CME Japanese Yen Future December 2012
| Trading Metrics calculated at close of trading on 02-Aug-2012 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
01-Aug-2012 |
02-Aug-2012 |
Change |
Change % |
Previous Week |
| Open |
1.2823 |
1.2758 |
-0.0065 |
-0.5% |
1.2768 |
| High |
1.2848 |
1.2820 |
-0.0028 |
-0.2% |
1.2851 |
| Low |
1.2763 |
1.2758 |
-0.0005 |
0.0% |
1.2734 |
| Close |
1.2774 |
1.2802 |
0.0028 |
0.2% |
1.2746 |
| Range |
0.0085 |
0.0062 |
-0.0023 |
-27.1% |
0.0117 |
| ATR |
0.0064 |
0.0064 |
0.0000 |
-0.3% |
0.0000 |
| Volume |
43 |
203 |
160 |
372.1% |
761 |
|
| Daily Pivots for day following 02-Aug-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.2979 |
1.2953 |
1.2836 |
|
| R3 |
1.2917 |
1.2891 |
1.2819 |
|
| R2 |
1.2855 |
1.2855 |
1.2813 |
|
| R1 |
1.2829 |
1.2829 |
1.2808 |
1.2842 |
| PP |
1.2793 |
1.2793 |
1.2793 |
1.2800 |
| S1 |
1.2767 |
1.2767 |
1.2796 |
1.2780 |
| S2 |
1.2731 |
1.2731 |
1.2791 |
|
| S3 |
1.2669 |
1.2705 |
1.2785 |
|
| S4 |
1.2607 |
1.2643 |
1.2768 |
|
|
| 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 |
1.2848 |
1.2734 |
0.0114 |
0.9% |
0.0065 |
0.5% |
60% |
False |
False |
109 |
| 10 |
1.2851 |
1.2726 |
0.0125 |
1.0% |
0.0056 |
0.4% |
61% |
False |
False |
130 |
| 20 |
1.2851 |
1.2539 |
0.0312 |
2.4% |
0.0058 |
0.4% |
84% |
False |
False |
89 |
| 40 |
1.2851 |
1.2438 |
0.0413 |
3.2% |
0.0054 |
0.4% |
88% |
False |
False |
63 |
| 60 |
1.2920 |
1.2438 |
0.0482 |
3.8% |
0.0045 |
0.3% |
76% |
False |
False |
46 |
| 80 |
1.2920 |
1.2298 |
0.0622 |
4.9% |
0.0038 |
0.3% |
81% |
False |
False |
35 |
| 100 |
1.2920 |
1.1980 |
0.0940 |
7.3% |
0.0034 |
0.3% |
87% |
False |
False |
29 |
| 120 |
1.2920 |
1.1980 |
0.0940 |
7.3% |
0.0030 |
0.2% |
87% |
False |
False |
25 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.3084 |
|
2.618 |
1.2982 |
|
1.618 |
1.2920 |
|
1.000 |
1.2882 |
|
0.618 |
1.2858 |
|
HIGH |
1.2820 |
|
0.618 |
1.2796 |
|
0.500 |
1.2789 |
|
0.382 |
1.2782 |
|
LOW |
1.2758 |
|
0.618 |
1.2720 |
|
1.000 |
1.2696 |
|
1.618 |
1.2658 |
|
2.618 |
1.2596 |
|
4.250 |
1.2495 |
|
|
| Fisher Pivots for day following 02-Aug-2012 |
| Pivot |
1 day |
3 day |
| R1 |
1.2798 |
1.2803 |
| PP |
1.2793 |
1.2803 |
| S1 |
1.2789 |
1.2802 |
|