CME Japanese Yen Future September 2012
| Trading Metrics calculated at close of trading on 11-Jul-2012 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
10-Jul-2012 |
11-Jul-2012 |
Change |
Change % |
Previous Week |
| Open |
1.2580 |
1.2601 |
0.0021 |
0.2% |
1.2528 |
| High |
1.2636 |
1.2647 |
0.0011 |
0.1% |
1.2624 |
| Low |
1.2575 |
1.2542 |
-0.0033 |
-0.3% |
1.2492 |
| Close |
1.2602 |
1.2565 |
-0.0037 |
-0.3% |
1.2566 |
| Range |
0.0061 |
0.0105 |
0.0044 |
72.1% |
0.0132 |
| ATR |
0.0096 |
0.0096 |
0.0001 |
0.7% |
0.0000 |
| Volume |
56,760 |
75,919 |
19,159 |
33.8% |
154,067 |
|
| Daily Pivots for day following 11-Jul-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.2900 |
1.2837 |
1.2623 |
|
| R3 |
1.2795 |
1.2732 |
1.2594 |
|
| R2 |
1.2690 |
1.2690 |
1.2584 |
|
| R1 |
1.2627 |
1.2627 |
1.2575 |
1.2606 |
| PP |
1.2585 |
1.2585 |
1.2585 |
1.2574 |
| S1 |
1.2522 |
1.2522 |
1.2555 |
1.2501 |
| S2 |
1.2480 |
1.2480 |
1.2546 |
|
| S3 |
1.2375 |
1.2417 |
1.2536 |
|
| S4 |
1.2270 |
1.2312 |
1.2507 |
|
|
| 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 |
1.2647 |
1.2492 |
0.0155 |
1.2% |
0.0085 |
0.7% |
47% |
True |
False |
52,129 |
| 10 |
1.2653 |
1.2492 |
0.0161 |
1.3% |
0.0092 |
0.7% |
45% |
False |
False |
56,379 |
| 20 |
1.2737 |
1.2416 |
0.0321 |
2.6% |
0.0100 |
0.8% |
46% |
False |
False |
62,573 |
| 40 |
1.2895 |
1.2416 |
0.0479 |
3.8% |
0.0097 |
0.8% |
31% |
False |
False |
33,168 |
| 60 |
1.2895 |
1.2252 |
0.0643 |
5.1% |
0.0088 |
0.7% |
49% |
False |
False |
22,145 |
| 80 |
1.2895 |
1.1927 |
0.0968 |
7.7% |
0.0090 |
0.7% |
66% |
False |
False |
16,622 |
| 100 |
1.2895 |
1.1915 |
0.0980 |
7.8% |
0.0080 |
0.6% |
66% |
False |
False |
13,300 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.3093 |
|
2.618 |
1.2922 |
|
1.618 |
1.2817 |
|
1.000 |
1.2752 |
|
0.618 |
1.2712 |
|
HIGH |
1.2647 |
|
0.618 |
1.2607 |
|
0.500 |
1.2595 |
|
0.382 |
1.2582 |
|
LOW |
1.2542 |
|
0.618 |
1.2477 |
|
1.000 |
1.2437 |
|
1.618 |
1.2372 |
|
2.618 |
1.2267 |
|
4.250 |
1.2096 |
|
|
| Fisher Pivots for day following 11-Jul-2012 |
| Pivot |
1 day |
3 day |
| R1 |
1.2595 |
1.2595 |
| PP |
1.2585 |
1.2585 |
| S1 |
1.2575 |
1.2575 |
|