CME Japanese Yen Future September 2012
| Trading Metrics calculated at close of trading on 20-Jul-2012 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
19-Jul-2012 |
20-Jul-2012 |
Change |
Change % |
Previous Week |
| Open |
1.2694 |
1.2724 |
0.0030 |
0.2% |
1.2628 |
| High |
1.2766 |
1.2756 |
-0.0010 |
-0.1% |
1.2766 |
| Low |
1.2694 |
1.2697 |
0.0003 |
0.0% |
1.2624 |
| Close |
1.2733 |
1.2752 |
0.0019 |
0.1% |
1.2752 |
| Range |
0.0072 |
0.0059 |
-0.0013 |
-18.1% |
0.0142 |
| ATR |
0.0090 |
0.0088 |
-0.0002 |
-2.5% |
0.0000 |
| Volume |
63,137 |
60,147 |
-2,990 |
-4.7% |
287,668 |
|
| Daily Pivots for day following 20-Jul-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.2912 |
1.2891 |
1.2784 |
|
| R3 |
1.2853 |
1.2832 |
1.2768 |
|
| R2 |
1.2794 |
1.2794 |
1.2763 |
|
| R1 |
1.2773 |
1.2773 |
1.2757 |
1.2784 |
| PP |
1.2735 |
1.2735 |
1.2735 |
1.2740 |
| S1 |
1.2714 |
1.2714 |
1.2747 |
1.2725 |
| S2 |
1.2676 |
1.2676 |
1.2741 |
|
| S3 |
1.2617 |
1.2655 |
1.2736 |
|
| S4 |
1.2558 |
1.2596 |
1.2720 |
|
|
| Weekly Pivots for week ending 20-Jul-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.3140 |
1.3088 |
1.2830 |
|
| R3 |
1.2998 |
1.2946 |
1.2791 |
|
| R2 |
1.2856 |
1.2856 |
1.2778 |
|
| R1 |
1.2804 |
1.2804 |
1.2765 |
1.2830 |
| PP |
1.2714 |
1.2714 |
1.2714 |
1.2727 |
| S1 |
1.2662 |
1.2662 |
1.2739 |
1.2688 |
| S2 |
1.2572 |
1.2572 |
1.2726 |
|
| S3 |
1.2430 |
1.2520 |
1.2713 |
|
| S4 |
1.2288 |
1.2378 |
1.2674 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1.2766 |
1.2624 |
0.0142 |
1.1% |
0.0070 |
0.6% |
90% |
False |
False |
57,533 |
| 10 |
1.2766 |
1.2514 |
0.0252 |
2.0% |
0.0076 |
0.6% |
94% |
False |
False |
59,067 |
| 20 |
1.2766 |
1.2416 |
0.0350 |
2.7% |
0.0091 |
0.7% |
96% |
False |
False |
59,347 |
| 40 |
1.2895 |
1.2416 |
0.0479 |
3.8% |
0.0094 |
0.7% |
70% |
False |
False |
43,435 |
| 60 |
1.2895 |
1.2312 |
0.0583 |
4.6% |
0.0091 |
0.7% |
75% |
False |
False |
29,005 |
| 80 |
1.2895 |
1.2033 |
0.0862 |
6.8% |
0.0090 |
0.7% |
83% |
False |
False |
21,767 |
| 100 |
1.2895 |
1.1915 |
0.0980 |
7.7% |
0.0082 |
0.6% |
85% |
False |
False |
17,419 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.3007 |
|
2.618 |
1.2910 |
|
1.618 |
1.2851 |
|
1.000 |
1.2815 |
|
0.618 |
1.2792 |
|
HIGH |
1.2756 |
|
0.618 |
1.2733 |
|
0.500 |
1.2727 |
|
0.382 |
1.2720 |
|
LOW |
1.2697 |
|
0.618 |
1.2661 |
|
1.000 |
1.2638 |
|
1.618 |
1.2602 |
|
2.618 |
1.2543 |
|
4.250 |
1.2446 |
|
|
| Fisher Pivots for day following 20-Jul-2012 |
| Pivot |
1 day |
3 day |
| R1 |
1.2744 |
1.2736 |
| PP |
1.2735 |
1.2720 |
| S1 |
1.2727 |
1.2704 |
|