CME Japanese Yen Future March 2013
| Trading Metrics calculated at close of trading on 10-Aug-2012 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
09-Aug-2012 |
10-Aug-2012 |
Change |
Change % |
Previous Week |
| Open |
1.2788 |
1.2820 |
0.0032 |
0.3% |
1.2822 |
| High |
1.2788 |
1.2820 |
0.0032 |
0.3% |
1.2822 |
| Low |
1.2754 |
1.2819 |
0.0065 |
0.5% |
1.2754 |
| Close |
1.2764 |
1.2819 |
0.0055 |
0.4% |
1.2819 |
| Range |
0.0034 |
0.0001 |
-0.0033 |
-97.1% |
0.0068 |
| ATR |
0.0043 |
0.0044 |
0.0001 |
2.2% |
0.0000 |
| Volume |
11 |
4 |
-7 |
-63.6% |
48 |
|
| Daily Pivots for day following 10-Aug-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.2822 |
1.2822 |
1.2820 |
|
| R3 |
1.2821 |
1.2821 |
1.2819 |
|
| R2 |
1.2820 |
1.2820 |
1.2819 |
|
| R1 |
1.2820 |
1.2820 |
1.2819 |
1.2820 |
| PP |
1.2819 |
1.2819 |
1.2819 |
1.2819 |
| S1 |
1.2819 |
1.2819 |
1.2819 |
1.2819 |
| S2 |
1.2818 |
1.2818 |
1.2819 |
|
| S3 |
1.2817 |
1.2818 |
1.2819 |
|
| S4 |
1.2816 |
1.2817 |
1.2818 |
|
|
| Weekly Pivots for week ending 10-Aug-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.3002 |
1.2979 |
1.2856 |
|
| R3 |
1.2934 |
1.2911 |
1.2838 |
|
| R2 |
1.2866 |
1.2866 |
1.2831 |
|
| R1 |
1.2843 |
1.2843 |
1.2825 |
1.2821 |
| PP |
1.2798 |
1.2798 |
1.2798 |
1.2787 |
| S1 |
1.2775 |
1.2775 |
1.2813 |
1.2753 |
| S2 |
1.2730 |
1.2730 |
1.2807 |
|
| S3 |
1.2662 |
1.2707 |
1.2800 |
|
| S4 |
1.2594 |
1.2639 |
1.2782 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1.2822 |
1.2754 |
0.0068 |
0.5% |
0.0007 |
0.1% |
96% |
False |
False |
9 |
| 10 |
1.2839 |
1.2753 |
0.0086 |
0.7% |
0.0004 |
0.0% |
77% |
False |
False |
5 |
| 20 |
1.2844 |
1.2682 |
0.0162 |
1.3% |
0.0005 |
0.0% |
85% |
False |
False |
4 |
| 40 |
1.2844 |
1.2476 |
0.0368 |
2.9% |
0.0012 |
0.1% |
93% |
False |
False |
3 |
| 60 |
1.2875 |
1.2476 |
0.0399 |
3.1% |
0.0008 |
0.1% |
86% |
False |
False |
3 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.2824 |
|
2.618 |
1.2823 |
|
1.618 |
1.2822 |
|
1.000 |
1.2821 |
|
0.618 |
1.2821 |
|
HIGH |
1.2820 |
|
0.618 |
1.2820 |
|
0.500 |
1.2820 |
|
0.382 |
1.2819 |
|
LOW |
1.2819 |
|
0.618 |
1.2818 |
|
1.000 |
1.2818 |
|
1.618 |
1.2817 |
|
2.618 |
1.2816 |
|
4.250 |
1.2815 |
|
|
| Fisher Pivots for day following 10-Aug-2012 |
| Pivot |
1 day |
3 day |
| R1 |
1.2820 |
1.2808 |
| PP |
1.2819 |
1.2798 |
| S1 |
1.2819 |
1.2787 |
|