CME Japanese Yen Future September 2012
| Trading Metrics calculated at close of trading on 03-Aug-2012 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
02-Aug-2012 |
03-Aug-2012 |
Change |
Change % |
Previous Week |
| Open |
1.2756 |
1.2787 |
0.0031 |
0.2% |
1.2746 |
| High |
1.2805 |
1.2815 |
0.0010 |
0.1% |
1.2842 |
| Low |
1.2739 |
1.2700 |
-0.0039 |
-0.3% |
1.2700 |
| Close |
1.2787 |
1.2728 |
-0.0059 |
-0.5% |
1.2728 |
| Range |
0.0066 |
0.0115 |
0.0049 |
74.2% |
0.0142 |
| ATR |
0.0080 |
0.0083 |
0.0002 |
3.1% |
0.0000 |
| Volume |
90,888 |
102,818 |
11,930 |
13.1% |
386,255 |
|
| Daily Pivots for day following 03-Aug-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.3093 |
1.3025 |
1.2791 |
|
| R3 |
1.2978 |
1.2910 |
1.2760 |
|
| R2 |
1.2863 |
1.2863 |
1.2749 |
|
| R1 |
1.2795 |
1.2795 |
1.2739 |
1.2772 |
| PP |
1.2748 |
1.2748 |
1.2748 |
1.2736 |
| S1 |
1.2680 |
1.2680 |
1.2717 |
1.2657 |
| S2 |
1.2633 |
1.2633 |
1.2707 |
|
| S3 |
1.2518 |
1.2565 |
1.2696 |
|
| S4 |
1.2403 |
1.2450 |
1.2665 |
|
|
| Weekly Pivots for week ending 03-Aug-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.3183 |
1.3097 |
1.2806 |
|
| R3 |
1.3041 |
1.2955 |
1.2767 |
|
| R2 |
1.2899 |
1.2899 |
1.2754 |
|
| R1 |
1.2813 |
1.2813 |
1.2741 |
1.2785 |
| PP |
1.2757 |
1.2757 |
1.2757 |
1.2743 |
| S1 |
1.2671 |
1.2671 |
1.2715 |
1.2643 |
| S2 |
1.2615 |
1.2615 |
1.2702 |
|
| S3 |
1.2473 |
1.2529 |
1.2689 |
|
| S4 |
1.2331 |
1.2387 |
1.2650 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1.2842 |
1.2700 |
0.0142 |
1.1% |
0.0080 |
0.6% |
20% |
False |
True |
77,251 |
| 10 |
1.2854 |
1.2700 |
0.0154 |
1.2% |
0.0076 |
0.6% |
18% |
False |
True |
74,853 |
| 20 |
1.2854 |
1.2514 |
0.0340 |
2.7% |
0.0076 |
0.6% |
63% |
False |
False |
66,960 |
| 40 |
1.2854 |
1.2416 |
0.0438 |
3.4% |
0.0088 |
0.7% |
71% |
False |
False |
61,644 |
| 60 |
1.2895 |
1.2416 |
0.0479 |
3.8% |
0.0089 |
0.7% |
65% |
False |
False |
41,461 |
| 80 |
1.2895 |
1.2252 |
0.0643 |
5.1% |
0.0084 |
0.7% |
74% |
False |
False |
31,116 |
| 100 |
1.2895 |
1.1915 |
0.0980 |
7.7% |
0.0087 |
0.7% |
83% |
False |
False |
24,903 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.3304 |
|
2.618 |
1.3116 |
|
1.618 |
1.3001 |
|
1.000 |
1.2930 |
|
0.618 |
1.2886 |
|
HIGH |
1.2815 |
|
0.618 |
1.2771 |
|
0.500 |
1.2758 |
|
0.382 |
1.2744 |
|
LOW |
1.2700 |
|
0.618 |
1.2629 |
|
1.000 |
1.2585 |
|
1.618 |
1.2514 |
|
2.618 |
1.2399 |
|
4.250 |
1.2211 |
|
|
| Fisher Pivots for day following 03-Aug-2012 |
| Pivot |
1 day |
3 day |
| R1 |
1.2758 |
1.2771 |
| PP |
1.2748 |
1.2757 |
| S1 |
1.2738 |
1.2742 |
|