CME Japanese Yen Future December 2012
Trading Metrics calculated at close of trading on 04-Sep-2012 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
31-Aug-2012 |
04-Sep-2012 |
Change |
Change % |
Previous Week |
Open |
1.2730 |
1.2776 |
0.0046 |
0.4% |
1.2722 |
High |
1.2804 |
1.2800 |
-0.0004 |
0.0% |
1.2804 |
Low |
1.2729 |
1.2757 |
0.0028 |
0.2% |
1.2698 |
Close |
1.2778 |
1.2759 |
-0.0019 |
-0.1% |
1.2778 |
Range |
0.0075 |
0.0043 |
-0.0032 |
-42.7% |
0.0106 |
ATR |
0.0061 |
0.0060 |
-0.0001 |
-2.1% |
0.0000 |
Volume |
1,428 |
7,266 |
5,838 |
408.8% |
2,978 |
|
Daily Pivots for day following 04-Sep-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1.2901 |
1.2873 |
1.2783 |
|
R3 |
1.2858 |
1.2830 |
1.2771 |
|
R2 |
1.2815 |
1.2815 |
1.2767 |
|
R1 |
1.2787 |
1.2787 |
1.2763 |
1.2780 |
PP |
1.2772 |
1.2772 |
1.2772 |
1.2768 |
S1 |
1.2744 |
1.2744 |
1.2755 |
1.2737 |
S2 |
1.2729 |
1.2729 |
1.2751 |
|
S3 |
1.2686 |
1.2701 |
1.2747 |
|
S4 |
1.2643 |
1.2658 |
1.2735 |
|
|
Weekly Pivots for week ending 31-Aug-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1.3078 |
1.3034 |
1.2836 |
|
R3 |
1.2972 |
1.2928 |
1.2807 |
|
R2 |
1.2866 |
1.2866 |
1.2797 |
|
R1 |
1.2822 |
1.2822 |
1.2788 |
1.2844 |
PP |
1.2760 |
1.2760 |
1.2760 |
1.2771 |
S1 |
1.2716 |
1.2716 |
1.2768 |
1.2738 |
S2 |
1.2654 |
1.2654 |
1.2759 |
|
S3 |
1.2548 |
1.2610 |
1.2749 |
|
S4 |
1.2442 |
1.2504 |
1.2720 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
1.2804 |
1.2705 |
0.0099 |
0.8% |
0.0048 |
0.4% |
55% |
False |
False |
1,981 |
10 |
1.2804 |
1.2595 |
0.0209 |
1.6% |
0.0056 |
0.4% |
78% |
False |
False |
1,196 |
20 |
1.2810 |
1.2565 |
0.0245 |
1.9% |
0.0058 |
0.5% |
79% |
False |
False |
699 |
40 |
1.2851 |
1.2539 |
0.0312 |
2.4% |
0.0060 |
0.5% |
71% |
False |
False |
401 |
60 |
1.2851 |
1.2438 |
0.0413 |
3.2% |
0.0057 |
0.4% |
78% |
False |
False |
283 |
80 |
1.2920 |
1.2438 |
0.0482 |
3.8% |
0.0049 |
0.4% |
67% |
False |
False |
215 |
100 |
1.2920 |
1.2298 |
0.0622 |
4.9% |
0.0042 |
0.3% |
74% |
False |
False |
172 |
120 |
1.2920 |
1.1980 |
0.0940 |
7.4% |
0.0039 |
0.3% |
83% |
False |
False |
144 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
1.2983 |
2.618 |
1.2913 |
1.618 |
1.2870 |
1.000 |
1.2843 |
0.618 |
1.2827 |
HIGH |
1.2800 |
0.618 |
1.2784 |
0.500 |
1.2779 |
0.382 |
1.2773 |
LOW |
1.2757 |
0.618 |
1.2730 |
1.000 |
1.2714 |
1.618 |
1.2687 |
2.618 |
1.2644 |
4.250 |
1.2574 |
|
|
Fisher Pivots for day following 04-Sep-2012 |
Pivot |
1 day |
3 day |
R1 |
1.2779 |
1.2760 |
PP |
1.2772 |
1.2759 |
S1 |
1.2766 |
1.2759 |
|