CME Japanese Yen Future September 2012
| Trading Metrics calculated at close of trading on 03-Jul-2012 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
02-Jul-2012 |
03-Jul-2012 |
Change |
Change % |
Previous Week |
| Open |
1.2528 |
1.2590 |
0.0062 |
0.5% |
1.2437 |
| High |
1.2624 |
1.2606 |
-0.0018 |
-0.1% |
1.2653 |
| Low |
1.2516 |
1.2523 |
0.0007 |
0.1% |
1.2416 |
| Close |
1.2596 |
1.2534 |
-0.0062 |
-0.5% |
1.2535 |
| Range |
0.0108 |
0.0083 |
-0.0025 |
-23.1% |
0.0237 |
| ATR |
0.0103 |
0.0102 |
-0.0001 |
-1.4% |
0.0000 |
| Volume |
71,892 |
232 |
-71,660 |
-99.7% |
378,062 |
|
| Daily Pivots for day following 03-Jul-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.2803 |
1.2752 |
1.2580 |
|
| R3 |
1.2720 |
1.2669 |
1.2557 |
|
| R2 |
1.2637 |
1.2637 |
1.2549 |
|
| R1 |
1.2586 |
1.2586 |
1.2542 |
1.2570 |
| PP |
1.2554 |
1.2554 |
1.2554 |
1.2547 |
| S1 |
1.2503 |
1.2503 |
1.2526 |
1.2487 |
| S2 |
1.2471 |
1.2471 |
1.2519 |
|
| S3 |
1.2388 |
1.2420 |
1.2511 |
|
| S4 |
1.2305 |
1.2337 |
1.2488 |
|
|
| 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% |
0.0099 |
0.8% |
14% |
False |
False |
60,628 |
| 10 |
1.2705 |
1.2416 |
0.0289 |
2.3% |
0.0116 |
0.9% |
41% |
False |
False |
70,939 |
| 20 |
1.2737 |
1.2416 |
0.0321 |
2.6% |
0.0101 |
0.8% |
37% |
False |
False |
52,759 |
| 40 |
1.2895 |
1.2416 |
0.0479 |
3.8% |
0.0094 |
0.7% |
25% |
False |
False |
26,670 |
| 60 |
1.2895 |
1.2250 |
0.0645 |
5.1% |
0.0088 |
0.7% |
44% |
False |
False |
17,804 |
| 80 |
1.2895 |
1.1915 |
0.0980 |
7.8% |
0.0088 |
0.7% |
63% |
False |
False |
13,365 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.2959 |
|
2.618 |
1.2823 |
|
1.618 |
1.2740 |
|
1.000 |
1.2689 |
|
0.618 |
1.2657 |
|
HIGH |
1.2606 |
|
0.618 |
1.2574 |
|
0.500 |
1.2565 |
|
0.382 |
1.2555 |
|
LOW |
1.2523 |
|
0.618 |
1.2472 |
|
1.000 |
1.2440 |
|
1.618 |
1.2389 |
|
2.618 |
1.2306 |
|
4.250 |
1.2170 |
|
|
| Fisher Pivots for day following 03-Jul-2012 |
| Pivot |
1 day |
3 day |
| R1 |
1.2565 |
1.2584 |
| PP |
1.2554 |
1.2567 |
| S1 |
1.2544 |
1.2551 |
|