CME Japanese Yen Future December 2012
| Trading Metrics calculated at close of trading on 13-Aug-2012 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
10-Aug-2012 |
13-Aug-2012 |
Change |
Change % |
Previous Week |
| Open |
1.2742 |
1.2793 |
0.0051 |
0.4% |
1.2767 |
| High |
1.2810 |
1.2806 |
-0.0004 |
0.0% |
1.2815 |
| Low |
1.2742 |
1.2779 |
0.0037 |
0.3% |
1.2711 |
| Close |
1.2799 |
1.2779 |
-0.0020 |
-0.2% |
1.2799 |
| Range |
0.0068 |
0.0027 |
-0.0041 |
-60.3% |
0.0104 |
| ATR |
0.0068 |
0.0065 |
-0.0003 |
-4.3% |
0.0000 |
| Volume |
201 |
238 |
37 |
18.4% |
688 |
|
| Daily Pivots for day following 13-Aug-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.2869 |
1.2851 |
1.2794 |
|
| R3 |
1.2842 |
1.2824 |
1.2786 |
|
| R2 |
1.2815 |
1.2815 |
1.2784 |
|
| R1 |
1.2797 |
1.2797 |
1.2781 |
1.2793 |
| PP |
1.2788 |
1.2788 |
1.2788 |
1.2786 |
| S1 |
1.2770 |
1.2770 |
1.2777 |
1.2766 |
| S2 |
1.2761 |
1.2761 |
1.2774 |
|
| S3 |
1.2734 |
1.2743 |
1.2772 |
|
| S4 |
1.2707 |
1.2716 |
1.2764 |
|
|
| 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 |
1.2810 |
1.2711 |
0.0099 |
0.8% |
0.0057 |
0.4% |
69% |
False |
False |
145 |
| 10 |
1.2848 |
1.2711 |
0.0137 |
1.1% |
0.0061 |
0.5% |
50% |
False |
False |
149 |
| 20 |
1.2851 |
1.2657 |
0.0194 |
1.5% |
0.0057 |
0.4% |
63% |
False |
False |
132 |
| 40 |
1.2851 |
1.2438 |
0.0413 |
3.2% |
0.0059 |
0.5% |
83% |
False |
False |
88 |
| 60 |
1.2920 |
1.2438 |
0.0482 |
3.8% |
0.0049 |
0.4% |
71% |
False |
False |
64 |
| 80 |
1.2920 |
1.2298 |
0.0622 |
4.9% |
0.0040 |
0.3% |
77% |
False |
False |
49 |
| 100 |
1.2920 |
1.2069 |
0.0851 |
6.7% |
0.0038 |
0.3% |
83% |
False |
False |
40 |
| 120 |
1.2920 |
1.1980 |
0.0940 |
7.4% |
0.0032 |
0.3% |
85% |
False |
False |
35 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.2921 |
|
2.618 |
1.2877 |
|
1.618 |
1.2850 |
|
1.000 |
1.2833 |
|
0.618 |
1.2823 |
|
HIGH |
1.2806 |
|
0.618 |
1.2796 |
|
0.500 |
1.2793 |
|
0.382 |
1.2789 |
|
LOW |
1.2779 |
|
0.618 |
1.2762 |
|
1.000 |
1.2752 |
|
1.618 |
1.2735 |
|
2.618 |
1.2708 |
|
4.250 |
1.2664 |
|
|
| Fisher Pivots for day following 13-Aug-2012 |
| Pivot |
1 day |
3 day |
| R1 |
1.2793 |
1.2773 |
| PP |
1.2788 |
1.2767 |
| S1 |
1.2784 |
1.2761 |
|