CME Japanese Yen Future September 2012
| Trading Metrics calculated at close of trading on 18-Jul-2012 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
17-Jul-2012 |
18-Jul-2012 |
Change |
Change % |
Previous Week |
| Open |
1.2685 |
1.2655 |
-0.0030 |
-0.2% |
1.2561 |
| High |
1.2701 |
1.2706 |
0.0005 |
0.0% |
1.2665 |
| Low |
1.2639 |
1.2642 |
0.0003 |
0.0% |
1.2514 |
| Close |
1.2651 |
1.2700 |
0.0049 |
0.4% |
1.2624 |
| Range |
0.0062 |
0.0064 |
0.0002 |
3.2% |
0.0151 |
| ATR |
0.0093 |
0.0091 |
-0.0002 |
-2.2% |
0.0000 |
| Volume |
65,144 |
48,763 |
-16,381 |
-25.1% |
303,002 |
|
| Daily Pivots for day following 18-Jul-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.2875 |
1.2851 |
1.2735 |
|
| R3 |
1.2811 |
1.2787 |
1.2718 |
|
| R2 |
1.2747 |
1.2747 |
1.2712 |
|
| R1 |
1.2723 |
1.2723 |
1.2706 |
1.2735 |
| PP |
1.2683 |
1.2683 |
1.2683 |
1.2689 |
| S1 |
1.2659 |
1.2659 |
1.2694 |
1.2671 |
| S2 |
1.2619 |
1.2619 |
1.2688 |
|
| S3 |
1.2555 |
1.2595 |
1.2682 |
|
| S4 |
1.2491 |
1.2531 |
1.2665 |
|
|
| Weekly Pivots for week ending 13-Jul-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.3054 |
1.2990 |
1.2707 |
|
| R3 |
1.2903 |
1.2839 |
1.2666 |
|
| R2 |
1.2752 |
1.2752 |
1.2652 |
|
| R1 |
1.2688 |
1.2688 |
1.2638 |
1.2720 |
| PP |
1.2601 |
1.2601 |
1.2601 |
1.2617 |
| S1 |
1.2537 |
1.2537 |
1.2610 |
1.2569 |
| S2 |
1.2450 |
1.2450 |
1.2596 |
|
| S3 |
1.2299 |
1.2386 |
1.2582 |
|
| S4 |
1.2148 |
1.2235 |
1.2541 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1.2719 |
1.2514 |
0.0205 |
1.6% |
0.0082 |
0.6% |
91% |
False |
False |
57,736 |
| 10 |
1.2719 |
1.2492 |
0.0227 |
1.8% |
0.0083 |
0.7% |
92% |
False |
False |
54,932 |
| 20 |
1.2719 |
1.2416 |
0.0303 |
2.4% |
0.0100 |
0.8% |
94% |
False |
False |
62,936 |
| 40 |
1.2895 |
1.2416 |
0.0479 |
3.8% |
0.0097 |
0.8% |
59% |
False |
False |
40,362 |
| 60 |
1.2895 |
1.2278 |
0.0617 |
4.9% |
0.0091 |
0.7% |
68% |
False |
False |
26,951 |
| 80 |
1.2895 |
1.2015 |
0.0880 |
6.9% |
0.0090 |
0.7% |
78% |
False |
False |
20,228 |
| 100 |
1.2895 |
1.1915 |
0.0980 |
7.7% |
0.0083 |
0.7% |
80% |
False |
False |
16,186 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.2978 |
|
2.618 |
1.2874 |
|
1.618 |
1.2810 |
|
1.000 |
1.2770 |
|
0.618 |
1.2746 |
|
HIGH |
1.2706 |
|
0.618 |
1.2682 |
|
0.500 |
1.2674 |
|
0.382 |
1.2666 |
|
LOW |
1.2642 |
|
0.618 |
1.2602 |
|
1.000 |
1.2578 |
|
1.618 |
1.2538 |
|
2.618 |
1.2474 |
|
4.250 |
1.2370 |
|
|
| Fisher Pivots for day following 18-Jul-2012 |
| Pivot |
1 day |
3 day |
| R1 |
1.2691 |
1.2691 |
| PP |
1.2683 |
1.2681 |
| S1 |
1.2674 |
1.2672 |
|