CME Japanese Yen Future September 2012
| Trading Metrics calculated at close of trading on 16-Jul-2012 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
13-Jul-2012 |
16-Jul-2012 |
Change |
Change % |
Previous Week |
| Open |
1.2620 |
1.2628 |
0.0008 |
0.1% |
1.2561 |
| High |
1.2665 |
1.2719 |
0.0054 |
0.4% |
1.2665 |
| Low |
1.2604 |
1.2624 |
0.0020 |
0.2% |
1.2514 |
| Close |
1.2624 |
1.2697 |
0.0073 |
0.6% |
1.2624 |
| Range |
0.0061 |
0.0095 |
0.0034 |
55.7% |
0.0151 |
| ATR |
0.0096 |
0.0096 |
0.0000 |
-0.1% |
0.0000 |
| Volume |
48,145 |
50,477 |
2,332 |
4.8% |
303,002 |
|
| Daily Pivots for day following 16-Jul-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.2965 |
1.2926 |
1.2749 |
|
| R3 |
1.2870 |
1.2831 |
1.2723 |
|
| R2 |
1.2775 |
1.2775 |
1.2714 |
|
| R1 |
1.2736 |
1.2736 |
1.2706 |
1.2756 |
| PP |
1.2680 |
1.2680 |
1.2680 |
1.2690 |
| S1 |
1.2641 |
1.2641 |
1.2688 |
1.2661 |
| S2 |
1.2585 |
1.2585 |
1.2680 |
|
| S3 |
1.2490 |
1.2546 |
1.2671 |
|
| S4 |
1.2395 |
1.2451 |
1.2645 |
|
|
| 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 |
1.2719 |
1.2514 |
0.0205 |
1.6% |
0.0090 |
0.7% |
89% |
True |
False |
61,490 |
| 10 |
1.2719 |
1.2492 |
0.0227 |
1.8% |
0.0090 |
0.7% |
90% |
True |
False |
50,754 |
| 20 |
1.2724 |
1.2416 |
0.0308 |
2.4% |
0.0101 |
0.8% |
91% |
False |
False |
62,686 |
| 40 |
1.2895 |
1.2416 |
0.0479 |
3.8% |
0.0097 |
0.8% |
59% |
False |
False |
37,527 |
| 60 |
1.2895 |
1.2252 |
0.0643 |
5.1% |
0.0090 |
0.7% |
69% |
False |
False |
25,054 |
| 80 |
1.2895 |
1.2015 |
0.0880 |
6.9% |
0.0090 |
0.7% |
78% |
False |
False |
18,806 |
| 100 |
1.2895 |
1.1915 |
0.0980 |
7.7% |
0.0082 |
0.6% |
80% |
False |
False |
15,047 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.3123 |
|
2.618 |
1.2968 |
|
1.618 |
1.2873 |
|
1.000 |
1.2814 |
|
0.618 |
1.2778 |
|
HIGH |
1.2719 |
|
0.618 |
1.2683 |
|
0.500 |
1.2672 |
|
0.382 |
1.2660 |
|
LOW |
1.2624 |
|
0.618 |
1.2565 |
|
1.000 |
1.2529 |
|
1.618 |
1.2470 |
|
2.618 |
1.2375 |
|
4.250 |
1.2220 |
|
|
| Fisher Pivots for day following 16-Jul-2012 |
| Pivot |
1 day |
3 day |
| R1 |
1.2689 |
1.2670 |
| PP |
1.2680 |
1.2643 |
| S1 |
1.2672 |
1.2617 |
|