CME Japanese Yen Future September 2012
| Trading Metrics calculated at close of trading on 26-Jul-2012 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
25-Jul-2012 |
26-Jul-2012 |
Change |
Change % |
Previous Week |
| Open |
1.2800 |
1.2804 |
0.0004 |
0.0% |
1.2628 |
| High |
1.2818 |
1.2854 |
0.0036 |
0.3% |
1.2766 |
| Low |
1.2782 |
1.2775 |
-0.0007 |
-0.1% |
1.2624 |
| Close |
1.2811 |
1.2797 |
-0.0014 |
-0.1% |
1.2752 |
| Range |
0.0036 |
0.0079 |
0.0043 |
119.4% |
0.0142 |
| ATR |
0.0082 |
0.0082 |
0.0000 |
-0.3% |
0.0000 |
| Volume |
60,019 |
78,323 |
18,304 |
30.5% |
287,668 |
|
| Daily Pivots for day following 26-Jul-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.3046 |
1.3000 |
1.2840 |
|
| R3 |
1.2967 |
1.2921 |
1.2819 |
|
| R2 |
1.2888 |
1.2888 |
1.2811 |
|
| R1 |
1.2842 |
1.2842 |
1.2804 |
1.2826 |
| PP |
1.2809 |
1.2809 |
1.2809 |
1.2800 |
| S1 |
1.2763 |
1.2763 |
1.2790 |
1.2747 |
| S2 |
1.2730 |
1.2730 |
1.2783 |
|
| S3 |
1.2651 |
1.2684 |
1.2775 |
|
| S4 |
1.2572 |
1.2605 |
1.2754 |
|
|
| 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 |
1.2854 |
1.2697 |
0.0157 |
1.2% |
0.0064 |
0.5% |
64% |
True |
False |
67,155 |
| 10 |
1.2854 |
1.2604 |
0.0250 |
2.0% |
0.0068 |
0.5% |
77% |
True |
False |
61,144 |
| 20 |
1.2854 |
1.2492 |
0.0362 |
2.8% |
0.0082 |
0.6% |
84% |
True |
False |
59,750 |
| 40 |
1.2895 |
1.2416 |
0.0479 |
3.7% |
0.0095 |
0.7% |
80% |
False |
False |
50,292 |
| 60 |
1.2895 |
1.2416 |
0.0479 |
3.7% |
0.0088 |
0.7% |
80% |
False |
False |
33,592 |
| 80 |
1.2895 |
1.2108 |
0.0787 |
6.1% |
0.0085 |
0.7% |
88% |
False |
False |
25,210 |
| 100 |
1.2895 |
1.1915 |
0.0980 |
7.7% |
0.0084 |
0.7% |
90% |
False |
False |
20,175 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.3190 |
|
2.618 |
1.3061 |
|
1.618 |
1.2982 |
|
1.000 |
1.2933 |
|
0.618 |
1.2903 |
|
HIGH |
1.2854 |
|
0.618 |
1.2824 |
|
0.500 |
1.2815 |
|
0.382 |
1.2805 |
|
LOW |
1.2775 |
|
0.618 |
1.2726 |
|
1.000 |
1.2696 |
|
1.618 |
1.2647 |
|
2.618 |
1.2568 |
|
4.250 |
1.2439 |
|
|
| Fisher Pivots for day following 26-Jul-2012 |
| Pivot |
1 day |
3 day |
| R1 |
1.2815 |
1.2808 |
| PP |
1.2809 |
1.2804 |
| S1 |
1.2803 |
1.2801 |
|