CME Japanese Yen Future September 2012
| Trading Metrics calculated at close of trading on 06-Jul-2012 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
05-Jul-2012 |
06-Jul-2012 |
Change |
Change % |
Previous Week |
| Open |
1.2549 |
1.2524 |
-0.0025 |
-0.2% |
1.2528 |
| High |
1.2581 |
1.2623 |
0.0042 |
0.3% |
1.2624 |
| Low |
1.2492 |
1.2508 |
0.0016 |
0.1% |
1.2492 |
| Close |
1.2527 |
1.2566 |
0.0039 |
0.3% |
1.2566 |
| Range |
0.0089 |
0.0115 |
0.0026 |
29.2% |
0.0132 |
| ATR |
0.0101 |
0.0102 |
0.0001 |
1.0% |
0.0000 |
| Volume |
212 |
81,731 |
81,519 |
38,452.4% |
154,067 |
|
| Daily Pivots for day following 06-Jul-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.2911 |
1.2853 |
1.2629 |
|
| R3 |
1.2796 |
1.2738 |
1.2598 |
|
| R2 |
1.2681 |
1.2681 |
1.2587 |
|
| R1 |
1.2623 |
1.2623 |
1.2577 |
1.2652 |
| PP |
1.2566 |
1.2566 |
1.2566 |
1.2580 |
| S1 |
1.2508 |
1.2508 |
1.2555 |
1.2537 |
| S2 |
1.2451 |
1.2451 |
1.2545 |
|
| S3 |
1.2336 |
1.2393 |
1.2534 |
|
| S4 |
1.2221 |
1.2278 |
1.2503 |
|
|
| Weekly Pivots for week ending 06-Jul-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.2957 |
1.2893 |
1.2639 |
|
| R3 |
1.2825 |
1.2761 |
1.2602 |
|
| R2 |
1.2693 |
1.2693 |
1.2590 |
|
| R1 |
1.2629 |
1.2629 |
1.2578 |
1.2661 |
| PP |
1.2561 |
1.2561 |
1.2561 |
1.2577 |
| S1 |
1.2497 |
1.2497 |
1.2554 |
1.2529 |
| S2 |
1.2429 |
1.2429 |
1.2542 |
|
| S3 |
1.2297 |
1.2365 |
1.2530 |
|
| S4 |
1.2165 |
1.2233 |
1.2493 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1.2653 |
1.2492 |
0.0161 |
1.3% |
0.0107 |
0.8% |
46% |
False |
False |
52,808 |
| 10 |
1.2653 |
1.2416 |
0.0237 |
1.9% |
0.0106 |
0.8% |
63% |
False |
False |
59,628 |
| 20 |
1.2737 |
1.2416 |
0.0321 |
2.6% |
0.0101 |
0.8% |
47% |
False |
False |
56,329 |
| 40 |
1.2895 |
1.2416 |
0.0479 |
3.8% |
0.0096 |
0.8% |
31% |
False |
False |
28,712 |
| 60 |
1.2895 |
1.2252 |
0.0643 |
5.1% |
0.0087 |
0.7% |
49% |
False |
False |
19,168 |
| 80 |
1.2895 |
1.1915 |
0.0980 |
7.8% |
0.0090 |
0.7% |
66% |
False |
False |
14,389 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.3112 |
|
2.618 |
1.2924 |
|
1.618 |
1.2809 |
|
1.000 |
1.2738 |
|
0.618 |
1.2694 |
|
HIGH |
1.2623 |
|
0.618 |
1.2579 |
|
0.500 |
1.2566 |
|
0.382 |
1.2552 |
|
LOW |
1.2508 |
|
0.618 |
1.2437 |
|
1.000 |
1.2393 |
|
1.618 |
1.2322 |
|
2.618 |
1.2207 |
|
4.250 |
1.2019 |
|
|
| Fisher Pivots for day following 06-Jul-2012 |
| Pivot |
1 day |
3 day |
| R1 |
1.2566 |
1.2563 |
| PP |
1.2566 |
1.2560 |
| S1 |
1.2566 |
1.2558 |
|