CME Japanese Yen Future September 2012
| Trading Metrics calculated at close of trading on 24-Jul-2012 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
23-Jul-2012 |
24-Jul-2012 |
Change |
Change % |
Previous Week |
| Open |
1.2755 |
1.2773 |
0.0018 |
0.1% |
1.2628 |
| High |
1.2839 |
1.2813 |
-0.0026 |
-0.2% |
1.2766 |
| Low |
1.2742 |
1.2762 |
0.0020 |
0.2% |
1.2624 |
| Close |
1.2762 |
1.2799 |
0.0037 |
0.3% |
1.2752 |
| Range |
0.0097 |
0.0051 |
-0.0046 |
-47.4% |
0.0142 |
| ATR |
0.0088 |
0.0086 |
-0.0003 |
-3.0% |
0.0000 |
| Volume |
79,071 |
58,218 |
-20,853 |
-26.4% |
287,668 |
|
| Daily Pivots for day following 24-Jul-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.2944 |
1.2923 |
1.2827 |
|
| R3 |
1.2893 |
1.2872 |
1.2813 |
|
| R2 |
1.2842 |
1.2842 |
1.2808 |
|
| R1 |
1.2821 |
1.2821 |
1.2804 |
1.2832 |
| PP |
1.2791 |
1.2791 |
1.2791 |
1.2797 |
| S1 |
1.2770 |
1.2770 |
1.2794 |
1.2781 |
| S2 |
1.2740 |
1.2740 |
1.2790 |
|
| S3 |
1.2689 |
1.2719 |
1.2785 |
|
| S4 |
1.2638 |
1.2668 |
1.2771 |
|
|
| 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 |
1.2642 |
0.0197 |
1.5% |
0.0069 |
0.5% |
80% |
False |
False |
61,867 |
| 10 |
1.2839 |
1.2514 |
0.0325 |
2.5% |
0.0079 |
0.6% |
88% |
False |
False |
62,517 |
| 20 |
1.2839 |
1.2492 |
0.0347 |
2.7% |
0.0085 |
0.7% |
88% |
False |
False |
59,055 |
| 40 |
1.2895 |
1.2416 |
0.0479 |
3.7% |
0.0096 |
0.7% |
80% |
False |
False |
46,853 |
| 60 |
1.2895 |
1.2416 |
0.0479 |
3.7% |
0.0089 |
0.7% |
80% |
False |
False |
31,292 |
| 80 |
1.2895 |
1.2033 |
0.0862 |
6.7% |
0.0088 |
0.7% |
89% |
False |
False |
23,482 |
| 100 |
1.2895 |
1.1915 |
0.0980 |
7.7% |
0.0083 |
0.7% |
90% |
False |
False |
18,791 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.3030 |
|
2.618 |
1.2947 |
|
1.618 |
1.2896 |
|
1.000 |
1.2864 |
|
0.618 |
1.2845 |
|
HIGH |
1.2813 |
|
0.618 |
1.2794 |
|
0.500 |
1.2788 |
|
0.382 |
1.2781 |
|
LOW |
1.2762 |
|
0.618 |
1.2730 |
|
1.000 |
1.2711 |
|
1.618 |
1.2679 |
|
2.618 |
1.2628 |
|
4.250 |
1.2545 |
|
|
| Fisher Pivots for day following 24-Jul-2012 |
| Pivot |
1 day |
3 day |
| R1 |
1.2795 |
1.2789 |
| PP |
1.2791 |
1.2778 |
| S1 |
1.2788 |
1.2768 |
|