CME Japanese Yen Future December 2012
| Trading Metrics calculated at close of trading on 20-Aug-2012 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
17-Aug-2012 |
20-Aug-2012 |
Change |
Change % |
Previous Week |
| Open |
1.2634 |
1.2579 |
-0.0055 |
-0.4% |
1.2793 |
| High |
1.2634 |
1.2620 |
-0.0014 |
-0.1% |
1.2806 |
| Low |
1.2583 |
1.2565 |
-0.0018 |
-0.1% |
1.2583 |
| Close |
1.2586 |
1.2609 |
0.0023 |
0.2% |
1.2586 |
| Range |
0.0051 |
0.0055 |
0.0004 |
7.8% |
0.0223 |
| ATR |
0.0066 |
0.0065 |
-0.0001 |
-1.2% |
0.0000 |
| Volume |
313 |
238 |
-75 |
-24.0% |
1,310 |
|
| Daily Pivots for day following 20-Aug-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.2763 |
1.2741 |
1.2639 |
|
| R3 |
1.2708 |
1.2686 |
1.2624 |
|
| R2 |
1.2653 |
1.2653 |
1.2619 |
|
| R1 |
1.2631 |
1.2631 |
1.2614 |
1.2642 |
| PP |
1.2598 |
1.2598 |
1.2598 |
1.2604 |
| S1 |
1.2576 |
1.2576 |
1.2604 |
1.2587 |
| S2 |
1.2543 |
1.2543 |
1.2599 |
|
| S3 |
1.2488 |
1.2521 |
1.2594 |
|
| S4 |
1.2433 |
1.2466 |
1.2579 |
|
|
| 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 |
1.2763 |
1.2565 |
0.0198 |
1.6% |
0.0061 |
0.5% |
22% |
False |
True |
262 |
| 10 |
1.2810 |
1.2565 |
0.0245 |
1.9% |
0.0059 |
0.5% |
18% |
False |
True |
203 |
| 20 |
1.2850 |
1.2565 |
0.0285 |
2.3% |
0.0059 |
0.5% |
15% |
False |
True |
171 |
| 40 |
1.2851 |
1.2438 |
0.0413 |
3.3% |
0.0060 |
0.5% |
41% |
False |
False |
117 |
| 60 |
1.2920 |
1.2438 |
0.0482 |
3.8% |
0.0052 |
0.4% |
35% |
False |
False |
86 |
| 80 |
1.2920 |
1.2438 |
0.0482 |
3.8% |
0.0044 |
0.3% |
35% |
False |
False |
65 |
| 100 |
1.2920 |
1.2088 |
0.0832 |
6.6% |
0.0040 |
0.3% |
63% |
False |
False |
53 |
| 120 |
1.2920 |
1.1980 |
0.0940 |
7.5% |
0.0035 |
0.3% |
67% |
False |
False |
45 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.2854 |
|
2.618 |
1.2764 |
|
1.618 |
1.2709 |
|
1.000 |
1.2675 |
|
0.618 |
1.2654 |
|
HIGH |
1.2620 |
|
0.618 |
1.2599 |
|
0.500 |
1.2593 |
|
0.382 |
1.2586 |
|
LOW |
1.2565 |
|
0.618 |
1.2531 |
|
1.000 |
1.2510 |
|
1.618 |
1.2476 |
|
2.618 |
1.2421 |
|
4.250 |
1.2331 |
|
|
| Fisher Pivots for day following 20-Aug-2012 |
| Pivot |
1 day |
3 day |
| R1 |
1.2604 |
1.2621 |
| PP |
1.2598 |
1.2617 |
| S1 |
1.2593 |
1.2613 |
|