CME Japanese Yen Future December 2012
| Trading Metrics calculated at close of trading on 27-Aug-2012 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
24-Aug-2012 |
27-Aug-2012 |
Change |
Change % |
Previous Week |
| Open |
1.2746 |
1.2722 |
-0.0024 |
-0.2% |
1.2579 |
| High |
1.2756 |
1.2724 |
-0.0032 |
-0.3% |
1.2788 |
| Low |
1.2718 |
1.2698 |
-0.0020 |
-0.2% |
1.2565 |
| Close |
1.2718 |
1.2709 |
-0.0009 |
-0.1% |
1.2718 |
| Range |
0.0038 |
0.0026 |
-0.0012 |
-31.6% |
0.0223 |
| ATR |
0.0067 |
0.0064 |
-0.0003 |
-4.4% |
0.0000 |
| Volume |
299 |
339 |
40 |
13.4% |
1,955 |
|
| Daily Pivots for day following 27-Aug-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.2788 |
1.2775 |
1.2723 |
|
| R3 |
1.2762 |
1.2749 |
1.2716 |
|
| R2 |
1.2736 |
1.2736 |
1.2714 |
|
| R1 |
1.2723 |
1.2723 |
1.2711 |
1.2717 |
| PP |
1.2710 |
1.2710 |
1.2710 |
1.2707 |
| S1 |
1.2697 |
1.2697 |
1.2707 |
1.2691 |
| S2 |
1.2684 |
1.2684 |
1.2704 |
|
| S3 |
1.2658 |
1.2671 |
1.2702 |
|
| S4 |
1.2632 |
1.2645 |
1.2695 |
|
|
| 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 |
1.2595 |
0.0193 |
1.5% |
0.0064 |
0.5% |
59% |
False |
False |
411 |
| 10 |
1.2788 |
1.2565 |
0.0223 |
1.8% |
0.0063 |
0.5% |
65% |
False |
False |
336 |
| 20 |
1.2848 |
1.2565 |
0.0283 |
2.2% |
0.0062 |
0.5% |
51% |
False |
False |
242 |
| 40 |
1.2851 |
1.2516 |
0.0335 |
2.6% |
0.0060 |
0.5% |
58% |
False |
False |
165 |
| 60 |
1.2859 |
1.2438 |
0.0421 |
3.3% |
0.0055 |
0.4% |
64% |
False |
False |
119 |
| 80 |
1.2920 |
1.2438 |
0.0482 |
3.8% |
0.0048 |
0.4% |
56% |
False |
False |
91 |
| 100 |
1.2920 |
1.2288 |
0.0632 |
5.0% |
0.0042 |
0.3% |
67% |
False |
False |
74 |
| 120 |
1.2920 |
1.1980 |
0.0940 |
7.4% |
0.0037 |
0.3% |
78% |
False |
False |
62 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.2835 |
|
2.618 |
1.2792 |
|
1.618 |
1.2766 |
|
1.000 |
1.2750 |
|
0.618 |
1.2740 |
|
HIGH |
1.2724 |
|
0.618 |
1.2714 |
|
0.500 |
1.2711 |
|
0.382 |
1.2708 |
|
LOW |
1.2698 |
|
0.618 |
1.2682 |
|
1.000 |
1.2672 |
|
1.618 |
1.2656 |
|
2.618 |
1.2630 |
|
4.250 |
1.2588 |
|
|
| Fisher Pivots for day following 27-Aug-2012 |
| Pivot |
1 day |
3 day |
| R1 |
1.2711 |
1.2732 |
| PP |
1.2710 |
1.2724 |
| S1 |
1.2710 |
1.2717 |
|