CME Japanese Yen Future September 2012
| Trading Metrics calculated at close of trading on 16-Aug-2012 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
15-Aug-2012 |
16-Aug-2012 |
Change |
Change % |
Previous Week |
| Open |
1.2709 |
1.2660 |
-0.0049 |
-0.4% |
1.2728 |
| High |
1.2727 |
1.2677 |
-0.0050 |
-0.4% |
1.2803 |
| Low |
1.2653 |
1.2595 |
-0.0058 |
-0.5% |
1.2693 |
| Close |
1.2677 |
1.2618 |
-0.0059 |
-0.5% |
1.2785 |
| Range |
0.0074 |
0.0082 |
0.0008 |
10.8% |
0.0110 |
| ATR |
0.0080 |
0.0080 |
0.0000 |
0.2% |
0.0000 |
| Volume |
70,675 |
92,942 |
22,267 |
31.5% |
348,327 |
|
| Daily Pivots for day following 16-Aug-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.2876 |
1.2829 |
1.2663 |
|
| R3 |
1.2794 |
1.2747 |
1.2641 |
|
| R2 |
1.2712 |
1.2712 |
1.2633 |
|
| R1 |
1.2665 |
1.2665 |
1.2626 |
1.2648 |
| PP |
1.2630 |
1.2630 |
1.2630 |
1.2621 |
| S1 |
1.2583 |
1.2583 |
1.2610 |
1.2566 |
| S2 |
1.2548 |
1.2548 |
1.2603 |
|
| S3 |
1.2466 |
1.2501 |
1.2595 |
|
| S4 |
1.2384 |
1.2419 |
1.2573 |
|
|
| Weekly Pivots for week ending 10-Aug-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.3090 |
1.3048 |
1.2846 |
|
| R3 |
1.2980 |
1.2938 |
1.2815 |
|
| R2 |
1.2870 |
1.2870 |
1.2805 |
|
| R1 |
1.2828 |
1.2828 |
1.2795 |
1.2849 |
| PP |
1.2760 |
1.2760 |
1.2760 |
1.2771 |
| S1 |
1.2718 |
1.2718 |
1.2775 |
1.2739 |
| S2 |
1.2650 |
1.2650 |
1.2765 |
|
| S3 |
1.2540 |
1.2608 |
1.2755 |
|
| S4 |
1.2430 |
1.2498 |
1.2725 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1.2799 |
1.2595 |
0.0204 |
1.6% |
0.0074 |
0.6% |
11% |
False |
True |
73,074 |
| 10 |
1.2815 |
1.2595 |
0.0220 |
1.7% |
0.0082 |
0.7% |
10% |
False |
True |
74,619 |
| 20 |
1.2854 |
1.2595 |
0.0259 |
2.1% |
0.0076 |
0.6% |
9% |
False |
True |
72,602 |
| 40 |
1.2854 |
1.2416 |
0.0438 |
3.5% |
0.0086 |
0.7% |
46% |
False |
False |
67,020 |
| 60 |
1.2895 |
1.2416 |
0.0479 |
3.8% |
0.0089 |
0.7% |
42% |
False |
False |
52,160 |
| 80 |
1.2895 |
1.2278 |
0.0617 |
4.9% |
0.0087 |
0.7% |
55% |
False |
False |
39,153 |
| 100 |
1.2895 |
1.2033 |
0.0862 |
6.8% |
0.0087 |
0.7% |
68% |
False |
False |
31,334 |
| 120 |
1.2895 |
1.1915 |
0.0980 |
7.8% |
0.0082 |
0.6% |
72% |
False |
False |
26,115 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.3026 |
|
2.618 |
1.2892 |
|
1.618 |
1.2810 |
|
1.000 |
1.2759 |
|
0.618 |
1.2728 |
|
HIGH |
1.2677 |
|
0.618 |
1.2646 |
|
0.500 |
1.2636 |
|
0.382 |
1.2626 |
|
LOW |
1.2595 |
|
0.618 |
1.2544 |
|
1.000 |
1.2513 |
|
1.618 |
1.2462 |
|
2.618 |
1.2380 |
|
4.250 |
1.2247 |
|
|
| Fisher Pivots for day following 16-Aug-2012 |
| Pivot |
1 day |
3 day |
| R1 |
1.2636 |
1.2684 |
| PP |
1.2630 |
1.2662 |
| S1 |
1.2624 |
1.2640 |
|