CME Japanese Yen Future September 2012
| Trading Metrics calculated at close of trading on 30-Jul-2012 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
27-Jul-2012 |
30-Jul-2012 |
Change |
Change % |
Previous Week |
| Open |
1.2790 |
1.2746 |
-0.0044 |
-0.3% |
1.2755 |
| High |
1.2815 |
1.2808 |
-0.0007 |
-0.1% |
1.2854 |
| Low |
1.2717 |
1.2731 |
0.0014 |
0.1% |
1.2717 |
| Close |
1.2731 |
1.2802 |
0.0071 |
0.6% |
1.2731 |
| Range |
0.0098 |
0.0077 |
-0.0021 |
-21.4% |
0.0137 |
| ATR |
0.0083 |
0.0083 |
0.0000 |
-0.5% |
0.0000 |
| Volume |
86,645 |
58,417 |
-28,228 |
-32.6% |
362,276 |
|
| Daily Pivots for day following 30-Jul-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.3011 |
1.2984 |
1.2844 |
|
| R3 |
1.2934 |
1.2907 |
1.2823 |
|
| R2 |
1.2857 |
1.2857 |
1.2816 |
|
| R1 |
1.2830 |
1.2830 |
1.2809 |
1.2844 |
| PP |
1.2780 |
1.2780 |
1.2780 |
1.2787 |
| S1 |
1.2753 |
1.2753 |
1.2795 |
1.2767 |
| S2 |
1.2703 |
1.2703 |
1.2788 |
|
| S3 |
1.2626 |
1.2676 |
1.2781 |
|
| S4 |
1.2549 |
1.2599 |
1.2760 |
|
|
| Weekly Pivots for week ending 27-Jul-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.3178 |
1.3092 |
1.2806 |
|
| R3 |
1.3041 |
1.2955 |
1.2769 |
|
| R2 |
1.2904 |
1.2904 |
1.2756 |
|
| R1 |
1.2818 |
1.2818 |
1.2744 |
1.2793 |
| PP |
1.2767 |
1.2767 |
1.2767 |
1.2755 |
| S1 |
1.2681 |
1.2681 |
1.2718 |
1.2656 |
| S2 |
1.2630 |
1.2630 |
1.2706 |
|
| S3 |
1.2493 |
1.2544 |
1.2693 |
|
| S4 |
1.2356 |
1.2407 |
1.2656 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1.2854 |
1.2717 |
0.0137 |
1.1% |
0.0068 |
0.5% |
62% |
False |
False |
68,324 |
| 10 |
1.2854 |
1.2639 |
0.0215 |
1.7% |
0.0070 |
0.5% |
76% |
False |
False |
65,788 |
| 20 |
1.2854 |
1.2492 |
0.0362 |
2.8% |
0.0080 |
0.6% |
86% |
False |
False |
58,271 |
| 40 |
1.2854 |
1.2416 |
0.0438 |
3.4% |
0.0091 |
0.7% |
88% |
False |
False |
53,826 |
| 60 |
1.2895 |
1.2416 |
0.0479 |
3.7% |
0.0089 |
0.7% |
81% |
False |
False |
36,007 |
| 80 |
1.2895 |
1.2250 |
0.0645 |
5.0% |
0.0085 |
0.7% |
86% |
False |
False |
27,022 |
| 100 |
1.2895 |
1.1915 |
0.0980 |
7.7% |
0.0085 |
0.7% |
91% |
False |
False |
21,625 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.3135 |
|
2.618 |
1.3010 |
|
1.618 |
1.2933 |
|
1.000 |
1.2885 |
|
0.618 |
1.2856 |
|
HIGH |
1.2808 |
|
0.618 |
1.2779 |
|
0.500 |
1.2770 |
|
0.382 |
1.2760 |
|
LOW |
1.2731 |
|
0.618 |
1.2683 |
|
1.000 |
1.2654 |
|
1.618 |
1.2606 |
|
2.618 |
1.2529 |
|
4.250 |
1.2404 |
|
|
| Fisher Pivots for day following 30-Jul-2012 |
| Pivot |
1 day |
3 day |
| R1 |
1.2791 |
1.2797 |
| PP |
1.2780 |
1.2791 |
| S1 |
1.2770 |
1.2786 |
|