CME Japanese Yen Future September 2012
| Trading Metrics calculated at close of trading on 05-Jul-2012 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
03-Jul-2012 |
05-Jul-2012 |
Change |
Change % |
Previous Week |
| Open |
1.2590 |
1.2549 |
-0.0041 |
-0.3% |
1.2437 |
| High |
1.2606 |
1.2581 |
-0.0025 |
-0.2% |
1.2653 |
| Low |
1.2523 |
1.2492 |
-0.0031 |
-0.2% |
1.2416 |
| Close |
1.2534 |
1.2527 |
-0.0007 |
-0.1% |
1.2535 |
| Range |
0.0083 |
0.0089 |
0.0006 |
7.2% |
0.0237 |
| ATR |
0.0102 |
0.0101 |
-0.0001 |
-0.9% |
0.0000 |
| Volume |
232 |
212 |
-20 |
-8.6% |
378,062 |
|
| Daily Pivots for day following 05-Jul-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.2800 |
1.2753 |
1.2576 |
|
| R3 |
1.2711 |
1.2664 |
1.2551 |
|
| R2 |
1.2622 |
1.2622 |
1.2543 |
|
| R1 |
1.2575 |
1.2575 |
1.2535 |
1.2554 |
| PP |
1.2533 |
1.2533 |
1.2533 |
1.2523 |
| S1 |
1.2486 |
1.2486 |
1.2519 |
1.2465 |
| S2 |
1.2444 |
1.2444 |
1.2511 |
|
| S3 |
1.2355 |
1.2397 |
1.2503 |
|
| S4 |
1.2266 |
1.2308 |
1.2478 |
|
|
| 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 |
1.2492 |
0.0161 |
1.3% |
0.0101 |
0.8% |
22% |
False |
True |
49,394 |
| 10 |
1.2653 |
1.2416 |
0.0237 |
1.9% |
0.0110 |
0.9% |
47% |
False |
False |
61,650 |
| 20 |
1.2737 |
1.2416 |
0.0321 |
2.6% |
0.0100 |
0.8% |
35% |
False |
False |
52,558 |
| 40 |
1.2895 |
1.2416 |
0.0479 |
3.8% |
0.0095 |
0.8% |
23% |
False |
False |
26,670 |
| 60 |
1.2895 |
1.2252 |
0.0643 |
5.1% |
0.0086 |
0.7% |
43% |
False |
False |
17,807 |
| 80 |
1.2895 |
1.1915 |
0.0980 |
7.8% |
0.0089 |
0.7% |
62% |
False |
False |
13,368 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.2959 |
|
2.618 |
1.2814 |
|
1.618 |
1.2725 |
|
1.000 |
1.2670 |
|
0.618 |
1.2636 |
|
HIGH |
1.2581 |
|
0.618 |
1.2547 |
|
0.500 |
1.2537 |
|
0.382 |
1.2526 |
|
LOW |
1.2492 |
|
0.618 |
1.2437 |
|
1.000 |
1.2403 |
|
1.618 |
1.2348 |
|
2.618 |
1.2259 |
|
4.250 |
1.2114 |
|
|
| Fisher Pivots for day following 05-Jul-2012 |
| Pivot |
1 day |
3 day |
| R1 |
1.2537 |
1.2558 |
| PP |
1.2533 |
1.2548 |
| S1 |
1.2530 |
1.2537 |
|