CME Japanese Yen Future September 2012
| Trading Metrics calculated at close of trading on 19-Jul-2012 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
18-Jul-2012 |
19-Jul-2012 |
Change |
Change % |
Previous Week |
| Open |
1.2655 |
1.2694 |
0.0039 |
0.3% |
1.2561 |
| High |
1.2706 |
1.2766 |
0.0060 |
0.5% |
1.2665 |
| Low |
1.2642 |
1.2694 |
0.0052 |
0.4% |
1.2514 |
| Close |
1.2700 |
1.2733 |
0.0033 |
0.3% |
1.2624 |
| Range |
0.0064 |
0.0072 |
0.0008 |
12.5% |
0.0151 |
| ATR |
0.0091 |
0.0090 |
-0.0001 |
-1.5% |
0.0000 |
| Volume |
48,763 |
63,137 |
14,374 |
29.5% |
303,002 |
|
| Daily Pivots for day following 19-Jul-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.2947 |
1.2912 |
1.2773 |
|
| R3 |
1.2875 |
1.2840 |
1.2753 |
|
| R2 |
1.2803 |
1.2803 |
1.2746 |
|
| R1 |
1.2768 |
1.2768 |
1.2740 |
1.2786 |
| PP |
1.2731 |
1.2731 |
1.2731 |
1.2740 |
| S1 |
1.2696 |
1.2696 |
1.2726 |
1.2714 |
| S2 |
1.2659 |
1.2659 |
1.2720 |
|
| S3 |
1.2587 |
1.2624 |
1.2713 |
|
| S4 |
1.2515 |
1.2552 |
1.2693 |
|
|
| 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 |
1.2766 |
1.2604 |
0.0162 |
1.3% |
0.0071 |
0.6% |
80% |
True |
False |
55,133 |
| 10 |
1.2766 |
1.2508 |
0.0258 |
2.0% |
0.0082 |
0.6% |
87% |
True |
False |
61,225 |
| 20 |
1.2766 |
1.2416 |
0.0350 |
2.7% |
0.0096 |
0.8% |
91% |
True |
False |
61,437 |
| 40 |
1.2895 |
1.2416 |
0.0479 |
3.8% |
0.0096 |
0.8% |
66% |
False |
False |
41,938 |
| 60 |
1.2895 |
1.2278 |
0.0617 |
4.8% |
0.0091 |
0.7% |
74% |
False |
False |
28,003 |
| 80 |
1.2895 |
1.2033 |
0.0862 |
6.8% |
0.0090 |
0.7% |
81% |
False |
False |
21,017 |
| 100 |
1.2895 |
1.1915 |
0.0980 |
7.7% |
0.0083 |
0.7% |
83% |
False |
False |
16,817 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.3072 |
|
2.618 |
1.2954 |
|
1.618 |
1.2882 |
|
1.000 |
1.2838 |
|
0.618 |
1.2810 |
|
HIGH |
1.2766 |
|
0.618 |
1.2738 |
|
0.500 |
1.2730 |
|
0.382 |
1.2722 |
|
LOW |
1.2694 |
|
0.618 |
1.2650 |
|
1.000 |
1.2622 |
|
1.618 |
1.2578 |
|
2.618 |
1.2506 |
|
4.250 |
1.2388 |
|
|
| Fisher Pivots for day following 19-Jul-2012 |
| Pivot |
1 day |
3 day |
| R1 |
1.2732 |
1.2723 |
| PP |
1.2731 |
1.2713 |
| S1 |
1.2730 |
1.2703 |
|