CME Japanese Yen Future September 2012
| Trading Metrics calculated at close of trading on 25-Jul-2012 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
24-Jul-2012 |
25-Jul-2012 |
Change |
Change % |
Previous Week |
| Open |
1.2773 |
1.2800 |
0.0027 |
0.2% |
1.2628 |
| High |
1.2813 |
1.2818 |
0.0005 |
0.0% |
1.2766 |
| Low |
1.2762 |
1.2782 |
0.0020 |
0.2% |
1.2624 |
| Close |
1.2799 |
1.2811 |
0.0012 |
0.1% |
1.2752 |
| Range |
0.0051 |
0.0036 |
-0.0015 |
-29.4% |
0.0142 |
| ATR |
0.0086 |
0.0082 |
-0.0004 |
-4.1% |
0.0000 |
| Volume |
58,218 |
60,019 |
1,801 |
3.1% |
287,668 |
|
| Daily Pivots for day following 25-Jul-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.2912 |
1.2897 |
1.2831 |
|
| R3 |
1.2876 |
1.2861 |
1.2821 |
|
| R2 |
1.2840 |
1.2840 |
1.2818 |
|
| R1 |
1.2825 |
1.2825 |
1.2814 |
1.2833 |
| PP |
1.2804 |
1.2804 |
1.2804 |
1.2807 |
| S1 |
1.2789 |
1.2789 |
1.2808 |
1.2797 |
| S2 |
1.2768 |
1.2768 |
1.2804 |
|
| S3 |
1.2732 |
1.2753 |
1.2801 |
|
| S4 |
1.2696 |
1.2717 |
1.2791 |
|
|
| 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 |
1.2839 |
1.2694 |
0.0145 |
1.1% |
0.0063 |
0.5% |
81% |
False |
False |
64,118 |
| 10 |
1.2839 |
1.2514 |
0.0325 |
2.5% |
0.0072 |
0.6% |
91% |
False |
False |
60,927 |
| 20 |
1.2839 |
1.2492 |
0.0347 |
2.7% |
0.0082 |
0.6% |
92% |
False |
False |
58,653 |
| 40 |
1.2895 |
1.2416 |
0.0479 |
3.7% |
0.0095 |
0.7% |
82% |
False |
False |
48,347 |
| 60 |
1.2895 |
1.2416 |
0.0479 |
3.7% |
0.0088 |
0.7% |
82% |
False |
False |
32,291 |
| 80 |
1.2895 |
1.2071 |
0.0824 |
6.4% |
0.0086 |
0.7% |
90% |
False |
False |
24,231 |
| 100 |
1.2895 |
1.1915 |
0.0980 |
7.6% |
0.0083 |
0.7% |
91% |
False |
False |
19,392 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.2971 |
|
2.618 |
1.2912 |
|
1.618 |
1.2876 |
|
1.000 |
1.2854 |
|
0.618 |
1.2840 |
|
HIGH |
1.2818 |
|
0.618 |
1.2804 |
|
0.500 |
1.2800 |
|
0.382 |
1.2796 |
|
LOW |
1.2782 |
|
0.618 |
1.2760 |
|
1.000 |
1.2746 |
|
1.618 |
1.2724 |
|
2.618 |
1.2688 |
|
4.250 |
1.2629 |
|
|
| Fisher Pivots for day following 25-Jul-2012 |
| Pivot |
1 day |
3 day |
| R1 |
1.2807 |
1.2804 |
| PP |
1.2804 |
1.2797 |
| S1 |
1.2800 |
1.2791 |
|