CME Japanese Yen Future December 2012
| Trading Metrics calculated at close of trading on 11-Jul-2012 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
10-Jul-2012 |
11-Jul-2012 |
Change |
Change % |
Previous Week |
| Open |
1.2639 |
1.2631 |
-0.0008 |
-0.1% |
1.2569 |
| High |
1.2650 |
1.2656 |
0.0006 |
0.0% |
1.2639 |
| Low |
1.2612 |
1.2560 |
-0.0052 |
-0.4% |
1.2516 |
| Close |
1.2619 |
1.2581 |
-0.0038 |
-0.3% |
1.2583 |
| Range |
0.0038 |
0.0096 |
0.0058 |
152.6% |
0.0123 |
| ATR |
0.0066 |
0.0069 |
0.0002 |
3.2% |
0.0000 |
| Volume |
1 |
14 |
13 |
1,300.0% |
368 |
|
| Daily Pivots for day following 11-Jul-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.2887 |
1.2830 |
1.2634 |
|
| R3 |
1.2791 |
1.2734 |
1.2607 |
|
| R2 |
1.2695 |
1.2695 |
1.2599 |
|
| R1 |
1.2638 |
1.2638 |
1.2590 |
1.2619 |
| PP |
1.2599 |
1.2599 |
1.2599 |
1.2589 |
| S1 |
1.2542 |
1.2542 |
1.2572 |
1.2523 |
| S2 |
1.2503 |
1.2503 |
1.2563 |
|
| S3 |
1.2407 |
1.2446 |
1.2555 |
|
| S4 |
1.2311 |
1.2350 |
1.2528 |
|
|
| 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 |
1.2656 |
1.2516 |
0.0140 |
1.1% |
0.0049 |
0.4% |
46% |
True |
False |
44 |
| 10 |
1.2663 |
1.2516 |
0.0147 |
1.2% |
0.0053 |
0.4% |
44% |
False |
False |
54 |
| 20 |
1.2747 |
1.2438 |
0.0309 |
2.5% |
0.0056 |
0.4% |
46% |
False |
False |
46 |
| 40 |
1.2920 |
1.2438 |
0.0482 |
3.8% |
0.0040 |
0.3% |
30% |
False |
False |
28 |
| 60 |
1.2920 |
1.2298 |
0.0622 |
4.9% |
0.0033 |
0.3% |
45% |
False |
False |
20 |
| 80 |
1.2920 |
1.1980 |
0.0940 |
7.5% |
0.0030 |
0.2% |
64% |
False |
False |
16 |
| 100 |
1.2920 |
1.1980 |
0.0940 |
7.5% |
0.0026 |
0.2% |
64% |
False |
False |
14 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.3064 |
|
2.618 |
1.2907 |
|
1.618 |
1.2811 |
|
1.000 |
1.2752 |
|
0.618 |
1.2715 |
|
HIGH |
1.2656 |
|
0.618 |
1.2619 |
|
0.500 |
1.2608 |
|
0.382 |
1.2597 |
|
LOW |
1.2560 |
|
0.618 |
1.2501 |
|
1.000 |
1.2464 |
|
1.618 |
1.2405 |
|
2.618 |
1.2309 |
|
4.250 |
1.2152 |
|
|
| Fisher Pivots for day following 11-Jul-2012 |
| Pivot |
1 day |
3 day |
| R1 |
1.2608 |
1.2608 |
| PP |
1.2599 |
1.2599 |
| S1 |
1.2590 |
1.2590 |
|