CME Japanese Yen Future September 2012
| Trading Metrics calculated at close of trading on 29-Aug-2012 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
28-Aug-2012 |
29-Aug-2012 |
Change |
Change % |
Previous Week |
| Open |
1.2699 |
1.2734 |
0.0035 |
0.3% |
1.2569 |
| High |
1.2748 |
1.2743 |
-0.0005 |
0.0% |
1.2778 |
| Low |
1.2697 |
1.2693 |
-0.0004 |
0.0% |
1.2556 |
| Close |
1.2737 |
1.2710 |
-0.0027 |
-0.2% |
1.2707 |
| Range |
0.0051 |
0.0050 |
-0.0001 |
-2.0% |
0.0222 |
| ATR |
0.0073 |
0.0071 |
-0.0002 |
-2.3% |
0.0000 |
| Volume |
53,406 |
54,291 |
885 |
1.7% |
397,772 |
|
| Daily Pivots for day following 29-Aug-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.2865 |
1.2838 |
1.2738 |
|
| R3 |
1.2815 |
1.2788 |
1.2724 |
|
| R2 |
1.2765 |
1.2765 |
1.2719 |
|
| R1 |
1.2738 |
1.2738 |
1.2715 |
1.2727 |
| PP |
1.2715 |
1.2715 |
1.2715 |
1.2710 |
| S1 |
1.2688 |
1.2688 |
1.2705 |
1.2677 |
| S2 |
1.2665 |
1.2665 |
1.2701 |
|
| S3 |
1.2615 |
1.2638 |
1.2696 |
|
| S4 |
1.2565 |
1.2588 |
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 |
1.2764 |
1.2684 |
0.0080 |
0.6% |
0.0047 |
0.4% |
33% |
False |
False |
59,935 |
| 10 |
1.2778 |
1.2556 |
0.0222 |
1.7% |
0.0066 |
0.5% |
69% |
False |
False |
70,718 |
| 20 |
1.2815 |
1.2556 |
0.0259 |
2.0% |
0.0073 |
0.6% |
59% |
False |
False |
72,566 |
| 40 |
1.2854 |
1.2492 |
0.0362 |
2.8% |
0.0075 |
0.6% |
60% |
False |
False |
66,969 |
| 60 |
1.2854 |
1.2416 |
0.0438 |
3.4% |
0.0084 |
0.7% |
67% |
False |
False |
62,232 |
| 80 |
1.2895 |
1.2416 |
0.0479 |
3.8% |
0.0084 |
0.7% |
61% |
False |
False |
46,819 |
| 100 |
1.2895 |
1.2250 |
0.0645 |
5.1% |
0.0083 |
0.7% |
71% |
False |
False |
37,470 |
| 120 |
1.2895 |
1.1915 |
0.0980 |
7.7% |
0.0084 |
0.7% |
81% |
False |
False |
31,233 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.2956 |
|
2.618 |
1.2874 |
|
1.618 |
1.2824 |
|
1.000 |
1.2793 |
|
0.618 |
1.2774 |
|
HIGH |
1.2743 |
|
0.618 |
1.2724 |
|
0.500 |
1.2718 |
|
0.382 |
1.2712 |
|
LOW |
1.2693 |
|
0.618 |
1.2662 |
|
1.000 |
1.2643 |
|
1.618 |
1.2612 |
|
2.618 |
1.2562 |
|
4.250 |
1.2481 |
|
|
| Fisher Pivots for day following 29-Aug-2012 |
| Pivot |
1 day |
3 day |
| R1 |
1.2718 |
1.2716 |
| PP |
1.2715 |
1.2714 |
| S1 |
1.2713 |
1.2712 |
|