CME Japanese Yen Future December 2012
| Trading Metrics calculated at close of trading on 16-Aug-2012 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
15-Aug-2012 |
16-Aug-2012 |
Change |
Change % |
Previous Week |
| Open |
1.2701 |
1.2677 |
-0.0024 |
-0.2% |
1.2767 |
| High |
1.2738 |
1.2677 |
-0.0061 |
-0.5% |
1.2815 |
| Low |
1.2677 |
1.2609 |
-0.0068 |
-0.5% |
1.2711 |
| Close |
1.2691 |
1.2630 |
-0.0061 |
-0.5% |
1.2799 |
| Range |
0.0061 |
0.0068 |
0.0007 |
11.5% |
0.0104 |
| ATR |
0.0066 |
0.0067 |
0.0001 |
1.7% |
0.0000 |
| Volume |
311 |
361 |
50 |
16.1% |
688 |
|
| Daily Pivots for day following 16-Aug-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.2843 |
1.2804 |
1.2667 |
|
| R3 |
1.2775 |
1.2736 |
1.2649 |
|
| R2 |
1.2707 |
1.2707 |
1.2642 |
|
| R1 |
1.2668 |
1.2668 |
1.2636 |
1.2654 |
| PP |
1.2639 |
1.2639 |
1.2639 |
1.2631 |
| S1 |
1.2600 |
1.2600 |
1.2624 |
1.2586 |
| S2 |
1.2571 |
1.2571 |
1.2618 |
|
| S3 |
1.2503 |
1.2532 |
1.2611 |
|
| S4 |
1.2435 |
1.2464 |
1.2593 |
|
|
| 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 |
1.2609 |
0.0201 |
1.6% |
0.0059 |
0.5% |
10% |
False |
True |
239 |
| 10 |
1.2825 |
1.2609 |
0.0216 |
1.7% |
0.0063 |
0.5% |
10% |
False |
True |
193 |
| 20 |
1.2851 |
1.2609 |
0.0242 |
1.9% |
0.0060 |
0.5% |
9% |
False |
True |
162 |
| 40 |
1.2851 |
1.2438 |
0.0413 |
3.3% |
0.0060 |
0.5% |
46% |
False |
False |
105 |
| 60 |
1.2920 |
1.2438 |
0.0482 |
3.8% |
0.0051 |
0.4% |
40% |
False |
False |
77 |
| 80 |
1.2920 |
1.2337 |
0.0583 |
4.6% |
0.0043 |
0.3% |
50% |
False |
False |
58 |
| 100 |
1.2920 |
1.2088 |
0.0832 |
6.6% |
0.0040 |
0.3% |
65% |
False |
False |
48 |
| 120 |
1.2920 |
1.1980 |
0.0940 |
7.4% |
0.0034 |
0.3% |
69% |
False |
False |
41 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.2966 |
|
2.618 |
1.2855 |
|
1.618 |
1.2787 |
|
1.000 |
1.2745 |
|
0.618 |
1.2719 |
|
HIGH |
1.2677 |
|
0.618 |
1.2651 |
|
0.500 |
1.2643 |
|
0.382 |
1.2635 |
|
LOW |
1.2609 |
|
0.618 |
1.2567 |
|
1.000 |
1.2541 |
|
1.618 |
1.2499 |
|
2.618 |
1.2431 |
|
4.250 |
1.2320 |
|
|
| Fisher Pivots for day following 16-Aug-2012 |
| Pivot |
1 day |
3 day |
| R1 |
1.2643 |
1.2686 |
| PP |
1.2639 |
1.2667 |
| S1 |
1.2634 |
1.2649 |
|