CME Japanese Yen Future December 2012
| Trading Metrics calculated at close of trading on 20-Jul-2012 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
19-Jul-2012 |
20-Jul-2012 |
Change |
Change % |
Previous Week |
| Open |
1.2716 |
1.2726 |
0.0010 |
0.1% |
1.2657 |
| High |
1.2780 |
1.2767 |
-0.0013 |
-0.1% |
1.2780 |
| Low |
1.2716 |
1.2726 |
0.0010 |
0.1% |
1.2657 |
| Close |
1.2747 |
1.2767 |
0.0020 |
0.2% |
1.2767 |
| Range |
0.0064 |
0.0041 |
-0.0023 |
-35.9% |
0.0123 |
| ATR |
0.0069 |
0.0067 |
-0.0002 |
-2.9% |
0.0000 |
| Volume |
54 |
54 |
0 |
0.0% |
321 |
|
| Daily Pivots for day following 20-Jul-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.2876 |
1.2863 |
1.2790 |
|
| R3 |
1.2835 |
1.2822 |
1.2778 |
|
| R2 |
1.2794 |
1.2794 |
1.2775 |
|
| R1 |
1.2781 |
1.2781 |
1.2771 |
1.2788 |
| PP |
1.2753 |
1.2753 |
1.2753 |
1.2757 |
| S1 |
1.2740 |
1.2740 |
1.2763 |
1.2747 |
| S2 |
1.2712 |
1.2712 |
1.2759 |
|
| S3 |
1.2671 |
1.2699 |
1.2756 |
|
| S4 |
1.2630 |
1.2658 |
1.2744 |
|
|
| Weekly Pivots for week ending 20-Jul-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.3104 |
1.3058 |
1.2835 |
|
| R3 |
1.2981 |
1.2935 |
1.2801 |
|
| R2 |
1.2858 |
1.2858 |
1.2790 |
|
| R1 |
1.2812 |
1.2812 |
1.2778 |
1.2835 |
| PP |
1.2735 |
1.2735 |
1.2735 |
1.2746 |
| S1 |
1.2689 |
1.2689 |
1.2756 |
1.2712 |
| S2 |
1.2612 |
1.2612 |
1.2744 |
|
| S3 |
1.2489 |
1.2566 |
1.2733 |
|
| S4 |
1.2366 |
1.2443 |
1.2699 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1.2780 |
1.2657 |
0.0123 |
1.0% |
0.0053 |
0.4% |
89% |
False |
False |
64 |
| 10 |
1.2780 |
1.2539 |
0.0241 |
1.9% |
0.0056 |
0.4% |
95% |
False |
False |
46 |
| 20 |
1.2780 |
1.2438 |
0.0342 |
2.7% |
0.0059 |
0.5% |
96% |
False |
False |
50 |
| 40 |
1.2920 |
1.2438 |
0.0482 |
3.8% |
0.0047 |
0.4% |
68% |
False |
False |
35 |
| 60 |
1.2920 |
1.2393 |
0.0527 |
4.1% |
0.0038 |
0.3% |
71% |
False |
False |
25 |
| 80 |
1.2920 |
1.2088 |
0.0832 |
6.5% |
0.0035 |
0.3% |
82% |
False |
False |
20 |
| 100 |
1.2920 |
1.1980 |
0.0940 |
7.4% |
0.0029 |
0.2% |
84% |
False |
False |
17 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.2941 |
|
2.618 |
1.2874 |
|
1.618 |
1.2833 |
|
1.000 |
1.2808 |
|
0.618 |
1.2792 |
|
HIGH |
1.2767 |
|
0.618 |
1.2751 |
|
0.500 |
1.2747 |
|
0.382 |
1.2742 |
|
LOW |
1.2726 |
|
0.618 |
1.2701 |
|
1.000 |
1.2685 |
|
1.618 |
1.2660 |
|
2.618 |
1.2619 |
|
4.250 |
1.2552 |
|
|
| Fisher Pivots for day following 20-Jul-2012 |
| Pivot |
1 day |
3 day |
| R1 |
1.2760 |
1.2753 |
| PP |
1.2753 |
1.2739 |
| S1 |
1.2747 |
1.2725 |
|