CME Japanese Yen Future December 2012
| Trading Metrics calculated at close of trading on 17-Jul-2012 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
16-Jul-2012 |
17-Jul-2012 |
Change |
Change % |
Previous Week |
| Open |
1.2657 |
1.2694 |
0.0037 |
0.3% |
1.2594 |
| High |
1.2733 |
1.2698 |
-0.0035 |
-0.3% |
1.2677 |
| Low |
1.2657 |
1.2657 |
0.0000 |
0.0% |
1.2539 |
| Close |
1.2713 |
1.2666 |
-0.0047 |
-0.4% |
1.2640 |
| Range |
0.0076 |
0.0041 |
-0.0035 |
-46.1% |
0.0138 |
| ATR |
0.0072 |
0.0071 |
-0.0001 |
-1.6% |
0.0000 |
| Volume |
92 |
98 |
6 |
6.5% |
148 |
|
| Daily Pivots for day following 17-Jul-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.2797 |
1.2772 |
1.2689 |
|
| R3 |
1.2756 |
1.2731 |
1.2677 |
|
| R2 |
1.2715 |
1.2715 |
1.2674 |
|
| R1 |
1.2690 |
1.2690 |
1.2670 |
1.2682 |
| PP |
1.2674 |
1.2674 |
1.2674 |
1.2670 |
| S1 |
1.2649 |
1.2649 |
1.2662 |
1.2641 |
| S2 |
1.2633 |
1.2633 |
1.2658 |
|
| S3 |
1.2592 |
1.2608 |
1.2655 |
|
| S4 |
1.2551 |
1.2567 |
1.2643 |
|
|
| 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 |
1.2733 |
1.2539 |
0.0194 |
1.5% |
0.0075 |
0.6% |
65% |
False |
False |
49 |
| 10 |
1.2733 |
1.2516 |
0.0217 |
1.7% |
0.0058 |
0.5% |
69% |
False |
False |
53 |
| 20 |
1.2733 |
1.2438 |
0.0295 |
2.3% |
0.0061 |
0.5% |
77% |
False |
False |
46 |
| 40 |
1.2920 |
1.2438 |
0.0482 |
3.8% |
0.0044 |
0.3% |
47% |
False |
False |
33 |
| 60 |
1.2920 |
1.2337 |
0.0583 |
4.6% |
0.0036 |
0.3% |
56% |
False |
False |
23 |
| 80 |
1.2920 |
1.2069 |
0.0851 |
6.7% |
0.0033 |
0.3% |
70% |
False |
False |
19 |
| 100 |
1.2920 |
1.1980 |
0.0940 |
7.4% |
0.0028 |
0.2% |
73% |
False |
False |
16 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.2872 |
|
2.618 |
1.2805 |
|
1.618 |
1.2764 |
|
1.000 |
1.2739 |
|
0.618 |
1.2723 |
|
HIGH |
1.2698 |
|
0.618 |
1.2682 |
|
0.500 |
1.2678 |
|
0.382 |
1.2673 |
|
LOW |
1.2657 |
|
0.618 |
1.2632 |
|
1.000 |
1.2616 |
|
1.618 |
1.2591 |
|
2.618 |
1.2550 |
|
4.250 |
1.2483 |
|
|
| Fisher Pivots for day following 17-Jul-2012 |
| Pivot |
1 day |
3 day |
| R1 |
1.2678 |
1.2678 |
| PP |
1.2674 |
1.2674 |
| S1 |
1.2670 |
1.2670 |
|