CME Japanese Yen Future September 2012
| Trading Metrics calculated at close of trading on 13-Jul-2012 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
12-Jul-2012 |
13-Jul-2012 |
Change |
Change % |
Previous Week |
| Open |
1.2553 |
1.2620 |
0.0067 |
0.5% |
1.2561 |
| High |
1.2641 |
1.2665 |
0.0024 |
0.2% |
1.2665 |
| Low |
1.2514 |
1.2604 |
0.0090 |
0.7% |
1.2514 |
| Close |
1.2619 |
1.2624 |
0.0005 |
0.0% |
1.2624 |
| Range |
0.0127 |
0.0061 |
-0.0066 |
-52.0% |
0.0151 |
| ATR |
0.0099 |
0.0096 |
-0.0003 |
-2.7% |
0.0000 |
| Volume |
76,152 |
48,145 |
-28,007 |
-36.8% |
303,002 |
|
| Daily Pivots for day following 13-Jul-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.2814 |
1.2780 |
1.2658 |
|
| R3 |
1.2753 |
1.2719 |
1.2641 |
|
| R2 |
1.2692 |
1.2692 |
1.2635 |
|
| R1 |
1.2658 |
1.2658 |
1.2630 |
1.2675 |
| PP |
1.2631 |
1.2631 |
1.2631 |
1.2640 |
| S1 |
1.2597 |
1.2597 |
1.2618 |
1.2614 |
| S2 |
1.2570 |
1.2570 |
1.2613 |
|
| S3 |
1.2509 |
1.2536 |
1.2607 |
|
| S4 |
1.2448 |
1.2475 |
1.2590 |
|
|
| Weekly Pivots for week ending 13-Jul-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.3054 |
1.2990 |
1.2707 |
|
| R3 |
1.2903 |
1.2839 |
1.2666 |
|
| R2 |
1.2752 |
1.2752 |
1.2652 |
|
| R1 |
1.2688 |
1.2688 |
1.2638 |
1.2720 |
| PP |
1.2601 |
1.2601 |
1.2601 |
1.2617 |
| S1 |
1.2537 |
1.2537 |
1.2610 |
1.2569 |
| S2 |
1.2450 |
1.2450 |
1.2596 |
|
| S3 |
1.2299 |
1.2386 |
1.2582 |
|
| S4 |
1.2148 |
1.2235 |
1.2541 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1.2665 |
1.2514 |
0.0151 |
1.2% |
0.0082 |
0.6% |
73% |
True |
False |
60,600 |
| 10 |
1.2665 |
1.2492 |
0.0173 |
1.4% |
0.0094 |
0.7% |
76% |
True |
False |
56,704 |
| 20 |
1.2737 |
1.2416 |
0.0321 |
2.5% |
0.0103 |
0.8% |
65% |
False |
False |
64,304 |
| 40 |
1.2895 |
1.2416 |
0.0479 |
3.8% |
0.0099 |
0.8% |
43% |
False |
False |
36,269 |
| 60 |
1.2895 |
1.2252 |
0.0643 |
5.1% |
0.0089 |
0.7% |
58% |
False |
False |
24,213 |
| 80 |
1.2895 |
1.2015 |
0.0880 |
7.0% |
0.0091 |
0.7% |
69% |
False |
False |
18,175 |
| 100 |
1.2895 |
1.1915 |
0.0980 |
7.8% |
0.0081 |
0.6% |
72% |
False |
False |
14,542 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.2924 |
|
2.618 |
1.2825 |
|
1.618 |
1.2764 |
|
1.000 |
1.2726 |
|
0.618 |
1.2703 |
|
HIGH |
1.2665 |
|
0.618 |
1.2642 |
|
0.500 |
1.2635 |
|
0.382 |
1.2627 |
|
LOW |
1.2604 |
|
0.618 |
1.2566 |
|
1.000 |
1.2543 |
|
1.618 |
1.2505 |
|
2.618 |
1.2444 |
|
4.250 |
1.2345 |
|
|
| Fisher Pivots for day following 13-Jul-2012 |
| Pivot |
1 day |
3 day |
| R1 |
1.2635 |
1.2613 |
| PP |
1.2631 |
1.2601 |
| S1 |
1.2628 |
1.2590 |
|