CME Japanese Yen Future December 2012
| Trading Metrics calculated at close of trading on 03-Aug-2012 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
02-Aug-2012 |
03-Aug-2012 |
Change |
Change % |
Previous Week |
| Open |
1.2758 |
1.2820 |
0.0062 |
0.5% |
1.2758 |
| High |
1.2820 |
1.2825 |
0.0005 |
0.0% |
1.2848 |
| Low |
1.2758 |
1.2727 |
-0.0031 |
-0.2% |
1.2727 |
| Close |
1.2802 |
1.2742 |
-0.0060 |
-0.5% |
1.2742 |
| Range |
0.0062 |
0.0098 |
0.0036 |
58.1% |
0.0121 |
| ATR |
0.0064 |
0.0067 |
0.0002 |
3.8% |
0.0000 |
| Volume |
203 |
246 |
43 |
21.2% |
740 |
|
| Daily Pivots for day following 03-Aug-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.3059 |
1.2998 |
1.2796 |
|
| R3 |
1.2961 |
1.2900 |
1.2769 |
|
| R2 |
1.2863 |
1.2863 |
1.2760 |
|
| R1 |
1.2802 |
1.2802 |
1.2751 |
1.2784 |
| PP |
1.2765 |
1.2765 |
1.2765 |
1.2755 |
| S1 |
1.2704 |
1.2704 |
1.2733 |
1.2686 |
| S2 |
1.2667 |
1.2667 |
1.2724 |
|
| S3 |
1.2569 |
1.2606 |
1.2715 |
|
| S4 |
1.2471 |
1.2508 |
1.2688 |
|
|
| Weekly Pivots for week ending 03-Aug-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.3135 |
1.3060 |
1.2809 |
|
| R3 |
1.3014 |
1.2939 |
1.2775 |
|
| R2 |
1.2893 |
1.2893 |
1.2764 |
|
| R1 |
1.2818 |
1.2818 |
1.2753 |
1.2795 |
| PP |
1.2772 |
1.2772 |
1.2772 |
1.2761 |
| S1 |
1.2697 |
1.2697 |
1.2731 |
1.2674 |
| S2 |
1.2651 |
1.2651 |
1.2720 |
|
| S3 |
1.2530 |
1.2576 |
1.2709 |
|
| S4 |
1.2409 |
1.2455 |
1.2675 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1.2848 |
1.2727 |
0.0121 |
0.9% |
0.0067 |
0.5% |
12% |
False |
True |
148 |
| 10 |
1.2851 |
1.2727 |
0.0124 |
1.0% |
0.0062 |
0.5% |
12% |
False |
True |
150 |
| 20 |
1.2851 |
1.2539 |
0.0312 |
2.4% |
0.0059 |
0.5% |
65% |
False |
False |
98 |
| 40 |
1.2851 |
1.2438 |
0.0413 |
3.2% |
0.0055 |
0.4% |
74% |
False |
False |
69 |
| 60 |
1.2920 |
1.2438 |
0.0482 |
3.8% |
0.0046 |
0.4% |
63% |
False |
False |
50 |
| 80 |
1.2920 |
1.2298 |
0.0622 |
4.9% |
0.0039 |
0.3% |
71% |
False |
False |
38 |
| 100 |
1.2920 |
1.1980 |
0.0940 |
7.4% |
0.0035 |
0.3% |
81% |
False |
False |
32 |
| 120 |
1.2920 |
1.1980 |
0.0940 |
7.4% |
0.0030 |
0.2% |
81% |
False |
False |
27 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.3242 |
|
2.618 |
1.3082 |
|
1.618 |
1.2984 |
|
1.000 |
1.2923 |
|
0.618 |
1.2886 |
|
HIGH |
1.2825 |
|
0.618 |
1.2788 |
|
0.500 |
1.2776 |
|
0.382 |
1.2764 |
|
LOW |
1.2727 |
|
0.618 |
1.2666 |
|
1.000 |
1.2629 |
|
1.618 |
1.2568 |
|
2.618 |
1.2470 |
|
4.250 |
1.2311 |
|
|
| Fisher Pivots for day following 03-Aug-2012 |
| Pivot |
1 day |
3 day |
| R1 |
1.2776 |
1.2788 |
| PP |
1.2765 |
1.2772 |
| S1 |
1.2753 |
1.2757 |
|