CME Japanese Yen Future September 2012
| Trading Metrics calculated at close of trading on 31-Aug-2012 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
30-Aug-2012 |
31-Aug-2012 |
Change |
Change % |
Previous Week |
| Open |
1.2713 |
1.2720 |
0.0007 |
0.1% |
1.2715 |
| High |
1.2741 |
1.2793 |
0.0052 |
0.4% |
1.2793 |
| Low |
1.2700 |
1.2717 |
0.0017 |
0.1% |
1.2684 |
| Close |
1.2731 |
1.2767 |
0.0036 |
0.3% |
1.2767 |
| Range |
0.0041 |
0.0076 |
0.0035 |
85.4% |
0.0109 |
| ATR |
0.0069 |
0.0070 |
0.0000 |
0.7% |
0.0000 |
| Volume |
40,737 |
91,303 |
50,566 |
124.1% |
281,418 |
|
| Daily Pivots for day following 31-Aug-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.2987 |
1.2953 |
1.2809 |
|
| R3 |
1.2911 |
1.2877 |
1.2788 |
|
| R2 |
1.2835 |
1.2835 |
1.2781 |
|
| R1 |
1.2801 |
1.2801 |
1.2774 |
1.2818 |
| PP |
1.2759 |
1.2759 |
1.2759 |
1.2768 |
| S1 |
1.2725 |
1.2725 |
1.2760 |
1.2742 |
| S2 |
1.2683 |
1.2683 |
1.2753 |
|
| S3 |
1.2607 |
1.2649 |
1.2746 |
|
| S4 |
1.2531 |
1.2573 |
1.2725 |
|
|
| Weekly Pivots for week ending 31-Aug-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.3075 |
1.3030 |
1.2827 |
|
| R3 |
1.2966 |
1.2921 |
1.2797 |
|
| R2 |
1.2857 |
1.2857 |
1.2787 |
|
| R1 |
1.2812 |
1.2812 |
1.2777 |
1.2835 |
| PP |
1.2748 |
1.2748 |
1.2748 |
1.2759 |
| S1 |
1.2703 |
1.2703 |
1.2757 |
1.2726 |
| S2 |
1.2639 |
1.2639 |
1.2747 |
|
| S3 |
1.2530 |
1.2594 |
1.2737 |
|
| S4 |
1.2421 |
1.2485 |
1.2707 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1.2793 |
1.2684 |
0.0109 |
0.9% |
0.0051 |
0.4% |
76% |
True |
False |
56,283 |
| 10 |
1.2793 |
1.2556 |
0.0237 |
1.9% |
0.0063 |
0.5% |
89% |
True |
False |
67,919 |
| 20 |
1.2803 |
1.2556 |
0.0247 |
1.9% |
0.0070 |
0.5% |
85% |
False |
False |
69,482 |
| 40 |
1.2854 |
1.2514 |
0.0340 |
2.7% |
0.0073 |
0.6% |
74% |
False |
False |
68,221 |
| 60 |
1.2854 |
1.2416 |
0.0438 |
3.4% |
0.0082 |
0.6% |
80% |
False |
False |
64,257 |
| 80 |
1.2895 |
1.2416 |
0.0479 |
3.8% |
0.0084 |
0.7% |
73% |
False |
False |
48,466 |
| 100 |
1.2895 |
1.2252 |
0.0643 |
5.0% |
0.0082 |
0.6% |
80% |
False |
False |
38,789 |
| 120 |
1.2895 |
1.1915 |
0.0980 |
7.7% |
0.0085 |
0.7% |
87% |
False |
False |
32,333 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.3116 |
|
2.618 |
1.2992 |
|
1.618 |
1.2916 |
|
1.000 |
1.2869 |
|
0.618 |
1.2840 |
|
HIGH |
1.2793 |
|
0.618 |
1.2764 |
|
0.500 |
1.2755 |
|
0.382 |
1.2746 |
|
LOW |
1.2717 |
|
0.618 |
1.2670 |
|
1.000 |
1.2641 |
|
1.618 |
1.2594 |
|
2.618 |
1.2518 |
|
4.250 |
1.2394 |
|
|
| Fisher Pivots for day following 31-Aug-2012 |
| Pivot |
1 day |
3 day |
| R1 |
1.2763 |
1.2759 |
| PP |
1.2759 |
1.2751 |
| S1 |
1.2755 |
1.2743 |
|