CME Japanese Yen Future September 2012
| Trading Metrics calculated at close of trading on 24-Aug-2012 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
23-Aug-2012 |
24-Aug-2012 |
Change |
Change % |
Previous Week |
| Open |
1.2734 |
1.2736 |
0.0002 |
0.0% |
1.2569 |
| High |
1.2764 |
1.2749 |
-0.0015 |
-0.1% |
1.2778 |
| Low |
1.2708 |
1.2705 |
-0.0003 |
0.0% |
1.2556 |
| Close |
1.2749 |
1.2707 |
-0.0042 |
-0.3% |
1.2707 |
| Range |
0.0056 |
0.0044 |
-0.0012 |
-21.4% |
0.0222 |
| ATR |
0.0080 |
0.0078 |
-0.0003 |
-3.2% |
0.0000 |
| Volume |
82,461 |
67,840 |
-14,621 |
-17.7% |
397,772 |
|
| Daily Pivots for day following 24-Aug-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.2852 |
1.2824 |
1.2731 |
|
| R3 |
1.2808 |
1.2780 |
1.2719 |
|
| R2 |
1.2764 |
1.2764 |
1.2715 |
|
| R1 |
1.2736 |
1.2736 |
1.2711 |
1.2728 |
| PP |
1.2720 |
1.2720 |
1.2720 |
1.2717 |
| S1 |
1.2692 |
1.2692 |
1.2703 |
1.2684 |
| S2 |
1.2676 |
1.2676 |
1.2699 |
|
| S3 |
1.2632 |
1.2648 |
1.2695 |
|
| S4 |
1.2588 |
1.2604 |
1.2683 |
|
|
| Weekly Pivots for week ending 24-Aug-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.3346 |
1.3249 |
1.2829 |
|
| R3 |
1.3124 |
1.3027 |
1.2768 |
|
| R2 |
1.2902 |
1.2902 |
1.2748 |
|
| R1 |
1.2805 |
1.2805 |
1.2727 |
1.2854 |
| PP |
1.2680 |
1.2680 |
1.2680 |
1.2705 |
| S1 |
1.2583 |
1.2583 |
1.2687 |
1.2632 |
| S2 |
1.2458 |
1.2458 |
1.2666 |
|
| S3 |
1.2236 |
1.2361 |
1.2646 |
|
| S4 |
1.2014 |
1.2139 |
1.2585 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1.2778 |
1.2556 |
0.0222 |
1.7% |
0.0076 |
0.6% |
68% |
False |
False |
79,554 |
| 10 |
1.2798 |
1.2556 |
0.0242 |
1.9% |
0.0073 |
0.6% |
62% |
False |
False |
75,991 |
| 20 |
1.2842 |
1.2556 |
0.0286 |
2.3% |
0.0077 |
0.6% |
53% |
False |
False |
74,724 |
| 40 |
1.2854 |
1.2492 |
0.0362 |
2.8% |
0.0080 |
0.6% |
59% |
False |
False |
67,787 |
| 60 |
1.2895 |
1.2416 |
0.0479 |
3.8% |
0.0088 |
0.7% |
61% |
False |
False |
59,870 |
| 80 |
1.2895 |
1.2416 |
0.0479 |
3.8% |
0.0085 |
0.7% |
61% |
False |
False |
44,957 |
| 100 |
1.2895 |
1.2156 |
0.0739 |
5.8% |
0.0083 |
0.7% |
75% |
False |
False |
35,979 |
| 120 |
1.2895 |
1.1915 |
0.0980 |
7.7% |
0.0083 |
0.7% |
81% |
False |
False |
29,988 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.2936 |
|
2.618 |
1.2864 |
|
1.618 |
1.2820 |
|
1.000 |
1.2793 |
|
0.618 |
1.2776 |
|
HIGH |
1.2749 |
|
0.618 |
1.2732 |
|
0.500 |
1.2727 |
|
0.382 |
1.2722 |
|
LOW |
1.2705 |
|
0.618 |
1.2678 |
|
1.000 |
1.2661 |
|
1.618 |
1.2634 |
|
2.618 |
1.2590 |
|
4.250 |
1.2518 |
|
|
| Fisher Pivots for day following 24-Aug-2012 |
| Pivot |
1 day |
3 day |
| R1 |
1.2727 |
1.2701 |
| PP |
1.2720 |
1.2695 |
| S1 |
1.2714 |
1.2689 |
|