CME Japanese Yen Future December 2012
| Trading Metrics calculated at close of trading on 10-Jul-2012 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
09-Jul-2012 |
10-Jul-2012 |
Change |
Change % |
Previous Week |
| Open |
1.2594 |
1.2639 |
0.0045 |
0.4% |
1.2569 |
| High |
1.2594 |
1.2650 |
0.0056 |
0.4% |
1.2639 |
| Low |
1.2594 |
1.2612 |
0.0018 |
0.1% |
1.2516 |
| Close |
1.2594 |
1.2619 |
0.0025 |
0.2% |
1.2583 |
| Range |
0.0000 |
0.0038 |
0.0038 |
|
0.0123 |
| ATR |
0.0067 |
0.0066 |
-0.0001 |
-1.2% |
0.0000 |
| Volume |
92 |
1 |
-91 |
-98.9% |
368 |
|
| Daily Pivots for day following 10-Jul-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.2741 |
1.2718 |
1.2640 |
|
| R3 |
1.2703 |
1.2680 |
1.2629 |
|
| R2 |
1.2665 |
1.2665 |
1.2626 |
|
| R1 |
1.2642 |
1.2642 |
1.2622 |
1.2635 |
| PP |
1.2627 |
1.2627 |
1.2627 |
1.2623 |
| S1 |
1.2604 |
1.2604 |
1.2616 |
1.2597 |
| S2 |
1.2589 |
1.2589 |
1.2612 |
|
| S3 |
1.2551 |
1.2566 |
1.2609 |
|
| S4 |
1.2513 |
1.2528 |
1.2598 |
|
|
| 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 |
1.2650 |
1.2516 |
0.0134 |
1.1% |
0.0040 |
0.3% |
77% |
True |
False |
57 |
| 10 |
1.2663 |
1.2516 |
0.0147 |
1.2% |
0.0046 |
0.4% |
70% |
False |
False |
55 |
| 20 |
1.2747 |
1.2438 |
0.0309 |
2.4% |
0.0052 |
0.4% |
59% |
False |
False |
45 |
| 40 |
1.2920 |
1.2438 |
0.0482 |
3.8% |
0.0040 |
0.3% |
38% |
False |
False |
27 |
| 60 |
1.2920 |
1.2298 |
0.0622 |
4.9% |
0.0031 |
0.2% |
52% |
False |
False |
20 |
| 80 |
1.2920 |
1.1980 |
0.0940 |
7.4% |
0.0029 |
0.2% |
68% |
False |
False |
16 |
| 100 |
1.2920 |
1.1980 |
0.0940 |
7.4% |
0.0025 |
0.2% |
68% |
False |
False |
14 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.2812 |
|
2.618 |
1.2749 |
|
1.618 |
1.2711 |
|
1.000 |
1.2688 |
|
0.618 |
1.2673 |
|
HIGH |
1.2650 |
|
0.618 |
1.2635 |
|
0.500 |
1.2631 |
|
0.382 |
1.2627 |
|
LOW |
1.2612 |
|
0.618 |
1.2589 |
|
1.000 |
1.2574 |
|
1.618 |
1.2551 |
|
2.618 |
1.2513 |
|
4.250 |
1.2451 |
|
|
| Fisher Pivots for day following 10-Jul-2012 |
| Pivot |
1 day |
3 day |
| R1 |
1.2631 |
1.2612 |
| PP |
1.2627 |
1.2604 |
| S1 |
1.2623 |
1.2597 |
|