CME Japanese Yen Future September 2012
| Trading Metrics calculated at close of trading on 02-Jul-2012 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
29-Jun-2012 |
02-Jul-2012 |
Change |
Change % |
Previous Week |
| Open |
1.2603 |
1.2528 |
-0.0075 |
-0.6% |
1.2437 |
| High |
1.2653 |
1.2624 |
-0.0029 |
-0.2% |
1.2653 |
| Low |
1.2514 |
1.2516 |
0.0002 |
0.0% |
1.2416 |
| Close |
1.2535 |
1.2596 |
0.0061 |
0.5% |
1.2535 |
| Range |
0.0139 |
0.0108 |
-0.0031 |
-22.3% |
0.0237 |
| ATR |
0.0103 |
0.0103 |
0.0000 |
0.4% |
0.0000 |
| Volume |
109,977 |
71,892 |
-38,085 |
-34.6% |
378,062 |
|
| Daily Pivots for day following 02-Jul-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.2903 |
1.2857 |
1.2655 |
|
| R3 |
1.2795 |
1.2749 |
1.2626 |
|
| R2 |
1.2687 |
1.2687 |
1.2616 |
|
| R1 |
1.2641 |
1.2641 |
1.2606 |
1.2664 |
| PP |
1.2579 |
1.2579 |
1.2579 |
1.2590 |
| S1 |
1.2533 |
1.2533 |
1.2586 |
1.2556 |
| S2 |
1.2471 |
1.2471 |
1.2576 |
|
| S3 |
1.2363 |
1.2425 |
1.2566 |
|
| S4 |
1.2255 |
1.2317 |
1.2537 |
|
|
| Weekly Pivots for week ending 29-Jun-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.3246 |
1.3127 |
1.2665 |
|
| R3 |
1.3009 |
1.2890 |
1.2600 |
|
| R2 |
1.2772 |
1.2772 |
1.2578 |
|
| R1 |
1.2653 |
1.2653 |
1.2557 |
1.2713 |
| PP |
1.2535 |
1.2535 |
1.2535 |
1.2564 |
| S1 |
1.2416 |
1.2416 |
1.2513 |
1.2476 |
| S2 |
1.2298 |
1.2298 |
1.2492 |
|
| S3 |
1.2061 |
1.2179 |
1.2470 |
|
| S4 |
1.1824 |
1.1942 |
1.2405 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1.2653 |
1.2514 |
0.0139 |
1.1% |
0.0100 |
0.8% |
59% |
False |
False |
74,195 |
| 10 |
1.2705 |
1.2416 |
0.0289 |
2.3% |
0.0112 |
0.9% |
62% |
False |
False |
75,731 |
| 20 |
1.2821 |
1.2416 |
0.0405 |
3.2% |
0.0104 |
0.8% |
44% |
False |
False |
52,890 |
| 40 |
1.2895 |
1.2416 |
0.0479 |
3.8% |
0.0093 |
0.7% |
38% |
False |
False |
26,670 |
| 60 |
1.2895 |
1.2250 |
0.0645 |
5.1% |
0.0087 |
0.7% |
54% |
False |
False |
17,801 |
| 80 |
1.2895 |
1.1915 |
0.0980 |
7.8% |
0.0087 |
0.7% |
69% |
False |
False |
13,362 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.3083 |
|
2.618 |
1.2907 |
|
1.618 |
1.2799 |
|
1.000 |
1.2732 |
|
0.618 |
1.2691 |
|
HIGH |
1.2624 |
|
0.618 |
1.2583 |
|
0.500 |
1.2570 |
|
0.382 |
1.2557 |
|
LOW |
1.2516 |
|
0.618 |
1.2449 |
|
1.000 |
1.2408 |
|
1.618 |
1.2341 |
|
2.618 |
1.2233 |
|
4.250 |
1.2057 |
|
|
| Fisher Pivots for day following 02-Jul-2012 |
| Pivot |
1 day |
3 day |
| R1 |
1.2587 |
1.2592 |
| PP |
1.2579 |
1.2588 |
| S1 |
1.2570 |
1.2584 |
|