CME Japanese Yen Future December 2012
| Trading Metrics calculated at close of trading on 17-Aug-2012 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
16-Aug-2012 |
17-Aug-2012 |
Change |
Change % |
Previous Week |
| Open |
1.2677 |
1.2634 |
-0.0043 |
-0.3% |
1.2793 |
| High |
1.2677 |
1.2634 |
-0.0043 |
-0.3% |
1.2806 |
| Low |
1.2609 |
1.2583 |
-0.0026 |
-0.2% |
1.2583 |
| Close |
1.2630 |
1.2586 |
-0.0044 |
-0.3% |
1.2586 |
| Range |
0.0068 |
0.0051 |
-0.0017 |
-25.0% |
0.0223 |
| ATR |
0.0067 |
0.0066 |
-0.0001 |
-1.7% |
0.0000 |
| Volume |
361 |
313 |
-48 |
-13.3% |
1,310 |
|
| Daily Pivots for day following 17-Aug-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.2754 |
1.2721 |
1.2614 |
|
| R3 |
1.2703 |
1.2670 |
1.2600 |
|
| R2 |
1.2652 |
1.2652 |
1.2595 |
|
| R1 |
1.2619 |
1.2619 |
1.2591 |
1.2610 |
| PP |
1.2601 |
1.2601 |
1.2601 |
1.2597 |
| S1 |
1.2568 |
1.2568 |
1.2581 |
1.2559 |
| S2 |
1.2550 |
1.2550 |
1.2577 |
|
| S3 |
1.2499 |
1.2517 |
1.2572 |
|
| S4 |
1.2448 |
1.2466 |
1.2558 |
|
|
| Weekly Pivots for week ending 17-Aug-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.3327 |
1.3180 |
1.2709 |
|
| R3 |
1.3104 |
1.2957 |
1.2647 |
|
| R2 |
1.2881 |
1.2881 |
1.2627 |
|
| R1 |
1.2734 |
1.2734 |
1.2606 |
1.2696 |
| PP |
1.2658 |
1.2658 |
1.2658 |
1.2640 |
| S1 |
1.2511 |
1.2511 |
1.2566 |
1.2473 |
| S2 |
1.2435 |
1.2435 |
1.2545 |
|
| S3 |
1.2212 |
1.2288 |
1.2525 |
|
| S4 |
1.1989 |
1.2065 |
1.2463 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1.2806 |
1.2583 |
0.0223 |
1.8% |
0.0056 |
0.4% |
1% |
False |
True |
262 |
| 10 |
1.2815 |
1.2583 |
0.0232 |
1.8% |
0.0058 |
0.5% |
1% |
False |
True |
199 |
| 20 |
1.2851 |
1.2583 |
0.0268 |
2.1% |
0.0060 |
0.5% |
1% |
False |
True |
174 |
| 40 |
1.2851 |
1.2438 |
0.0413 |
3.3% |
0.0060 |
0.5% |
36% |
False |
False |
112 |
| 60 |
1.2920 |
1.2438 |
0.0482 |
3.8% |
0.0052 |
0.4% |
31% |
False |
False |
82 |
| 80 |
1.2920 |
1.2393 |
0.0527 |
4.2% |
0.0043 |
0.3% |
37% |
False |
False |
62 |
| 100 |
1.2920 |
1.2088 |
0.0832 |
6.6% |
0.0040 |
0.3% |
60% |
False |
False |
51 |
| 120 |
1.2920 |
1.1980 |
0.0940 |
7.5% |
0.0035 |
0.3% |
64% |
False |
False |
43 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.2851 |
|
2.618 |
1.2768 |
|
1.618 |
1.2717 |
|
1.000 |
1.2685 |
|
0.618 |
1.2666 |
|
HIGH |
1.2634 |
|
0.618 |
1.2615 |
|
0.500 |
1.2609 |
|
0.382 |
1.2602 |
|
LOW |
1.2583 |
|
0.618 |
1.2551 |
|
1.000 |
1.2532 |
|
1.618 |
1.2500 |
|
2.618 |
1.2449 |
|
4.250 |
1.2366 |
|
|
| Fisher Pivots for day following 17-Aug-2012 |
| Pivot |
1 day |
3 day |
| R1 |
1.2609 |
1.2661 |
| PP |
1.2601 |
1.2636 |
| S1 |
1.2594 |
1.2611 |
|