CME Japanese Yen Future December 2012
| Trading Metrics calculated at close of trading on 12-Jul-2012 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
11-Jul-2012 |
12-Jul-2012 |
Change |
Change % |
Previous Week |
| Open |
1.2631 |
1.2581 |
-0.0050 |
-0.4% |
1.2569 |
| High |
1.2656 |
1.2647 |
-0.0009 |
-0.1% |
1.2639 |
| Low |
1.2560 |
1.2539 |
-0.0021 |
-0.2% |
1.2516 |
| Close |
1.2581 |
1.2635 |
0.0054 |
0.4% |
1.2583 |
| Range |
0.0096 |
0.0108 |
0.0012 |
12.5% |
0.0123 |
| ATR |
0.0069 |
0.0071 |
0.0003 |
4.1% |
0.0000 |
| Volume |
14 |
29 |
15 |
107.1% |
368 |
|
| Daily Pivots for day following 12-Jul-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.2931 |
1.2891 |
1.2694 |
|
| R3 |
1.2823 |
1.2783 |
1.2665 |
|
| R2 |
1.2715 |
1.2715 |
1.2655 |
|
| R1 |
1.2675 |
1.2675 |
1.2645 |
1.2695 |
| PP |
1.2607 |
1.2607 |
1.2607 |
1.2617 |
| S1 |
1.2567 |
1.2567 |
1.2625 |
1.2587 |
| S2 |
1.2499 |
1.2499 |
1.2615 |
|
| S3 |
1.2391 |
1.2459 |
1.2605 |
|
| S4 |
1.2283 |
1.2351 |
1.2576 |
|
|
| 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 |
1.2539 |
0.0117 |
0.9% |
0.0061 |
0.5% |
82% |
False |
True |
39 |
| 10 |
1.2663 |
1.2516 |
0.0147 |
1.2% |
0.0062 |
0.5% |
81% |
False |
False |
55 |
| 20 |
1.2747 |
1.2438 |
0.0309 |
2.4% |
0.0061 |
0.5% |
64% |
False |
False |
47 |
| 40 |
1.2920 |
1.2438 |
0.0482 |
3.8% |
0.0043 |
0.3% |
41% |
False |
False |
28 |
| 60 |
1.2920 |
1.2298 |
0.0622 |
4.9% |
0.0034 |
0.3% |
54% |
False |
False |
20 |
| 80 |
1.2920 |
1.2021 |
0.0899 |
7.1% |
0.0031 |
0.2% |
68% |
False |
False |
16 |
| 100 |
1.2920 |
1.1980 |
0.0940 |
7.4% |
0.0026 |
0.2% |
70% |
False |
False |
14 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.3106 |
|
2.618 |
1.2930 |
|
1.618 |
1.2822 |
|
1.000 |
1.2755 |
|
0.618 |
1.2714 |
|
HIGH |
1.2647 |
|
0.618 |
1.2606 |
|
0.500 |
1.2593 |
|
0.382 |
1.2580 |
|
LOW |
1.2539 |
|
0.618 |
1.2472 |
|
1.000 |
1.2431 |
|
1.618 |
1.2364 |
|
2.618 |
1.2256 |
|
4.250 |
1.2080 |
|
|
| Fisher Pivots for day following 12-Jul-2012 |
| Pivot |
1 day |
3 day |
| R1 |
1.2621 |
1.2623 |
| PP |
1.2607 |
1.2610 |
| S1 |
1.2593 |
1.2598 |
|