CME Japanese Yen Future December 2012
| Trading Metrics calculated at close of trading on 02-Jul-2012 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
29-Jun-2012 |
02-Jul-2012 |
Change |
Change % |
Previous Week |
| Open |
1.2663 |
1.2569 |
-0.0094 |
-0.7% |
1.2438 |
| High |
1.2663 |
1.2639 |
-0.0024 |
-0.2% |
1.2663 |
| Low |
1.2539 |
1.2561 |
0.0022 |
0.2% |
1.2438 |
| Close |
1.2552 |
1.2614 |
0.0062 |
0.5% |
1.2552 |
| Range |
0.0124 |
0.0078 |
-0.0046 |
-37.1% |
0.0225 |
| ATR |
0.0073 |
0.0074 |
0.0001 |
1.3% |
0.0000 |
| Volume |
32 |
172 |
140 |
437.5% |
110 |
|
| Daily Pivots for day following 02-Jul-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.2839 |
1.2804 |
1.2657 |
|
| R3 |
1.2761 |
1.2726 |
1.2635 |
|
| R2 |
1.2683 |
1.2683 |
1.2628 |
|
| R1 |
1.2648 |
1.2648 |
1.2621 |
1.2666 |
| PP |
1.2605 |
1.2605 |
1.2605 |
1.2613 |
| S1 |
1.2570 |
1.2570 |
1.2607 |
1.2588 |
| S2 |
1.2527 |
1.2527 |
1.2600 |
|
| S3 |
1.2449 |
1.2492 |
1.2593 |
|
| S4 |
1.2371 |
1.2414 |
1.2571 |
|
|
| Weekly Pivots for week ending 29-Jun-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.3226 |
1.3114 |
1.2676 |
|
| R3 |
1.3001 |
1.2889 |
1.2614 |
|
| R2 |
1.2776 |
1.2776 |
1.2593 |
|
| R1 |
1.2664 |
1.2664 |
1.2573 |
1.2720 |
| PP |
1.2551 |
1.2551 |
1.2551 |
1.2579 |
| S1 |
1.2439 |
1.2439 |
1.2531 |
1.2495 |
| S2 |
1.2326 |
1.2326 |
1.2511 |
|
| S3 |
1.2101 |
1.2214 |
1.2490 |
|
| S4 |
1.1876 |
1.1989 |
1.2428 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1.2663 |
1.2539 |
0.0124 |
1.0% |
0.0052 |
0.4% |
60% |
False |
False |
53 |
| 10 |
1.2698 |
1.2438 |
0.0260 |
2.1% |
0.0065 |
0.5% |
68% |
False |
False |
39 |
| 20 |
1.2747 |
1.2438 |
0.0309 |
2.4% |
0.0047 |
0.4% |
57% |
False |
False |
34 |
| 40 |
1.2920 |
1.2438 |
0.0482 |
3.8% |
0.0037 |
0.3% |
37% |
False |
False |
21 |
| 60 |
1.2920 |
1.2288 |
0.0632 |
5.0% |
0.0032 |
0.3% |
52% |
False |
False |
16 |
| 80 |
1.2920 |
1.1980 |
0.0940 |
7.5% |
0.0027 |
0.2% |
67% |
False |
False |
13 |
| 100 |
1.2946 |
1.1980 |
0.0966 |
7.7% |
0.0023 |
0.2% |
66% |
False |
False |
11 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.2971 |
|
2.618 |
1.2843 |
|
1.618 |
1.2765 |
|
1.000 |
1.2717 |
|
0.618 |
1.2687 |
|
HIGH |
1.2639 |
|
0.618 |
1.2609 |
|
0.500 |
1.2600 |
|
0.382 |
1.2591 |
|
LOW |
1.2561 |
|
0.618 |
1.2513 |
|
1.000 |
1.2483 |
|
1.618 |
1.2435 |
|
2.618 |
1.2357 |
|
4.250 |
1.2230 |
|
|
| Fisher Pivots for day following 02-Jul-2012 |
| Pivot |
1 day |
3 day |
| R1 |
1.2609 |
1.2610 |
| PP |
1.2605 |
1.2605 |
| S1 |
1.2600 |
1.2601 |
|