CME Japanese Yen Future December 2012
| Trading Metrics calculated at close of trading on 27-Jul-2012 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
26-Jul-2012 |
27-Jul-2012 |
Change |
Change % |
Previous Week |
| Open |
1.2820 |
1.2804 |
-0.0016 |
-0.1% |
1.2768 |
| High |
1.2850 |
1.2825 |
-0.0025 |
-0.2% |
1.2851 |
| Low |
1.2794 |
1.2734 |
-0.0060 |
-0.5% |
1.2734 |
| Close |
1.2813 |
1.2746 |
-0.0067 |
-0.5% |
1.2746 |
| Range |
0.0056 |
0.0091 |
0.0035 |
62.5% |
0.0117 |
| ATR |
0.0063 |
0.0065 |
0.0002 |
3.2% |
0.0000 |
| Volume |
166 |
55 |
-111 |
-66.9% |
761 |
|
| Daily Pivots for day following 27-Jul-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.3041 |
1.2985 |
1.2796 |
|
| R3 |
1.2950 |
1.2894 |
1.2771 |
|
| R2 |
1.2859 |
1.2859 |
1.2763 |
|
| R1 |
1.2803 |
1.2803 |
1.2754 |
1.2786 |
| PP |
1.2768 |
1.2768 |
1.2768 |
1.2760 |
| S1 |
1.2712 |
1.2712 |
1.2738 |
1.2695 |
| S2 |
1.2677 |
1.2677 |
1.2729 |
|
| S3 |
1.2586 |
1.2621 |
1.2721 |
|
| S4 |
1.2495 |
1.2530 |
1.2696 |
|
|
| Weekly Pivots for week ending 27-Jul-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.3128 |
1.3054 |
1.2810 |
|
| R3 |
1.3011 |
1.2937 |
1.2778 |
|
| R2 |
1.2894 |
1.2894 |
1.2767 |
|
| R1 |
1.2820 |
1.2820 |
1.2757 |
1.2799 |
| PP |
1.2777 |
1.2777 |
1.2777 |
1.2766 |
| S1 |
1.2703 |
1.2703 |
1.2735 |
1.2682 |
| S2 |
1.2660 |
1.2660 |
1.2725 |
|
| S3 |
1.2543 |
1.2586 |
1.2714 |
|
| S4 |
1.2426 |
1.2469 |
1.2682 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1.2851 |
1.2734 |
0.0117 |
0.9% |
0.0057 |
0.4% |
10% |
False |
True |
152 |
| 10 |
1.2851 |
1.2657 |
0.0194 |
1.5% |
0.0055 |
0.4% |
46% |
False |
False |
108 |
| 20 |
1.2851 |
1.2516 |
0.0335 |
2.6% |
0.0061 |
0.5% |
69% |
False |
False |
81 |
| 40 |
1.2920 |
1.2438 |
0.0482 |
3.8% |
0.0052 |
0.4% |
64% |
False |
False |
53 |
| 60 |
1.2920 |
1.2438 |
0.0482 |
3.8% |
0.0043 |
0.3% |
64% |
False |
False |
38 |
| 80 |
1.2920 |
1.2183 |
0.0737 |
5.8% |
0.0038 |
0.3% |
76% |
False |
False |
30 |
| 100 |
1.2920 |
1.1980 |
0.0940 |
7.4% |
0.0032 |
0.2% |
81% |
False |
False |
25 |
| 120 |
1.3040 |
1.1980 |
0.1060 |
8.3% |
0.0028 |
0.2% |
72% |
False |
False |
21 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.3212 |
|
2.618 |
1.3063 |
|
1.618 |
1.2972 |
|
1.000 |
1.2916 |
|
0.618 |
1.2881 |
|
HIGH |
1.2825 |
|
0.618 |
1.2790 |
|
0.500 |
1.2780 |
|
0.382 |
1.2769 |
|
LOW |
1.2734 |
|
0.618 |
1.2678 |
|
1.000 |
1.2643 |
|
1.618 |
1.2587 |
|
2.618 |
1.2496 |
|
4.250 |
1.2347 |
|
|
| Fisher Pivots for day following 27-Jul-2012 |
| Pivot |
1 day |
3 day |
| R1 |
1.2780 |
1.2792 |
| PP |
1.2768 |
1.2777 |
| S1 |
1.2757 |
1.2761 |
|