CME Japanese Yen Future September 2012
| Trading Metrics calculated at close of trading on 12-Jul-2012 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
11-Jul-2012 |
12-Jul-2012 |
Change |
Change % |
Previous Week |
| Open |
1.2601 |
1.2553 |
-0.0048 |
-0.4% |
1.2528 |
| High |
1.2647 |
1.2641 |
-0.0006 |
0.0% |
1.2624 |
| Low |
1.2542 |
1.2514 |
-0.0028 |
-0.2% |
1.2492 |
| Close |
1.2565 |
1.2619 |
0.0054 |
0.4% |
1.2566 |
| Range |
0.0105 |
0.0127 |
0.0022 |
21.0% |
0.0132 |
| ATR |
0.0096 |
0.0099 |
0.0002 |
2.3% |
0.0000 |
| Volume |
75,919 |
76,152 |
233 |
0.3% |
154,067 |
|
| Daily Pivots for day following 12-Jul-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.2972 |
1.2923 |
1.2689 |
|
| R3 |
1.2845 |
1.2796 |
1.2654 |
|
| R2 |
1.2718 |
1.2718 |
1.2642 |
|
| R1 |
1.2669 |
1.2669 |
1.2631 |
1.2694 |
| PP |
1.2591 |
1.2591 |
1.2591 |
1.2604 |
| S1 |
1.2542 |
1.2542 |
1.2607 |
1.2567 |
| S2 |
1.2464 |
1.2464 |
1.2596 |
|
| S3 |
1.2337 |
1.2415 |
1.2584 |
|
| S4 |
1.2210 |
1.2288 |
1.2549 |
|
|
| 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 |
1.2647 |
1.2508 |
0.0139 |
1.1% |
0.0093 |
0.7% |
80% |
False |
False |
67,317 |
| 10 |
1.2653 |
1.2492 |
0.0161 |
1.3% |
0.0097 |
0.8% |
79% |
False |
False |
58,356 |
| 20 |
1.2737 |
1.2416 |
0.0321 |
2.5% |
0.0103 |
0.8% |
63% |
False |
False |
63,871 |
| 40 |
1.2895 |
1.2416 |
0.0479 |
3.8% |
0.0099 |
0.8% |
42% |
False |
False |
35,068 |
| 60 |
1.2895 |
1.2252 |
0.0643 |
5.1% |
0.0089 |
0.7% |
57% |
False |
False |
23,413 |
| 80 |
1.2895 |
1.1927 |
0.0968 |
7.7% |
0.0091 |
0.7% |
71% |
False |
False |
17,574 |
| 100 |
1.2895 |
1.1915 |
0.0980 |
7.8% |
0.0081 |
0.6% |
72% |
False |
False |
14,061 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.3181 |
|
2.618 |
1.2973 |
|
1.618 |
1.2846 |
|
1.000 |
1.2768 |
|
0.618 |
1.2719 |
|
HIGH |
1.2641 |
|
0.618 |
1.2592 |
|
0.500 |
1.2578 |
|
0.382 |
1.2563 |
|
LOW |
1.2514 |
|
0.618 |
1.2436 |
|
1.000 |
1.2387 |
|
1.618 |
1.2309 |
|
2.618 |
1.2182 |
|
4.250 |
1.1974 |
|
|
| Fisher Pivots for day following 12-Jul-2012 |
| Pivot |
1 day |
3 day |
| R1 |
1.2605 |
1.2606 |
| PP |
1.2591 |
1.2593 |
| S1 |
1.2578 |
1.2581 |
|