CME Japanese Yen Future September 2012
| Trading Metrics calculated at close of trading on 01-Aug-2012 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
31-Jul-2012 |
01-Aug-2012 |
Change |
Change % |
Previous Week |
| Open |
1.2797 |
1.2807 |
0.0010 |
0.1% |
1.2755 |
| High |
1.2820 |
1.2842 |
0.0022 |
0.2% |
1.2854 |
| Low |
1.2777 |
1.2744 |
-0.0033 |
-0.3% |
1.2717 |
| Close |
1.2807 |
1.2759 |
-0.0048 |
-0.4% |
1.2731 |
| Range |
0.0043 |
0.0098 |
0.0055 |
127.9% |
0.0137 |
| ATR |
0.0080 |
0.0081 |
0.0001 |
1.6% |
0.0000 |
| Volume |
56,926 |
77,206 |
20,280 |
35.6% |
362,276 |
|
| Daily Pivots for day following 01-Aug-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.3076 |
1.3015 |
1.2813 |
|
| R3 |
1.2978 |
1.2917 |
1.2786 |
|
| R2 |
1.2880 |
1.2880 |
1.2777 |
|
| R1 |
1.2819 |
1.2819 |
1.2768 |
1.2801 |
| PP |
1.2782 |
1.2782 |
1.2782 |
1.2772 |
| S1 |
1.2721 |
1.2721 |
1.2750 |
1.2703 |
| S2 |
1.2684 |
1.2684 |
1.2741 |
|
| S3 |
1.2586 |
1.2623 |
1.2732 |
|
| S4 |
1.2488 |
1.2525 |
1.2705 |
|
|
| 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% |
0.0079 |
0.6% |
31% |
False |
False |
71,503 |
| 10 |
1.2854 |
1.2694 |
0.0160 |
1.3% |
0.0071 |
0.6% |
41% |
False |
False |
67,810 |
| 20 |
1.2854 |
1.2492 |
0.0362 |
2.8% |
0.0077 |
0.6% |
74% |
False |
False |
61,371 |
| 40 |
1.2854 |
1.2416 |
0.0438 |
3.4% |
0.0089 |
0.7% |
78% |
False |
False |
57,065 |
| 60 |
1.2895 |
1.2416 |
0.0479 |
3.8% |
0.0088 |
0.7% |
72% |
False |
False |
38,237 |
| 80 |
1.2895 |
1.2250 |
0.0645 |
5.1% |
0.0085 |
0.7% |
79% |
False |
False |
28,696 |
| 100 |
1.2895 |
1.1915 |
0.0980 |
7.7% |
0.0086 |
0.7% |
86% |
False |
False |
22,967 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.3259 |
|
2.618 |
1.3099 |
|
1.618 |
1.3001 |
|
1.000 |
1.2940 |
|
0.618 |
1.2903 |
|
HIGH |
1.2842 |
|
0.618 |
1.2805 |
|
0.500 |
1.2793 |
|
0.382 |
1.2781 |
|
LOW |
1.2744 |
|
0.618 |
1.2683 |
|
1.000 |
1.2646 |
|
1.618 |
1.2585 |
|
2.618 |
1.2487 |
|
4.250 |
1.2328 |
|
|
| Fisher Pivots for day following 01-Aug-2012 |
| Pivot |
1 day |
3 day |
| R1 |
1.2793 |
1.2787 |
| PP |
1.2782 |
1.2777 |
| S1 |
1.2770 |
1.2768 |
|