CME Japanese Yen Future September 2012
| Trading Metrics calculated at close of trading on 28-Aug-2012 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
27-Aug-2012 |
28-Aug-2012 |
Change |
Change % |
Previous Week |
| Open |
1.2715 |
1.2699 |
-0.0016 |
-0.1% |
1.2569 |
| High |
1.2719 |
1.2748 |
0.0029 |
0.2% |
1.2778 |
| Low |
1.2684 |
1.2697 |
0.0013 |
0.1% |
1.2556 |
| Close |
1.2698 |
1.2737 |
0.0039 |
0.3% |
1.2707 |
| Range |
0.0035 |
0.0051 |
0.0016 |
45.7% |
0.0222 |
| ATR |
0.0075 |
0.0073 |
-0.0002 |
-2.3% |
0.0000 |
| Volume |
41,681 |
53,406 |
11,725 |
28.1% |
397,772 |
|
| Daily Pivots for day following 28-Aug-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.2880 |
1.2860 |
1.2765 |
|
| R3 |
1.2829 |
1.2809 |
1.2751 |
|
| R2 |
1.2778 |
1.2778 |
1.2746 |
|
| R1 |
1.2758 |
1.2758 |
1.2742 |
1.2768 |
| PP |
1.2727 |
1.2727 |
1.2727 |
1.2733 |
| S1 |
1.2707 |
1.2707 |
1.2732 |
1.2717 |
| S2 |
1.2676 |
1.2676 |
1.2728 |
|
| S3 |
1.2625 |
1.2656 |
1.2723 |
|
| S4 |
1.2574 |
1.2605 |
1.2709 |
|
|
| 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 |
1.2600 |
0.0178 |
1.4% |
0.0073 |
0.6% |
77% |
False |
False |
71,693 |
| 10 |
1.2778 |
1.2556 |
0.0222 |
1.7% |
0.0068 |
0.5% |
82% |
False |
False |
72,356 |
| 20 |
1.2842 |
1.2556 |
0.0286 |
2.2% |
0.0075 |
0.6% |
63% |
False |
False |
73,711 |
| 40 |
1.2854 |
1.2492 |
0.0362 |
2.8% |
0.0076 |
0.6% |
68% |
False |
False |
65,617 |
| 60 |
1.2854 |
1.2416 |
0.0438 |
3.4% |
0.0085 |
0.7% |
73% |
False |
False |
61,375 |
| 80 |
1.2895 |
1.2416 |
0.0479 |
3.8% |
0.0084 |
0.7% |
67% |
False |
False |
46,144 |
| 100 |
1.2895 |
1.2250 |
0.0645 |
5.1% |
0.0083 |
0.6% |
76% |
False |
False |
36,927 |
| 120 |
1.2895 |
1.1915 |
0.0980 |
7.7% |
0.0083 |
0.7% |
84% |
False |
False |
30,781 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.2965 |
|
2.618 |
1.2882 |
|
1.618 |
1.2831 |
|
1.000 |
1.2799 |
|
0.618 |
1.2780 |
|
HIGH |
1.2748 |
|
0.618 |
1.2729 |
|
0.500 |
1.2723 |
|
0.382 |
1.2716 |
|
LOW |
1.2697 |
|
0.618 |
1.2665 |
|
1.000 |
1.2646 |
|
1.618 |
1.2614 |
|
2.618 |
1.2563 |
|
4.250 |
1.2480 |
|
|
| Fisher Pivots for day following 28-Aug-2012 |
| Pivot |
1 day |
3 day |
| R1 |
1.2732 |
1.2730 |
| PP |
1.2727 |
1.2723 |
| S1 |
1.2723 |
1.2717 |
|