CME Japanese Yen Future September 2012
| Trading Metrics calculated at close of trading on 27-Jul-2012 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
26-Jul-2012 |
27-Jul-2012 |
Change |
Change % |
Previous Week |
| Open |
1.2804 |
1.2790 |
-0.0014 |
-0.1% |
1.2755 |
| High |
1.2854 |
1.2815 |
-0.0039 |
-0.3% |
1.2854 |
| Low |
1.2775 |
1.2717 |
-0.0058 |
-0.5% |
1.2717 |
| Close |
1.2797 |
1.2731 |
-0.0066 |
-0.5% |
1.2731 |
| Range |
0.0079 |
0.0098 |
0.0019 |
24.1% |
0.0137 |
| ATR |
0.0082 |
0.0083 |
0.0001 |
1.4% |
0.0000 |
| Volume |
78,323 |
86,645 |
8,322 |
10.6% |
362,276 |
|
| Daily Pivots for day following 27-Jul-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.3048 |
1.2988 |
1.2785 |
|
| R3 |
1.2950 |
1.2890 |
1.2758 |
|
| R2 |
1.2852 |
1.2852 |
1.2749 |
|
| R1 |
1.2792 |
1.2792 |
1.2740 |
1.2773 |
| PP |
1.2754 |
1.2754 |
1.2754 |
1.2745 |
| S1 |
1.2694 |
1.2694 |
1.2722 |
1.2675 |
| S2 |
1.2656 |
1.2656 |
1.2713 |
|
| S3 |
1.2558 |
1.2596 |
1.2704 |
|
| S4 |
1.2460 |
1.2498 |
1.2677 |
|
|
| Weekly Pivots for week ending 27-Jul-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.3178 |
1.3092 |
1.2806 |
|
| R3 |
1.3041 |
1.2955 |
1.2769 |
|
| R2 |
1.2904 |
1.2904 |
1.2756 |
|
| R1 |
1.2818 |
1.2818 |
1.2744 |
1.2793 |
| PP |
1.2767 |
1.2767 |
1.2767 |
1.2755 |
| S1 |
1.2681 |
1.2681 |
1.2718 |
1.2656 |
| S2 |
1.2630 |
1.2630 |
1.2706 |
|
| S3 |
1.2493 |
1.2544 |
1.2693 |
|
| S4 |
1.2356 |
1.2407 |
1.2656 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1.2854 |
1.2717 |
0.0137 |
1.1% |
0.0072 |
0.6% |
10% |
False |
True |
72,455 |
| 10 |
1.2854 |
1.2624 |
0.0230 |
1.8% |
0.0071 |
0.6% |
47% |
False |
False |
64,994 |
| 20 |
1.2854 |
1.2492 |
0.0362 |
2.8% |
0.0083 |
0.7% |
66% |
False |
False |
60,849 |
| 40 |
1.2895 |
1.2416 |
0.0479 |
3.8% |
0.0093 |
0.7% |
66% |
False |
False |
52,443 |
| 60 |
1.2895 |
1.2416 |
0.0479 |
3.8% |
0.0088 |
0.7% |
66% |
False |
False |
35,035 |
| 80 |
1.2895 |
1.2156 |
0.0739 |
5.8% |
0.0085 |
0.7% |
78% |
False |
False |
26,292 |
| 100 |
1.2895 |
1.1915 |
0.0980 |
7.7% |
0.0084 |
0.7% |
83% |
False |
False |
21,041 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.3232 |
|
2.618 |
1.3072 |
|
1.618 |
1.2974 |
|
1.000 |
1.2913 |
|
0.618 |
1.2876 |
|
HIGH |
1.2815 |
|
0.618 |
1.2778 |
|
0.500 |
1.2766 |
|
0.382 |
1.2754 |
|
LOW |
1.2717 |
|
0.618 |
1.2656 |
|
1.000 |
1.2619 |
|
1.618 |
1.2558 |
|
2.618 |
1.2460 |
|
4.250 |
1.2301 |
|
|
| Fisher Pivots for day following 27-Jul-2012 |
| Pivot |
1 day |
3 day |
| R1 |
1.2766 |
1.2786 |
| PP |
1.2754 |
1.2767 |
| S1 |
1.2743 |
1.2749 |
|