CME Japanese Yen Future December 2012
| Trading Metrics calculated at close of trading on 06-Jul-2012 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
05-Jul-2012 |
06-Jul-2012 |
Change |
Change % |
Previous Week |
| Open |
1.2557 |
1.2544 |
-0.0013 |
-0.1% |
1.2569 |
| High |
1.2562 |
1.2609 |
0.0047 |
0.4% |
1.2639 |
| Low |
1.2516 |
1.2544 |
0.0028 |
0.2% |
1.2516 |
| Close |
1.2543 |
1.2583 |
0.0040 |
0.3% |
1.2583 |
| Range |
0.0046 |
0.0065 |
0.0019 |
41.3% |
0.0123 |
| ATR |
0.0072 |
0.0072 |
0.0000 |
-0.6% |
0.0000 |
| Volume |
55 |
62 |
7 |
12.7% |
368 |
|
| Daily Pivots for day following 06-Jul-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.2774 |
1.2743 |
1.2619 |
|
| R3 |
1.2709 |
1.2678 |
1.2601 |
|
| R2 |
1.2644 |
1.2644 |
1.2595 |
|
| R1 |
1.2613 |
1.2613 |
1.2589 |
1.2629 |
| PP |
1.2579 |
1.2579 |
1.2579 |
1.2586 |
| S1 |
1.2548 |
1.2548 |
1.2577 |
1.2564 |
| S2 |
1.2514 |
1.2514 |
1.2571 |
|
| S3 |
1.2449 |
1.2483 |
1.2565 |
|
| S4 |
1.2384 |
1.2418 |
1.2547 |
|
|
| Weekly Pivots for week ending 06-Jul-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.2948 |
1.2889 |
1.2651 |
|
| R3 |
1.2825 |
1.2766 |
1.2617 |
|
| R2 |
1.2702 |
1.2702 |
1.2606 |
|
| R1 |
1.2643 |
1.2643 |
1.2594 |
1.2673 |
| PP |
1.2579 |
1.2579 |
1.2579 |
1.2594 |
| S1 |
1.2520 |
1.2520 |
1.2572 |
1.2550 |
| S2 |
1.2456 |
1.2456 |
1.2560 |
|
| S3 |
1.2333 |
1.2397 |
1.2549 |
|
| S4 |
1.2210 |
1.2274 |
1.2515 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1.2663 |
1.2516 |
0.0147 |
1.2% |
0.0073 |
0.6% |
46% |
False |
False |
80 |
| 10 |
1.2663 |
1.2438 |
0.0225 |
1.8% |
0.0062 |
0.5% |
64% |
False |
False |
54 |
| 20 |
1.2747 |
1.2438 |
0.0309 |
2.5% |
0.0051 |
0.4% |
47% |
False |
False |
41 |
| 40 |
1.2920 |
1.2438 |
0.0482 |
3.8% |
0.0039 |
0.3% |
30% |
False |
False |
25 |
| 60 |
1.2920 |
1.2298 |
0.0622 |
4.9% |
0.0032 |
0.3% |
46% |
False |
False |
18 |
| 80 |
1.2920 |
1.1980 |
0.0940 |
7.5% |
0.0029 |
0.2% |
64% |
False |
False |
15 |
| 100 |
1.2920 |
1.1980 |
0.0940 |
7.5% |
0.0025 |
0.2% |
64% |
False |
False |
13 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.2885 |
|
2.618 |
1.2779 |
|
1.618 |
1.2714 |
|
1.000 |
1.2674 |
|
0.618 |
1.2649 |
|
HIGH |
1.2609 |
|
0.618 |
1.2584 |
|
0.500 |
1.2577 |
|
0.382 |
1.2569 |
|
LOW |
1.2544 |
|
0.618 |
1.2504 |
|
1.000 |
1.2479 |
|
1.618 |
1.2439 |
|
2.618 |
1.2374 |
|
4.250 |
1.2268 |
|
|
| Fisher Pivots for day following 06-Jul-2012 |
| Pivot |
1 day |
3 day |
| R1 |
1.2581 |
1.2576 |
| PP |
1.2579 |
1.2569 |
| S1 |
1.2577 |
1.2563 |
|