CME Japanese Yen Future September 2012
| Trading Metrics calculated at close of trading on 23-Jul-2012 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
20-Jul-2012 |
23-Jul-2012 |
Change |
Change % |
Previous Week |
| Open |
1.2724 |
1.2755 |
0.0031 |
0.2% |
1.2628 |
| High |
1.2756 |
1.2839 |
0.0083 |
0.7% |
1.2766 |
| Low |
1.2697 |
1.2742 |
0.0045 |
0.4% |
1.2624 |
| Close |
1.2752 |
1.2762 |
0.0010 |
0.1% |
1.2752 |
| Range |
0.0059 |
0.0097 |
0.0038 |
64.4% |
0.0142 |
| ATR |
0.0088 |
0.0088 |
0.0001 |
0.8% |
0.0000 |
| Volume |
60,147 |
79,071 |
18,924 |
31.5% |
287,668 |
|
| Daily Pivots for day following 23-Jul-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.3072 |
1.3014 |
1.2815 |
|
| R3 |
1.2975 |
1.2917 |
1.2789 |
|
| R2 |
1.2878 |
1.2878 |
1.2780 |
|
| R1 |
1.2820 |
1.2820 |
1.2771 |
1.2849 |
| PP |
1.2781 |
1.2781 |
1.2781 |
1.2796 |
| S1 |
1.2723 |
1.2723 |
1.2753 |
1.2752 |
| S2 |
1.2684 |
1.2684 |
1.2744 |
|
| S3 |
1.2587 |
1.2626 |
1.2735 |
|
| S4 |
1.2490 |
1.2529 |
1.2709 |
|
|
| Weekly Pivots for week ending 20-Jul-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.3140 |
1.3088 |
1.2830 |
|
| R3 |
1.2998 |
1.2946 |
1.2791 |
|
| R2 |
1.2856 |
1.2856 |
1.2778 |
|
| R1 |
1.2804 |
1.2804 |
1.2765 |
1.2830 |
| PP |
1.2714 |
1.2714 |
1.2714 |
1.2727 |
| S1 |
1.2662 |
1.2662 |
1.2739 |
1.2688 |
| S2 |
1.2572 |
1.2572 |
1.2726 |
|
| S3 |
1.2430 |
1.2520 |
1.2713 |
|
| S4 |
1.2288 |
1.2378 |
1.2674 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1.2839 |
1.2639 |
0.0200 |
1.6% |
0.0071 |
0.6% |
62% |
True |
False |
63,252 |
| 10 |
1.2839 |
1.2514 |
0.0325 |
2.5% |
0.0080 |
0.6% |
76% |
True |
False |
62,371 |
| 20 |
1.2839 |
1.2416 |
0.0423 |
3.3% |
0.0092 |
0.7% |
82% |
True |
False |
60,093 |
| 40 |
1.2895 |
1.2416 |
0.0479 |
3.8% |
0.0096 |
0.7% |
72% |
False |
False |
45,404 |
| 60 |
1.2895 |
1.2314 |
0.0581 |
4.6% |
0.0091 |
0.7% |
77% |
False |
False |
30,322 |
| 80 |
1.2895 |
1.2033 |
0.0862 |
6.8% |
0.0089 |
0.7% |
85% |
False |
False |
22,755 |
| 100 |
1.2895 |
1.1915 |
0.0980 |
7.7% |
0.0083 |
0.7% |
86% |
False |
False |
18,209 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.3251 |
|
2.618 |
1.3093 |
|
1.618 |
1.2996 |
|
1.000 |
1.2936 |
|
0.618 |
1.2899 |
|
HIGH |
1.2839 |
|
0.618 |
1.2802 |
|
0.500 |
1.2791 |
|
0.382 |
1.2779 |
|
LOW |
1.2742 |
|
0.618 |
1.2682 |
|
1.000 |
1.2645 |
|
1.618 |
1.2585 |
|
2.618 |
1.2488 |
|
4.250 |
1.2330 |
|
|
| Fisher Pivots for day following 23-Jul-2012 |
| Pivot |
1 day |
3 day |
| R1 |
1.2791 |
1.2767 |
| PP |
1.2781 |
1.2765 |
| S1 |
1.2772 |
1.2764 |
|