CME Japanese Yen Future September 2012
| Trading Metrics calculated at close of trading on 17-Jul-2012 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
16-Jul-2012 |
17-Jul-2012 |
Change |
Change % |
Previous Week |
| Open |
1.2628 |
1.2685 |
0.0057 |
0.5% |
1.2561 |
| High |
1.2719 |
1.2701 |
-0.0018 |
-0.1% |
1.2665 |
| Low |
1.2624 |
1.2639 |
0.0015 |
0.1% |
1.2514 |
| Close |
1.2697 |
1.2651 |
-0.0046 |
-0.4% |
1.2624 |
| Range |
0.0095 |
0.0062 |
-0.0033 |
-34.7% |
0.0151 |
| ATR |
0.0096 |
0.0093 |
-0.0002 |
-2.5% |
0.0000 |
| Volume |
50,477 |
65,144 |
14,667 |
29.1% |
303,002 |
|
| Daily Pivots for day following 17-Jul-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.2850 |
1.2812 |
1.2685 |
|
| R3 |
1.2788 |
1.2750 |
1.2668 |
|
| R2 |
1.2726 |
1.2726 |
1.2662 |
|
| R1 |
1.2688 |
1.2688 |
1.2657 |
1.2676 |
| PP |
1.2664 |
1.2664 |
1.2664 |
1.2658 |
| S1 |
1.2626 |
1.2626 |
1.2645 |
1.2614 |
| S2 |
1.2602 |
1.2602 |
1.2640 |
|
| S3 |
1.2540 |
1.2564 |
1.2634 |
|
| S4 |
1.2478 |
1.2502 |
1.2617 |
|
|
| 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% |
67% |
False |
False |
63,167 |
| 10 |
1.2719 |
1.2492 |
0.0227 |
1.8% |
0.0085 |
0.7% |
70% |
False |
False |
50,079 |
| 20 |
1.2719 |
1.2416 |
0.0303 |
2.4% |
0.0099 |
0.8% |
78% |
False |
False |
62,905 |
| 40 |
1.2895 |
1.2416 |
0.0479 |
3.8% |
0.0097 |
0.8% |
49% |
False |
False |
39,146 |
| 60 |
1.2895 |
1.2278 |
0.0617 |
4.9% |
0.0090 |
0.7% |
60% |
False |
False |
26,139 |
| 80 |
1.2895 |
1.2015 |
0.0880 |
7.0% |
0.0090 |
0.7% |
72% |
False |
False |
19,619 |
| 100 |
1.2895 |
1.1915 |
0.0980 |
7.7% |
0.0083 |
0.7% |
75% |
False |
False |
15,698 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.2965 |
|
2.618 |
1.2863 |
|
1.618 |
1.2801 |
|
1.000 |
1.2763 |
|
0.618 |
1.2739 |
|
HIGH |
1.2701 |
|
0.618 |
1.2677 |
|
0.500 |
1.2670 |
|
0.382 |
1.2663 |
|
LOW |
1.2639 |
|
0.618 |
1.2601 |
|
1.000 |
1.2577 |
|
1.618 |
1.2539 |
|
2.618 |
1.2477 |
|
4.250 |
1.2376 |
|
|
| Fisher Pivots for day following 17-Jul-2012 |
| Pivot |
1 day |
3 day |
| R1 |
1.2670 |
1.2662 |
| PP |
1.2664 |
1.2658 |
| S1 |
1.2657 |
1.2655 |
|