CME Japanese Yen Future December 2012
| Trading Metrics calculated at close of trading on 24-Aug-2012 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
23-Aug-2012 |
24-Aug-2012 |
Change |
Change % |
Previous Week |
| Open |
1.2736 |
1.2746 |
0.0010 |
0.1% |
1.2579 |
| High |
1.2766 |
1.2756 |
-0.0010 |
-0.1% |
1.2788 |
| Low |
1.2725 |
1.2718 |
-0.0007 |
-0.1% |
1.2565 |
| Close |
1.2759 |
1.2718 |
-0.0041 |
-0.3% |
1.2718 |
| Range |
0.0041 |
0.0038 |
-0.0003 |
-7.3% |
0.0223 |
| ATR |
0.0069 |
0.0067 |
-0.0002 |
-2.9% |
0.0000 |
| Volume |
761 |
299 |
-462 |
-60.7% |
1,955 |
|
| Daily Pivots for day following 24-Aug-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.2845 |
1.2819 |
1.2739 |
|
| R3 |
1.2807 |
1.2781 |
1.2728 |
|
| R2 |
1.2769 |
1.2769 |
1.2725 |
|
| R1 |
1.2743 |
1.2743 |
1.2721 |
1.2737 |
| PP |
1.2731 |
1.2731 |
1.2731 |
1.2728 |
| S1 |
1.2705 |
1.2705 |
1.2715 |
1.2699 |
| S2 |
1.2693 |
1.2693 |
1.2711 |
|
| S3 |
1.2655 |
1.2667 |
1.2708 |
|
| S4 |
1.2617 |
1.2629 |
1.2697 |
|
|
| Weekly Pivots for week ending 24-Aug-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.3359 |
1.3262 |
1.2841 |
|
| R3 |
1.3136 |
1.3039 |
1.2779 |
|
| R2 |
1.2913 |
1.2913 |
1.2759 |
|
| R1 |
1.2816 |
1.2816 |
1.2738 |
1.2865 |
| PP |
1.2690 |
1.2690 |
1.2690 |
1.2715 |
| S1 |
1.2593 |
1.2593 |
1.2698 |
1.2642 |
| S2 |
1.2467 |
1.2467 |
1.2677 |
|
| S3 |
1.2244 |
1.2370 |
1.2657 |
|
| S4 |
1.2021 |
1.2147 |
1.2595 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1.2788 |
1.2565 |
0.0223 |
1.8% |
0.0070 |
0.5% |
69% |
False |
False |
391 |
| 10 |
1.2806 |
1.2565 |
0.0241 |
1.9% |
0.0063 |
0.5% |
63% |
False |
False |
326 |
| 20 |
1.2848 |
1.2565 |
0.0283 |
2.2% |
0.0063 |
0.5% |
54% |
False |
False |
234 |
| 40 |
1.2851 |
1.2516 |
0.0335 |
2.6% |
0.0062 |
0.5% |
60% |
False |
False |
158 |
| 60 |
1.2920 |
1.2438 |
0.0482 |
3.8% |
0.0056 |
0.4% |
58% |
False |
False |
114 |
| 80 |
1.2920 |
1.2438 |
0.0482 |
3.8% |
0.0048 |
0.4% |
58% |
False |
False |
87 |
| 100 |
1.2920 |
1.2183 |
0.0737 |
5.8% |
0.0043 |
0.3% |
73% |
False |
False |
71 |
| 120 |
1.2920 |
1.1980 |
0.0940 |
7.4% |
0.0037 |
0.3% |
79% |
False |
False |
60 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.2918 |
|
2.618 |
1.2855 |
|
1.618 |
1.2817 |
|
1.000 |
1.2794 |
|
0.618 |
1.2779 |
|
HIGH |
1.2756 |
|
0.618 |
1.2741 |
|
0.500 |
1.2737 |
|
0.382 |
1.2733 |
|
LOW |
1.2718 |
|
0.618 |
1.2695 |
|
1.000 |
1.2680 |
|
1.618 |
1.2657 |
|
2.618 |
1.2619 |
|
4.250 |
1.2557 |
|
|
| Fisher Pivots for day following 24-Aug-2012 |
| Pivot |
1 day |
3 day |
| R1 |
1.2737 |
1.2712 |
| PP |
1.2731 |
1.2707 |
| S1 |
1.2724 |
1.2701 |
|