CME Japanese Yen Future December 2012
| Trading Metrics calculated at close of trading on 21-Aug-2012 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
20-Aug-2012 |
21-Aug-2012 |
Change |
Change % |
Previous Week |
| Open |
1.2579 |
1.2612 |
0.0033 |
0.3% |
1.2793 |
| High |
1.2620 |
1.2636 |
0.0016 |
0.1% |
1.2806 |
| Low |
1.2565 |
1.2595 |
0.0030 |
0.2% |
1.2583 |
| Close |
1.2609 |
1.2632 |
0.0023 |
0.2% |
1.2586 |
| Range |
0.0055 |
0.0041 |
-0.0014 |
-25.5% |
0.0223 |
| ATR |
0.0065 |
0.0063 |
-0.0002 |
-2.6% |
0.0000 |
| Volume |
238 |
146 |
-92 |
-38.7% |
1,310 |
|
| Daily Pivots for day following 21-Aug-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.2744 |
1.2729 |
1.2655 |
|
| R3 |
1.2703 |
1.2688 |
1.2643 |
|
| R2 |
1.2662 |
1.2662 |
1.2640 |
|
| R1 |
1.2647 |
1.2647 |
1.2636 |
1.2655 |
| PP |
1.2621 |
1.2621 |
1.2621 |
1.2625 |
| S1 |
1.2606 |
1.2606 |
1.2628 |
1.2614 |
| S2 |
1.2580 |
1.2580 |
1.2624 |
|
| S3 |
1.2539 |
1.2565 |
1.2621 |
|
| S4 |
1.2498 |
1.2524 |
1.2609 |
|
|
| 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 |
1.2738 |
1.2565 |
0.0173 |
1.4% |
0.0055 |
0.4% |
39% |
False |
False |
273 |
| 10 |
1.2810 |
1.2565 |
0.0245 |
1.9% |
0.0055 |
0.4% |
27% |
False |
False |
212 |
| 20 |
1.2850 |
1.2565 |
0.0285 |
2.3% |
0.0059 |
0.5% |
24% |
False |
False |
170 |
| 40 |
1.2851 |
1.2516 |
0.0335 |
2.7% |
0.0057 |
0.5% |
35% |
False |
False |
120 |
| 60 |
1.2920 |
1.2438 |
0.0482 |
3.8% |
0.0053 |
0.4% |
40% |
False |
False |
88 |
| 80 |
1.2920 |
1.2438 |
0.0482 |
3.8% |
0.0045 |
0.4% |
40% |
False |
False |
67 |
| 100 |
1.2920 |
1.2088 |
0.0832 |
6.6% |
0.0040 |
0.3% |
65% |
False |
False |
55 |
| 120 |
1.2920 |
1.1980 |
0.0940 |
7.4% |
0.0035 |
0.3% |
69% |
False |
False |
46 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.2810 |
|
2.618 |
1.2743 |
|
1.618 |
1.2702 |
|
1.000 |
1.2677 |
|
0.618 |
1.2661 |
|
HIGH |
1.2636 |
|
0.618 |
1.2620 |
|
0.500 |
1.2616 |
|
0.382 |
1.2611 |
|
LOW |
1.2595 |
|
0.618 |
1.2570 |
|
1.000 |
1.2554 |
|
1.618 |
1.2529 |
|
2.618 |
1.2488 |
|
4.250 |
1.2421 |
|
|
| Fisher Pivots for day following 21-Aug-2012 |
| Pivot |
1 day |
3 day |
| R1 |
1.2627 |
1.2622 |
| PP |
1.2621 |
1.2611 |
| S1 |
1.2616 |
1.2601 |
|