CME Japanese Yen Future September 2012
| Trading Metrics calculated at close of trading on 07-Aug-2012 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
06-Aug-2012 |
07-Aug-2012 |
Change |
Change % |
Previous Week |
| Open |
1.2728 |
1.2784 |
0.0056 |
0.4% |
1.2746 |
| High |
1.2803 |
1.2800 |
-0.0003 |
0.0% |
1.2842 |
| Low |
1.2720 |
1.2704 |
-0.0016 |
-0.1% |
1.2700 |
| Close |
1.2789 |
1.2723 |
-0.0066 |
-0.5% |
1.2728 |
| Range |
0.0083 |
0.0096 |
0.0013 |
15.7% |
0.0142 |
| ATR |
0.0083 |
0.0084 |
0.0001 |
1.2% |
0.0000 |
| Volume |
63,692 |
69,058 |
5,366 |
8.4% |
386,255 |
|
| Daily Pivots for day following 07-Aug-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.3030 |
1.2973 |
1.2776 |
|
| R3 |
1.2934 |
1.2877 |
1.2749 |
|
| R2 |
1.2838 |
1.2838 |
1.2741 |
|
| R1 |
1.2781 |
1.2781 |
1.2732 |
1.2762 |
| PP |
1.2742 |
1.2742 |
1.2742 |
1.2733 |
| S1 |
1.2685 |
1.2685 |
1.2714 |
1.2666 |
| S2 |
1.2646 |
1.2646 |
1.2705 |
|
| S3 |
1.2550 |
1.2589 |
1.2697 |
|
| S4 |
1.2454 |
1.2493 |
1.2670 |
|
|
| 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% |
0.0092 |
0.7% |
16% |
False |
False |
80,732 |
| 10 |
1.2854 |
1.2700 |
0.0154 |
1.2% |
0.0079 |
0.6% |
15% |
False |
False |
74,399 |
| 20 |
1.2854 |
1.2514 |
0.0340 |
2.7% |
0.0079 |
0.6% |
61% |
False |
False |
68,458 |
| 40 |
1.2854 |
1.2416 |
0.0438 |
3.4% |
0.0089 |
0.7% |
70% |
False |
False |
64,199 |
| 60 |
1.2895 |
1.2416 |
0.0479 |
3.8% |
0.0091 |
0.7% |
64% |
False |
False |
43,667 |
| 80 |
1.2895 |
1.2252 |
0.0643 |
5.1% |
0.0086 |
0.7% |
73% |
False |
False |
32,774 |
| 100 |
1.2895 |
1.1927 |
0.0968 |
7.6% |
0.0088 |
0.7% |
82% |
False |
False |
26,230 |
| 120 |
1.2895 |
1.1915 |
0.0980 |
7.7% |
0.0079 |
0.6% |
82% |
False |
False |
21,860 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.3208 |
|
2.618 |
1.3051 |
|
1.618 |
1.2955 |
|
1.000 |
1.2896 |
|
0.618 |
1.2859 |
|
HIGH |
1.2800 |
|
0.618 |
1.2763 |
|
0.500 |
1.2752 |
|
0.382 |
1.2741 |
|
LOW |
1.2704 |
|
0.618 |
1.2645 |
|
1.000 |
1.2608 |
|
1.618 |
1.2549 |
|
2.618 |
1.2453 |
|
4.250 |
1.2296 |
|
|
| Fisher Pivots for day following 07-Aug-2012 |
| Pivot |
1 day |
3 day |
| R1 |
1.2752 |
1.2758 |
| PP |
1.2742 |
1.2746 |
| S1 |
1.2733 |
1.2735 |
|