CME Japanese Yen Future September 2012
| Trading Metrics calculated at close of trading on 10-Jul-2012 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
09-Jul-2012 |
10-Jul-2012 |
Change |
Change % |
Previous Week |
| Open |
1.2561 |
1.2580 |
0.0019 |
0.2% |
1.2528 |
| High |
1.2602 |
1.2636 |
0.0034 |
0.3% |
1.2624 |
| Low |
1.2547 |
1.2575 |
0.0028 |
0.2% |
1.2492 |
| Close |
1.2576 |
1.2602 |
0.0026 |
0.2% |
1.2566 |
| Range |
0.0055 |
0.0061 |
0.0006 |
10.9% |
0.0132 |
| ATR |
0.0098 |
0.0096 |
-0.0003 |
-2.7% |
0.0000 |
| Volume |
46,026 |
56,760 |
10,734 |
23.3% |
154,067 |
|
| Daily Pivots for day following 10-Jul-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.2787 |
1.2756 |
1.2636 |
|
| R3 |
1.2726 |
1.2695 |
1.2619 |
|
| R2 |
1.2665 |
1.2665 |
1.2613 |
|
| R1 |
1.2634 |
1.2634 |
1.2608 |
1.2650 |
| PP |
1.2604 |
1.2604 |
1.2604 |
1.2612 |
| S1 |
1.2573 |
1.2573 |
1.2596 |
1.2589 |
| S2 |
1.2543 |
1.2543 |
1.2591 |
|
| S3 |
1.2482 |
1.2512 |
1.2585 |
|
| S4 |
1.2421 |
1.2451 |
1.2568 |
|
|
| 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 |
1.2636 |
1.2492 |
0.0144 |
1.1% |
0.0081 |
0.6% |
76% |
True |
False |
36,992 |
| 10 |
1.2653 |
1.2492 |
0.0161 |
1.3% |
0.0091 |
0.7% |
68% |
False |
False |
55,593 |
| 20 |
1.2737 |
1.2416 |
0.0321 |
2.5% |
0.0099 |
0.8% |
58% |
False |
False |
59,941 |
| 40 |
1.2895 |
1.2416 |
0.0479 |
3.8% |
0.0096 |
0.8% |
39% |
False |
False |
31,271 |
| 60 |
1.2895 |
1.2252 |
0.0643 |
5.1% |
0.0088 |
0.7% |
54% |
False |
False |
20,879 |
| 80 |
1.2895 |
1.1927 |
0.0968 |
7.7% |
0.0090 |
0.7% |
70% |
False |
False |
15,673 |
| 100 |
1.2895 |
1.1915 |
0.0980 |
7.8% |
0.0079 |
0.6% |
70% |
False |
False |
12,540 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.2895 |
|
2.618 |
1.2796 |
|
1.618 |
1.2735 |
|
1.000 |
1.2697 |
|
0.618 |
1.2674 |
|
HIGH |
1.2636 |
|
0.618 |
1.2613 |
|
0.500 |
1.2606 |
|
0.382 |
1.2598 |
|
LOW |
1.2575 |
|
0.618 |
1.2537 |
|
1.000 |
1.2514 |
|
1.618 |
1.2476 |
|
2.618 |
1.2415 |
|
4.250 |
1.2316 |
|
|
| Fisher Pivots for day following 10-Jul-2012 |
| Pivot |
1 day |
3 day |
| R1 |
1.2606 |
1.2592 |
| PP |
1.2604 |
1.2582 |
| S1 |
1.2603 |
1.2572 |
|