CME Japanese Yen Future September 2012
| Trading Metrics calculated at close of trading on 09-Jul-2012 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
06-Jul-2012 |
09-Jul-2012 |
Change |
Change % |
Previous Week |
| Open |
1.2524 |
1.2561 |
0.0037 |
0.3% |
1.2528 |
| High |
1.2623 |
1.2602 |
-0.0021 |
-0.2% |
1.2624 |
| Low |
1.2508 |
1.2547 |
0.0039 |
0.3% |
1.2492 |
| Close |
1.2566 |
1.2576 |
0.0010 |
0.1% |
1.2566 |
| Range |
0.0115 |
0.0055 |
-0.0060 |
-52.2% |
0.0132 |
| ATR |
0.0102 |
0.0098 |
-0.0003 |
-3.3% |
0.0000 |
| Volume |
81,731 |
46,026 |
-35,705 |
-43.7% |
154,067 |
|
| Daily Pivots for day following 09-Jul-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.2740 |
1.2713 |
1.2606 |
|
| R3 |
1.2685 |
1.2658 |
1.2591 |
|
| R2 |
1.2630 |
1.2630 |
1.2586 |
|
| R1 |
1.2603 |
1.2603 |
1.2581 |
1.2617 |
| PP |
1.2575 |
1.2575 |
1.2575 |
1.2582 |
| S1 |
1.2548 |
1.2548 |
1.2571 |
1.2562 |
| S2 |
1.2520 |
1.2520 |
1.2566 |
|
| S3 |
1.2465 |
1.2493 |
1.2561 |
|
| S4 |
1.2410 |
1.2438 |
1.2546 |
|
|
| Weekly Pivots for week ending 06-Jul-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.2957 |
1.2893 |
1.2639 |
|
| R3 |
1.2825 |
1.2761 |
1.2602 |
|
| R2 |
1.2693 |
1.2693 |
1.2590 |
|
| R1 |
1.2629 |
1.2629 |
1.2578 |
1.2661 |
| PP |
1.2561 |
1.2561 |
1.2561 |
1.2577 |
| S1 |
1.2497 |
1.2497 |
1.2554 |
1.2529 |
| S2 |
1.2429 |
1.2429 |
1.2542 |
|
| S3 |
1.2297 |
1.2365 |
1.2530 |
|
| S4 |
1.2165 |
1.2233 |
1.2493 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1.2624 |
1.2492 |
0.0132 |
1.0% |
0.0090 |
0.7% |
64% |
False |
False |
40,018 |
| 10 |
1.2653 |
1.2416 |
0.0237 |
1.9% |
0.0103 |
0.8% |
68% |
False |
False |
57,815 |
| 20 |
1.2737 |
1.2416 |
0.0321 |
2.6% |
0.0099 |
0.8% |
50% |
False |
False |
58,033 |
| 40 |
1.2895 |
1.2416 |
0.0479 |
3.8% |
0.0096 |
0.8% |
33% |
False |
False |
29,855 |
| 60 |
1.2895 |
1.2252 |
0.0643 |
5.1% |
0.0087 |
0.7% |
50% |
False |
False |
19,934 |
| 80 |
1.2895 |
1.1927 |
0.0968 |
7.7% |
0.0090 |
0.7% |
67% |
False |
False |
14,964 |
| 100 |
1.2895 |
1.1915 |
0.0980 |
7.8% |
0.0078 |
0.6% |
67% |
False |
False |
11,973 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.2836 |
|
2.618 |
1.2746 |
|
1.618 |
1.2691 |
|
1.000 |
1.2657 |
|
0.618 |
1.2636 |
|
HIGH |
1.2602 |
|
0.618 |
1.2581 |
|
0.500 |
1.2575 |
|
0.382 |
1.2568 |
|
LOW |
1.2547 |
|
0.618 |
1.2513 |
|
1.000 |
1.2492 |
|
1.618 |
1.2458 |
|
2.618 |
1.2403 |
|
4.250 |
1.2313 |
|
|
| Fisher Pivots for day following 09-Jul-2012 |
| Pivot |
1 day |
3 day |
| R1 |
1.2576 |
1.2570 |
| PP |
1.2575 |
1.2564 |
| S1 |
1.2575 |
1.2558 |
|