CME Japanese Yen Future December 2012
| Trading Metrics calculated at close of trading on 10-Aug-2012 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
09-Aug-2012 |
10-Aug-2012 |
Change |
Change % |
Previous Week |
| Open |
1.2763 |
1.2742 |
-0.0021 |
-0.2% |
1.2767 |
| High |
1.2786 |
1.2810 |
0.0024 |
0.2% |
1.2815 |
| Low |
1.2711 |
1.2742 |
0.0031 |
0.2% |
1.2711 |
| Close |
1.2744 |
1.2799 |
0.0055 |
0.4% |
1.2799 |
| Range |
0.0075 |
0.0068 |
-0.0007 |
-9.3% |
0.0104 |
| ATR |
0.0068 |
0.0068 |
0.0000 |
0.0% |
0.0000 |
| Volume |
17 |
201 |
184 |
1,082.4% |
688 |
|
| Daily Pivots for day following 10-Aug-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.2988 |
1.2961 |
1.2836 |
|
| R3 |
1.2920 |
1.2893 |
1.2818 |
|
| R2 |
1.2852 |
1.2852 |
1.2811 |
|
| R1 |
1.2825 |
1.2825 |
1.2805 |
1.2839 |
| PP |
1.2784 |
1.2784 |
1.2784 |
1.2790 |
| S1 |
1.2757 |
1.2757 |
1.2793 |
1.2771 |
| S2 |
1.2716 |
1.2716 |
1.2787 |
|
| S3 |
1.2648 |
1.2689 |
1.2780 |
|
| S4 |
1.2580 |
1.2621 |
1.2762 |
|
|
| Weekly Pivots for week ending 10-Aug-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.3087 |
1.3047 |
1.2856 |
|
| R3 |
1.2983 |
1.2943 |
1.2828 |
|
| R2 |
1.2879 |
1.2879 |
1.2818 |
|
| R1 |
1.2839 |
1.2839 |
1.2809 |
1.2859 |
| PP |
1.2775 |
1.2775 |
1.2775 |
1.2785 |
| S1 |
1.2735 |
1.2735 |
1.2789 |
1.2755 |
| S2 |
1.2671 |
1.2671 |
1.2780 |
|
| S3 |
1.2567 |
1.2631 |
1.2770 |
|
| S4 |
1.2463 |
1.2527 |
1.2742 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1.2815 |
1.2711 |
0.0104 |
0.8% |
0.0061 |
0.5% |
85% |
False |
False |
137 |
| 10 |
1.2848 |
1.2711 |
0.0137 |
1.1% |
0.0064 |
0.5% |
64% |
False |
False |
142 |
| 20 |
1.2851 |
1.2657 |
0.0194 |
1.5% |
0.0060 |
0.5% |
73% |
False |
False |
125 |
| 40 |
1.2851 |
1.2438 |
0.0413 |
3.2% |
0.0061 |
0.5% |
87% |
False |
False |
85 |
| 60 |
1.2920 |
1.2438 |
0.0482 |
3.8% |
0.0049 |
0.4% |
75% |
False |
False |
61 |
| 80 |
1.2920 |
1.2298 |
0.0622 |
4.9% |
0.0040 |
0.3% |
81% |
False |
False |
46 |
| 100 |
1.2920 |
1.2069 |
0.0851 |
6.6% |
0.0037 |
0.3% |
86% |
False |
False |
38 |
| 120 |
1.2920 |
1.1980 |
0.0940 |
7.3% |
0.0032 |
0.3% |
87% |
False |
False |
33 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.3099 |
|
2.618 |
1.2988 |
|
1.618 |
1.2920 |
|
1.000 |
1.2878 |
|
0.618 |
1.2852 |
|
HIGH |
1.2810 |
|
0.618 |
1.2784 |
|
0.500 |
1.2776 |
|
0.382 |
1.2768 |
|
LOW |
1.2742 |
|
0.618 |
1.2700 |
|
1.000 |
1.2674 |
|
1.618 |
1.2632 |
|
2.618 |
1.2564 |
|
4.250 |
1.2453 |
|
|
| Fisher Pivots for day following 10-Aug-2012 |
| Pivot |
1 day |
3 day |
| R1 |
1.2791 |
1.2786 |
| PP |
1.2784 |
1.2773 |
| S1 |
1.2776 |
1.2761 |
|