CME Japanese Yen Future December 2012
| Trading Metrics calculated at close of trading on 30-Aug-2012 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
29-Aug-2012 |
30-Aug-2012 |
Change |
Change % |
Previous Week |
| Open |
1.2736 |
1.2715 |
-0.0021 |
-0.2% |
1.2579 |
| High |
1.2750 |
1.2752 |
0.0002 |
0.0% |
1.2788 |
| Low |
1.2705 |
1.2715 |
0.0010 |
0.1% |
1.2565 |
| Close |
1.2721 |
1.2729 |
0.0008 |
0.1% |
1.2718 |
| Range |
0.0045 |
0.0037 |
-0.0008 |
-17.8% |
0.0223 |
| ATR |
0.0062 |
0.0060 |
-0.0002 |
-2.9% |
0.0000 |
| Volume |
870 |
210 |
-660 |
-75.9% |
1,955 |
|
| Daily Pivots for day following 30-Aug-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.2843 |
1.2823 |
1.2749 |
|
| R3 |
1.2806 |
1.2786 |
1.2739 |
|
| R2 |
1.2769 |
1.2769 |
1.2736 |
|
| R1 |
1.2749 |
1.2749 |
1.2732 |
1.2759 |
| PP |
1.2732 |
1.2732 |
1.2732 |
1.2737 |
| S1 |
1.2712 |
1.2712 |
1.2726 |
1.2722 |
| S2 |
1.2695 |
1.2695 |
1.2722 |
|
| S3 |
1.2658 |
1.2675 |
1.2719 |
|
| S4 |
1.2621 |
1.2638 |
1.2709 |
|
|
| 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 |
1.2756 |
1.2698 |
0.0058 |
0.5% |
0.0038 |
0.3% |
53% |
False |
False |
369 |
| 10 |
1.2788 |
1.2565 |
0.0223 |
1.8% |
0.0055 |
0.4% |
74% |
False |
False |
381 |
| 20 |
1.2825 |
1.2565 |
0.0260 |
2.0% |
0.0059 |
0.5% |
63% |
False |
False |
287 |
| 40 |
1.2851 |
1.2539 |
0.0312 |
2.5% |
0.0058 |
0.5% |
61% |
False |
False |
188 |
| 60 |
1.2851 |
1.2438 |
0.0413 |
3.2% |
0.0056 |
0.4% |
70% |
False |
False |
138 |
| 80 |
1.2920 |
1.2438 |
0.0482 |
3.8% |
0.0048 |
0.4% |
60% |
False |
False |
106 |
| 100 |
1.2920 |
1.2298 |
0.0622 |
4.9% |
0.0042 |
0.3% |
69% |
False |
False |
86 |
| 120 |
1.2920 |
1.1980 |
0.0940 |
7.4% |
0.0038 |
0.3% |
80% |
False |
False |
72 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.2909 |
|
2.618 |
1.2849 |
|
1.618 |
1.2812 |
|
1.000 |
1.2789 |
|
0.618 |
1.2775 |
|
HIGH |
1.2752 |
|
0.618 |
1.2738 |
|
0.500 |
1.2734 |
|
0.382 |
1.2729 |
|
LOW |
1.2715 |
|
0.618 |
1.2692 |
|
1.000 |
1.2678 |
|
1.618 |
1.2655 |
|
2.618 |
1.2618 |
|
4.250 |
1.2558 |
|
|
| Fisher Pivots for day following 30-Aug-2012 |
| Pivot |
1 day |
3 day |
| R1 |
1.2734 |
1.2731 |
| PP |
1.2732 |
1.2730 |
| S1 |
1.2731 |
1.2730 |
|