CME Japanese Yen Future March 2013
| Trading Metrics calculated at close of trading on 31-Aug-2012 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
30-Aug-2012 |
31-Aug-2012 |
Change |
Change % |
Previous Week |
| Open |
1.2746 |
1.2794 |
0.0048 |
0.4% |
1.2726 |
| High |
1.2746 |
1.2794 |
0.0048 |
0.4% |
1.2794 |
| Low |
1.2746 |
1.2792 |
0.0046 |
0.4% |
1.2726 |
| Close |
1.2746 |
1.2793 |
0.0047 |
0.4% |
1.2793 |
| Range |
0.0000 |
0.0002 |
0.0002 |
|
0.0068 |
| ATR |
0.0039 |
0.0040 |
0.0001 |
1.6% |
0.0000 |
| Volume |
19 |
19 |
0 |
0.0% |
95 |
|
| Daily Pivots for day following 31-Aug-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.2799 |
1.2798 |
1.2794 |
|
| R3 |
1.2797 |
1.2796 |
1.2794 |
|
| R2 |
1.2795 |
1.2795 |
1.2793 |
|
| R1 |
1.2794 |
1.2794 |
1.2793 |
1.2794 |
| PP |
1.2793 |
1.2793 |
1.2793 |
1.2793 |
| S1 |
1.2792 |
1.2792 |
1.2793 |
1.2792 |
| S2 |
1.2791 |
1.2791 |
1.2793 |
|
| S3 |
1.2789 |
1.2790 |
1.2792 |
|
| S4 |
1.2787 |
1.2788 |
1.2792 |
|
|
| Weekly Pivots for week ending 31-Aug-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.2975 |
1.2952 |
1.2830 |
|
| R3 |
1.2907 |
1.2884 |
1.2812 |
|
| R2 |
1.2839 |
1.2839 |
1.2805 |
|
| R1 |
1.2816 |
1.2816 |
1.2799 |
1.2828 |
| PP |
1.2771 |
1.2771 |
1.2771 |
1.2777 |
| S1 |
1.2748 |
1.2748 |
1.2787 |
1.2760 |
| S2 |
1.2703 |
1.2703 |
1.2781 |
|
| S3 |
1.2635 |
1.2680 |
1.2774 |
|
| S4 |
1.2567 |
1.2612 |
1.2756 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1.2794 |
1.2726 |
0.0068 |
0.5% |
0.0000 |
0.0% |
99% |
True |
False |
19 |
| 10 |
1.2794 |
1.2627 |
0.0167 |
1.3% |
0.0017 |
0.1% |
99% |
True |
False |
12 |
| 20 |
1.2822 |
1.2605 |
0.0217 |
1.7% |
0.0012 |
0.1% |
87% |
False |
False |
9 |
| 40 |
1.2844 |
1.2601 |
0.0243 |
1.9% |
0.0009 |
0.1% |
79% |
False |
False |
5 |
| 60 |
1.2844 |
1.2476 |
0.0368 |
2.9% |
0.0011 |
0.1% |
86% |
False |
False |
4 |
| 80 |
1.2875 |
1.2476 |
0.0399 |
3.1% |
0.0009 |
0.1% |
79% |
False |
False |
4 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.2803 |
|
2.618 |
1.2799 |
|
1.618 |
1.2797 |
|
1.000 |
1.2796 |
|
0.618 |
1.2795 |
|
HIGH |
1.2794 |
|
0.618 |
1.2793 |
|
0.500 |
1.2793 |
|
0.382 |
1.2793 |
|
LOW |
1.2792 |
|
0.618 |
1.2791 |
|
1.000 |
1.2790 |
|
1.618 |
1.2789 |
|
2.618 |
1.2787 |
|
4.250 |
1.2784 |
|
|
| Fisher Pivots for day following 31-Aug-2012 |
| Pivot |
1 day |
3 day |
| R1 |
1.2793 |
1.2784 |
| PP |
1.2793 |
1.2775 |
| S1 |
1.2793 |
1.2766 |
|