CME Japanese Yen Future September 2012
| Trading Metrics calculated at close of trading on 09-Aug-2012 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
08-Aug-2012 |
09-Aug-2012 |
Change |
Change % |
Previous Week |
| Open |
1.2728 |
1.2753 |
0.0025 |
0.2% |
1.2746 |
| High |
1.2787 |
1.2779 |
-0.0008 |
-0.1% |
1.2842 |
| Low |
1.2717 |
1.2693 |
-0.0024 |
-0.2% |
1.2700 |
| Close |
1.2742 |
1.2730 |
-0.0012 |
-0.1% |
1.2728 |
| Range |
0.0070 |
0.0086 |
0.0016 |
22.9% |
0.0142 |
| ATR |
0.0083 |
0.0083 |
0.0000 |
0.3% |
0.0000 |
| Volume |
70,351 |
74,902 |
4,551 |
6.5% |
386,255 |
|
| Daily Pivots for day following 09-Aug-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.2992 |
1.2947 |
1.2777 |
|
| R3 |
1.2906 |
1.2861 |
1.2754 |
|
| R2 |
1.2820 |
1.2820 |
1.2746 |
|
| R1 |
1.2775 |
1.2775 |
1.2738 |
1.2755 |
| PP |
1.2734 |
1.2734 |
1.2734 |
1.2724 |
| S1 |
1.2689 |
1.2689 |
1.2722 |
1.2669 |
| S2 |
1.2648 |
1.2648 |
1.2714 |
|
| S3 |
1.2562 |
1.2603 |
1.2706 |
|
| S4 |
1.2476 |
1.2517 |
1.2683 |
|
|
| 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 |
1.2815 |
1.2693 |
0.0122 |
1.0% |
0.0090 |
0.7% |
30% |
False |
True |
76,164 |
| 10 |
1.2842 |
1.2693 |
0.0149 |
1.2% |
0.0083 |
0.7% |
25% |
False |
True |
75,090 |
| 20 |
1.2854 |
1.2604 |
0.0250 |
2.0% |
0.0075 |
0.6% |
50% |
False |
False |
68,117 |
| 40 |
1.2854 |
1.2416 |
0.0438 |
3.4% |
0.0089 |
0.7% |
72% |
False |
False |
65,994 |
| 60 |
1.2895 |
1.2416 |
0.0479 |
3.8% |
0.0091 |
0.7% |
66% |
False |
False |
46,084 |
| 80 |
1.2895 |
1.2252 |
0.0643 |
5.1% |
0.0086 |
0.7% |
74% |
False |
False |
34,589 |
| 100 |
1.2895 |
1.1927 |
0.0968 |
7.6% |
0.0088 |
0.7% |
83% |
False |
False |
27,682 |
| 120 |
1.2895 |
1.1915 |
0.0980 |
7.7% |
0.0080 |
0.6% |
83% |
False |
False |
23,070 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.3145 |
|
2.618 |
1.3004 |
|
1.618 |
1.2918 |
|
1.000 |
1.2865 |
|
0.618 |
1.2832 |
|
HIGH |
1.2779 |
|
0.618 |
1.2746 |
|
0.500 |
1.2736 |
|
0.382 |
1.2726 |
|
LOW |
1.2693 |
|
0.618 |
1.2640 |
|
1.000 |
1.2607 |
|
1.618 |
1.2554 |
|
2.618 |
1.2468 |
|
4.250 |
1.2328 |
|
|
| Fisher Pivots for day following 09-Aug-2012 |
| Pivot |
1 day |
3 day |
| R1 |
1.2736 |
1.2747 |
| PP |
1.2734 |
1.2741 |
| S1 |
1.2732 |
1.2736 |
|