2792 |
0.0142 |
1.1% |
1.2797 |
| Low |
1.2632 |
1.2650 |
0.0018 |
0.1% |
1.2605 |
| Close |
1.2650 |
1.2782 |
0.0132 |
1.0% |
1.2605 |
| Range |
0.0018 |
0.0142 |
0.0124 |
688.9% |
0.0192 |
| ATR |
0.0041 |
0.0048 |
0.0007 |
17.6% |
0.0000 |
| Volume |
1 |
1 |
0 |
0.0% |
13 |
|
| Daily Pivots for day following 22-Aug-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.3167 |
1.3117 |
1.2860 |
|
| R3 |
1.3025 |
1.2975 |
1.2821 |
|
| R2 |
1.2883 |
1.2883 |
1.2808 |
|
| R1 |
1.2833 |
1.2833 |
1.2795 |
1.2858 |
| PP |
1.2741 |
1.2741 |
1.2741 |
1.2754 |
| S1 |
1.2691 |
1.2691 |
1.2769 |
1.2716 |
| S2 |
1.2599 |
1.2599 |
1.2756 |
|
| S3 |
1.2457 |
1.2549 |
1.2743 |
|
| S4 |
1.2315 |
1.2407 |
1.2704 |
|
|
| Weekly Pivots for week ending 17-Aug-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.3245 |
1.3117 |
1.2711 |
|
| R3 |
1.3053 |
1.2925 |
1.2658 |
|
| R2 |
1.2861 |
1.2861 |
1.2640 |
|
| R1 |
1.2733 |
1.2733 |
1.2623 |
1.2701 |
| PP |
1.2669 |
1.2669 |
1.2669 |
1.2653 |
| S1 |
1.2541 |
1.2541 |
1.2587 |
1.2509 |
| S2 |
1.2477 |
1.2477 |
1.2570 |
|
| S3 |
1.2285 |
1.2349 |
1.2552 |
|
| S4 |
1.2093 |
1.2157 |
1.2499 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1.2792 |
1.2605 |
0.0187 |
1.5% |
0.0036 |
0.3% |
95% |
True |
False |
1 |
| 10 |
1.2820 |
1.2605 |
0.0215 |
1.7% |
0.0022 |
0.2% |
82% |
False |
False |
3 |
| 20 |
1.2839 |
1.2605 |
0.0234 |
1.8% |
0.0011 |
0.1% |
76% |
False |
False |
3 |
| 40 |
1.2844 |
1.2565 |
0.0279 |
2.2% |
0.0012 |
0.1% |
78% |
False |
False |
3 |
| 60 |
1.2875 |
1.2476 |
0.0399 |
3.1% |
0.0011 |
0.1% |
77% |
False |
False |
3 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.3396 |
|
2.618 |
1.3164 |
|
1.618 |
1.3022 |
|
1.000 |
1.2934 |
|
0.618 |
1.2880 |
|
HIGH |
1.2792 |
|
0.618 |
1.2738 |
|
0.500 |
1.2721 |
|
0.382 |
1.2704 |
|
LOW |
1.2650 |
|
0.618 |
1.2562 |
|
1.000 |
1.2508 |
|
1.618 |
1.2420 |
|
2.618 |
1.2278 |
|
4.250 |
1.2047 |
|
|
| Fisher Pivots for day following 22-Aug-2012 |
| Pivot |
1 day |
3 day |
| R1 |
1.2762 |
1.2758 |
| PP |
1.2741 |
1.2734 |
| S1 |
1.2721 |
1.2710 |
|