CME Japanese Yen Future December 2012
| Trading Metrics calculated at close of trading on 13-Jul-2012 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
12-Jul-2012 |
13-Jul-2012 |
Change |
Change % |
Previous Week |
| Open |
1.2581 |
1.2622 |
0.0041 |
0.3% |
1.2594 |
| High |
1.2647 |
1.2677 |
0.0030 |
0.2% |
1.2677 |
| Low |
1.2539 |
1.2622 |
0.0083 |
0.7% |
1.2539 |
| Close |
1.2635 |
1.2640 |
0.0005 |
0.0% |
1.2640 |
| Range |
0.0108 |
0.0055 |
-0.0053 |
-49.1% |
0.0138 |
| ATR |
0.0071 |
0.0070 |
-0.0001 |
-1.6% |
0.0000 |
| Volume |
29 |
12 |
-17 |
-58.6% |
148 |
|
| Daily Pivots for day following 13-Jul-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.2811 |
1.2781 |
1.2670 |
|
| R3 |
1.2756 |
1.2726 |
1.2655 |
|
| R2 |
1.2701 |
1.2701 |
1.2650 |
|
| R1 |
1.2671 |
1.2671 |
1.2645 |
1.2686 |
| PP |
1.2646 |
1.2646 |
1.2646 |
1.2654 |
| S1 |
1.2616 |
1.2616 |
1.2635 |
1.2631 |
| S2 |
1.2591 |
1.2591 |
1.2630 |
|
| S3 |
1.2536 |
1.2561 |
1.2625 |
|
| S4 |
1.2481 |
1.2506 |
1.2610 |
|
|
| Weekly Pivots for week ending 13-Jul-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.3033 |
1.2974 |
1.2716 |
|
| R3 |
1.2895 |
1.2836 |
1.2678 |
|
| R2 |
1.2757 |
1.2757 |
1.2665 |
|
| R1 |
1.2698 |
1.2698 |
1.2653 |
1.2728 |
| PP |
1.2619 |
1.2619 |
1.2619 |
1.2633 |
| S1 |
1.2560 |
1.2560 |
1.2627 |
1.2590 |
| S2 |
1.2481 |
1.2481 |
1.2615 |
|
| S3 |
1.2343 |
1.2422 |
1.2602 |
|
| S4 |
1.2205 |
1.2284 |
1.2564 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1.2677 |
1.2539 |
0.0138 |
1.1% |
0.0059 |
0.5% |
73% |
True |
False |
29 |
| 10 |
1.2677 |
1.2516 |
0.0161 |
1.3% |
0.0066 |
0.5% |
77% |
True |
False |
54 |
| 20 |
1.2747 |
1.2438 |
0.0309 |
2.4% |
0.0062 |
0.5% |
65% |
False |
False |
45 |
| 40 |
1.2920 |
1.2438 |
0.0482 |
3.8% |
0.0043 |
0.3% |
42% |
False |
False |
28 |
| 60 |
1.2920 |
1.2298 |
0.0622 |
4.9% |
0.0034 |
0.3% |
55% |
False |
False |
20 |
| 80 |
1.2920 |
1.2069 |
0.0851 |
6.7% |
0.0032 |
0.3% |
67% |
False |
False |
16 |
| 100 |
1.2920 |
1.1980 |
0.0940 |
7.4% |
0.0027 |
0.2% |
70% |
False |
False |
14 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.2911 |
|
2.618 |
1.2821 |
|
1.618 |
1.2766 |
|
1.000 |
1.2732 |
|
0.618 |
1.2711 |
|
HIGH |
1.2677 |
|
0.618 |
1.2656 |
|
0.500 |
1.2650 |
|
0.382 |
1.2643 |
|
LOW |
1.2622 |
|
0.618 |
1.2588 |
|
1.000 |
1.2567 |
|
1.618 |
1.2533 |
|
2.618 |
1.2478 |
|
4.250 |
1.2388 |
|
|
| Fisher Pivots for day following 13-Jul-2012 |
| Pivot |
1 day |
3 day |
| R1 |
1.2650 |
1.2629 |
| PP |
1.2646 |
1.2619 |
| S1 |
1.2643 |
1.2608 |
|