CME Japanese Yen Future December 2012
| Trading Metrics calculated at close of trading on 15-Aug-2012 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
14-Aug-2012 |
15-Aug-2012 |
Change |
Change % |
Previous Week |
| Open |
1.2763 |
1.2701 |
-0.0062 |
-0.5% |
1.2767 |
| High |
1.2763 |
1.2738 |
-0.0025 |
-0.2% |
1.2815 |
| Low |
1.2692 |
1.2677 |
-0.0015 |
-0.1% |
1.2711 |
| Close |
1.2711 |
1.2691 |
-0.0020 |
-0.2% |
1.2799 |
| Range |
0.0071 |
0.0061 |
-0.0010 |
-14.1% |
0.0104 |
| ATR |
0.0066 |
0.0066 |
0.0000 |
-0.6% |
0.0000 |
| Volume |
87 |
311 |
224 |
257.5% |
688 |
|
| Daily Pivots for day following 15-Aug-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.2885 |
1.2849 |
1.2725 |
|
| R3 |
1.2824 |
1.2788 |
1.2708 |
|
| R2 |
1.2763 |
1.2763 |
1.2702 |
|
| R1 |
1.2727 |
1.2727 |
1.2697 |
1.2715 |
| PP |
1.2702 |
1.2702 |
1.2702 |
1.2696 |
| S1 |
1.2666 |
1.2666 |
1.2685 |
1.2654 |
| S2 |
1.2641 |
1.2641 |
1.2680 |
|
| S3 |
1.2580 |
1.2605 |
1.2674 |
|
| S4 |
1.2519 |
1.2544 |
1.2657 |
|
|
| 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 |
1.2677 |
0.0133 |
1.0% |
0.0060 |
0.5% |
11% |
False |
True |
170 |
| 10 |
1.2825 |
1.2677 |
0.0148 |
1.2% |
0.0063 |
0.5% |
9% |
False |
True |
177 |
| 20 |
1.2851 |
1.2677 |
0.0174 |
1.4% |
0.0060 |
0.5% |
8% |
False |
True |
146 |
| 40 |
1.2851 |
1.2438 |
0.0413 |
3.3% |
0.0061 |
0.5% |
61% |
False |
False |
96 |
| 60 |
1.2920 |
1.2438 |
0.0482 |
3.8% |
0.0050 |
0.4% |
52% |
False |
False |
71 |
| 80 |
1.2920 |
1.2337 |
0.0583 |
4.6% |
0.0042 |
0.3% |
61% |
False |
False |
54 |
| 100 |
1.2920 |
1.2069 |
0.0851 |
6.7% |
0.0039 |
0.3% |
73% |
False |
False |
44 |
| 120 |
1.2920 |
1.1980 |
0.0940 |
7.4% |
0.0034 |
0.3% |
76% |
False |
False |
38 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.2997 |
|
2.618 |
1.2898 |
|
1.618 |
1.2837 |
|
1.000 |
1.2799 |
|
0.618 |
1.2776 |
|
HIGH |
1.2738 |
|
0.618 |
1.2715 |
|
0.500 |
1.2708 |
|
0.382 |
1.2700 |
|
LOW |
1.2677 |
|
0.618 |
1.2639 |
|
1.000 |
1.2616 |
|
1.618 |
1.2578 |
|
2.618 |
1.2517 |
|
4.250 |
1.2418 |
|
|
| Fisher Pivots for day following 15-Aug-2012 |
| Pivot |
1 day |
3 day |
| R1 |
1.2708 |
1.2742 |
| PP |
1.2702 |
1.2725 |
| S1 |
1.2697 |
1.2708 |
|