CME Japanese Yen Future September 2012
| Trading Metrics calculated at close of trading on 31-Jul-2012 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
30-Jul-2012 |
31-Jul-2012 |
Change |
Change % |
Previous Week |
| Open |
1.2746 |
1.2797 |
0.0051 |
0.4% |
1.2755 |
| High |
1.2808 |
1.2820 |
0.0012 |
0.1% |
1.2854 |
| Low |
1.2731 |
1.2777 |
0.0046 |
0.4% |
1.2717 |
| Close |
1.2802 |
1.2807 |
0.0005 |
0.0% |
1.2731 |
| Range |
0.0077 |
0.0043 |
-0.0034 |
-44.2% |
0.0137 |
| ATR |
0.0083 |
0.0080 |
-0.0003 |
-3.4% |
0.0000 |
| Volume |
58,417 |
56,926 |
-1,491 |
-2.6% |
362,276 |
|
| Daily Pivots for day following 31-Jul-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.2930 |
1.2912 |
1.2831 |
|
| R3 |
1.2887 |
1.2869 |
1.2819 |
|
| R2 |
1.2844 |
1.2844 |
1.2815 |
|
| R1 |
1.2826 |
1.2826 |
1.2811 |
1.2835 |
| PP |
1.2801 |
1.2801 |
1.2801 |
1.2806 |
| S1 |
1.2783 |
1.2783 |
1.2803 |
1.2792 |
| S2 |
1.2758 |
1.2758 |
1.2799 |
|
| S3 |
1.2715 |
1.2740 |
1.2795 |
|
| S4 |
1.2672 |
1.2697 |
1.2783 |
|
|
| 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% |
0.0067 |
0.5% |
66% |
False |
False |
68,066 |
| 10 |
1.2854 |
1.2642 |
0.0212 |
1.7% |
0.0068 |
0.5% |
78% |
False |
False |
64,966 |
| 20 |
1.2854 |
1.2492 |
0.0362 |
2.8% |
0.0076 |
0.6% |
87% |
False |
False |
57,523 |
| 40 |
1.2854 |
1.2416 |
0.0438 |
3.4% |
0.0090 |
0.7% |
89% |
False |
False |
55,206 |
| 60 |
1.2895 |
1.2416 |
0.0479 |
3.7% |
0.0087 |
0.7% |
82% |
False |
False |
36,954 |
| 80 |
1.2895 |
1.2250 |
0.0645 |
5.0% |
0.0085 |
0.7% |
86% |
False |
False |
27,731 |
| 100 |
1.2895 |
1.1915 |
0.0980 |
7.7% |
0.0085 |
0.7% |
91% |
False |
False |
22,195 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.3003 |
|
2.618 |
1.2933 |
|
1.618 |
1.2890 |
|
1.000 |
1.2863 |
|
0.618 |
1.2847 |
|
HIGH |
1.2820 |
|
0.618 |
1.2804 |
|
0.500 |
1.2799 |
|
0.382 |
1.2793 |
|
LOW |
1.2777 |
|
0.618 |
1.2750 |
|
1.000 |
1.2734 |
|
1.618 |
1.2707 |
|
2.618 |
1.2664 |
|
4.250 |
1.2594 |
|
|
| Fisher Pivots for day following 31-Jul-2012 |
| Pivot |
1 day |
3 day |
| R1 |
1.2804 |
1.2794 |
| PP |
1.2801 |
1.2781 |
| S1 |
1.2799 |
1.2769 |
|