CME Japanese Yen Future September 2012
| Trading Metrics calculated at close of trading on 06-Aug-2012 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
03-Aug-2012 |
06-Aug-2012 |
Change |
Change % |
Previous Week |
| Open |
1.2787 |
1.2728 |
-0.0059 |
-0.5% |
1.2746 |
| High |
1.2815 |
1.2803 |
-0.0012 |
-0.1% |
1.2842 |
| Low |
1.2700 |
1.2720 |
0.0020 |
0.2% |
1.2700 |
| Close |
1.2728 |
1.2789 |
0.0061 |
0.5% |
1.2728 |
| Range |
0.0115 |
0.0083 |
-0.0032 |
-27.8% |
0.0142 |
| ATR |
0.0083 |
0.0083 |
0.0000 |
0.0% |
0.0000 |
| Volume |
102,818 |
63,692 |
-39,126 |
-38.1% |
386,255 |
|
| Daily Pivots for day following 06-Aug-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.3020 |
1.2987 |
1.2835 |
|
| R3 |
1.2937 |
1.2904 |
1.2812 |
|
| R2 |
1.2854 |
1.2854 |
1.2804 |
|
| R1 |
1.2821 |
1.2821 |
1.2797 |
1.2838 |
| PP |
1.2771 |
1.2771 |
1.2771 |
1.2779 |
| S1 |
1.2738 |
1.2738 |
1.2781 |
1.2755 |
| S2 |
1.2688 |
1.2688 |
1.2774 |
|
| S3 |
1.2605 |
1.2655 |
1.2766 |
|
| S4 |
1.2522 |
1.2572 |
1.2743 |
|
|
| Weekly Pivots for week ending 03-Aug-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.3183 |
1.3097 |
1.2806 |
|
| R3 |
1.3041 |
1.2955 |
1.2767 |
|
| R2 |
1.2899 |
1.2899 |
1.2754 |
|
| R1 |
1.2813 |
1.2813 |
1.2741 |
1.2785 |
| PP |
1.2757 |
1.2757 |
1.2757 |
1.2743 |
| S1 |
1.2671 |
1.2671 |
1.2715 |
1.2643 |
| S2 |
1.2615 |
1.2615 |
1.2702 |
|
| S3 |
1.2473 |
1.2529 |
1.2689 |
|
| S4 |
1.2331 |
1.2387 |
1.2650 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1.2842 |
1.2700 |
0.0142 |
1.1% |
0.0081 |
0.6% |
63% |
False |
False |
78,306 |
| 10 |
1.2854 |
1.2700 |
0.0154 |
1.2% |
0.0075 |
0.6% |
58% |
False |
False |
73,315 |
| 20 |
1.2854 |
1.2514 |
0.0340 |
2.7% |
0.0077 |
0.6% |
81% |
False |
False |
67,843 |
| 40 |
1.2854 |
1.2416 |
0.0438 |
3.4% |
0.0088 |
0.7% |
85% |
False |
False |
62,938 |
| 60 |
1.2895 |
1.2416 |
0.0479 |
3.7% |
0.0090 |
0.7% |
78% |
False |
False |
42,517 |
| 80 |
1.2895 |
1.2252 |
0.0643 |
5.0% |
0.0085 |
0.7% |
84% |
False |
False |
31,911 |
| 100 |
1.2895 |
1.1927 |
0.0968 |
7.6% |
0.0087 |
0.7% |
89% |
False |
False |
25,539 |
| 120 |
1.2895 |
1.1915 |
0.0980 |
7.7% |
0.0078 |
0.6% |
89% |
False |
False |
21,285 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.3156 |
|
2.618 |
1.3020 |
|
1.618 |
1.2937 |
|
1.000 |
1.2886 |
|
0.618 |
1.2854 |
|
HIGH |
1.2803 |
|
0.618 |
1.2771 |
|
0.500 |
1.2762 |
|
0.382 |
1.2752 |
|
LOW |
1.2720 |
|
0.618 |
1.2669 |
|
1.000 |
1.2637 |
|
1.618 |
1.2586 |
|
2.618 |
1.2503 |
|
4.250 |
1.2367 |
|
|
| Fisher Pivots for day following 06-Aug-2012 |
| Pivot |
1 day |
3 day |
| R1 |
1.2780 |
1.2779 |
| PP |
1.2771 |
1.2768 |
| S1 |
1.2762 |
1.2758 |
|