CME Japanese Yen Future December 2012
| Trading Metrics calculated at close of trading on 28-Aug-2012 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
27-Aug-2012 |
28-Aug-2012 |
Change |
Change % |
Previous Week |
| Open |
1.2722 |
1.2714 |
-0.0008 |
-0.1% |
1.2579 |
| High |
1.2724 |
1.2756 |
0.0032 |
0.3% |
1.2788 |
| Low |
1.2698 |
1.2714 |
0.0016 |
0.1% |
1.2565 |
| Close |
1.2709 |
1.2748 |
0.0039 |
0.3% |
1.2718 |
| Range |
0.0026 |
0.0042 |
0.0016 |
61.5% |
0.0223 |
| ATR |
0.0064 |
0.0063 |
-0.0001 |
-1.9% |
0.0000 |
| Volume |
339 |
131 |
-208 |
-61.4% |
1,955 |
|
| Daily Pivots for day following 28-Aug-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.2865 |
1.2849 |
1.2771 |
|
| R3 |
1.2823 |
1.2807 |
1.2760 |
|
| R2 |
1.2781 |
1.2781 |
1.2756 |
|
| R1 |
1.2765 |
1.2765 |
1.2752 |
1.2773 |
| PP |
1.2739 |
1.2739 |
1.2739 |
1.2744 |
| S1 |
1.2723 |
1.2723 |
1.2744 |
1.2731 |
| S2 |
1.2697 |
1.2697 |
1.2740 |
|
| S3 |
1.2655 |
1.2681 |
1.2736 |
|
| S4 |
1.2613 |
1.2639 |
1.2725 |
|
|
| 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 |
1.2614 |
0.0174 |
1.4% |
0.0064 |
0.5% |
77% |
False |
False |
408 |
| 10 |
1.2788 |
1.2565 |
0.0223 |
1.7% |
0.0060 |
0.5% |
82% |
False |
False |
341 |
| 20 |
1.2848 |
1.2565 |
0.0283 |
2.2% |
0.0062 |
0.5% |
65% |
False |
False |
245 |
| 40 |
1.2851 |
1.2516 |
0.0335 |
2.6% |
0.0059 |
0.5% |
69% |
False |
False |
164 |
| 60 |
1.2851 |
1.2438 |
0.0413 |
3.2% |
0.0055 |
0.4% |
75% |
False |
False |
121 |
| 80 |
1.2920 |
1.2438 |
0.0482 |
3.8% |
0.0048 |
0.4% |
64% |
False |
False |
92 |
| 100 |
1.2920 |
1.2288 |
0.0632 |
5.0% |
0.0043 |
0.3% |
73% |
False |
False |
75 |
| 120 |
1.2920 |
1.1980 |
0.0940 |
7.4% |
0.0038 |
0.3% |
82% |
False |
False |
63 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.2935 |
|
2.618 |
1.2866 |
|
1.618 |
1.2824 |
|
1.000 |
1.2798 |
|
0.618 |
1.2782 |
|
HIGH |
1.2756 |
|
0.618 |
1.2740 |
|
0.500 |
1.2735 |
|
0.382 |
1.2730 |
|
LOW |
1.2714 |
|
0.618 |
1.2688 |
|
1.000 |
1.2672 |
|
1.618 |
1.2646 |
|
2.618 |
1.2604 |
|
4.250 |
1.2536 |
|
|
| Fisher Pivots for day following 28-Aug-2012 |
| Pivot |
1 day |
3 day |
| R1 |
1.2744 |
1.2741 |
| PP |
1.2739 |
1.2734 |
| S1 |
1.2735 |
1.2727 |
|