CME Japanese Yen Future September 2012
| Trading Metrics calculated at close of trading on 27-Aug-2012 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
24-Aug-2012 |
27-Aug-2012 |
Change |
Change % |
Previous Week |
| Open |
1.2736 |
1.2715 |
-0.0021 |
-0.2% |
1.2569 |
| High |
1.2749 |
1.2719 |
-0.0030 |
-0.2% |
1.2778 |
| Low |
1.2705 |
1.2684 |
-0.0021 |
-0.2% |
1.2556 |
| Close |
1.2707 |
1.2698 |
-0.0009 |
-0.1% |
1.2707 |
| Range |
0.0044 |
0.0035 |
-0.0009 |
-20.5% |
0.0222 |
| ATR |
0.0078 |
0.0075 |
-0.0003 |
-3.9% |
0.0000 |
| Volume |
67,840 |
41,681 |
-26,159 |
-38.6% |
397,772 |
|
| Daily Pivots for day following 27-Aug-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.2805 |
1.2787 |
1.2717 |
|
| R3 |
1.2770 |
1.2752 |
1.2708 |
|
| R2 |
1.2735 |
1.2735 |
1.2704 |
|
| R1 |
1.2717 |
1.2717 |
1.2701 |
1.2709 |
| PP |
1.2700 |
1.2700 |
1.2700 |
1.2696 |
| S1 |
1.2682 |
1.2682 |
1.2695 |
1.2674 |
| S2 |
1.2665 |
1.2665 |
1.2692 |
|
| S3 |
1.2630 |
1.2647 |
1.2688 |
|
| S4 |
1.2595 |
1.2612 |
1.2679 |
|
|
| 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 |
1.2576 |
0.0202 |
1.6% |
0.0072 |
0.6% |
60% |
False |
False |
76,251 |
| 10 |
1.2778 |
1.2556 |
0.0222 |
1.7% |
0.0073 |
0.6% |
64% |
False |
False |
75,103 |
| 20 |
1.2842 |
1.2556 |
0.0286 |
2.3% |
0.0075 |
0.6% |
50% |
False |
False |
73,887 |
| 40 |
1.2854 |
1.2492 |
0.0362 |
2.9% |
0.0077 |
0.6% |
57% |
False |
False |
66,079 |
| 60 |
1.2854 |
1.2416 |
0.0438 |
3.4% |
0.0086 |
0.7% |
64% |
False |
False |
60,513 |
| 80 |
1.2895 |
1.2416 |
0.0479 |
3.8% |
0.0085 |
0.7% |
59% |
False |
False |
45,477 |
| 100 |
1.2895 |
1.2250 |
0.0645 |
5.1% |
0.0083 |
0.7% |
69% |
False |
False |
36,395 |
| 120 |
1.2895 |
1.1915 |
0.0980 |
7.7% |
0.0083 |
0.7% |
80% |
False |
False |
30,336 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.2868 |
|
2.618 |
1.2811 |
|
1.618 |
1.2776 |
|
1.000 |
1.2754 |
|
0.618 |
1.2741 |
|
HIGH |
1.2719 |
|
0.618 |
1.2706 |
|
0.500 |
1.2702 |
|
0.382 |
1.2697 |
|
LOW |
1.2684 |
|
0.618 |
1.2662 |
|
1.000 |
1.2649 |
|
1.618 |
1.2627 |
|
2.618 |
1.2592 |
|
4.250 |
1.2535 |
|
|
| Fisher Pivots for day following 27-Aug-2012 |
| Pivot |
1 day |
3 day |
| R1 |
1.2702 |
1.2724 |
| PP |
1.2700 |
1.2715 |
| S1 |
1.2699 |
1.2707 |
|