CME Japanese Yen Future September 2012
| Trading Metrics calculated at close of trading on 02-Aug-2012 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
01-Aug-2012 |
02-Aug-2012 |
Change |
Change % |
Previous Week |
| Open |
1.2807 |
1.2756 |
-0.0051 |
-0.4% |
1.2755 |
| High |
1.2842 |
1.2805 |
-0.0037 |
-0.3% |
1.2854 |
| Low |
1.2744 |
1.2739 |
-0.0005 |
0.0% |
1.2717 |
| Close |
1.2759 |
1.2787 |
0.0028 |
0.2% |
1.2731 |
| Range |
0.0098 |
0.0066 |
-0.0032 |
-32.7% |
0.0137 |
| ATR |
0.0081 |
0.0080 |
-0.0001 |
-1.3% |
0.0000 |
| Volume |
77,206 |
90,888 |
13,682 |
17.7% |
362,276 |
|
| Daily Pivots for day following 02-Aug-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.2975 |
1.2947 |
1.2823 |
|
| R3 |
1.2909 |
1.2881 |
1.2805 |
|
| R2 |
1.2843 |
1.2843 |
1.2799 |
|
| R1 |
1.2815 |
1.2815 |
1.2793 |
1.2829 |
| PP |
1.2777 |
1.2777 |
1.2777 |
1.2784 |
| S1 |
1.2749 |
1.2749 |
1.2781 |
1.2763 |
| S2 |
1.2711 |
1.2711 |
1.2775 |
|
| S3 |
1.2645 |
1.2683 |
1.2769 |
|
| S4 |
1.2579 |
1.2617 |
1.2751 |
|
|
| 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 |
1.2842 |
1.2717 |
0.0125 |
1.0% |
0.0076 |
0.6% |
56% |
False |
False |
74,016 |
| 10 |
1.2854 |
1.2697 |
0.0157 |
1.2% |
0.0070 |
0.6% |
57% |
False |
False |
70,586 |
| 20 |
1.2854 |
1.2508 |
0.0346 |
2.7% |
0.0076 |
0.6% |
81% |
False |
False |
65,905 |
| 40 |
1.2854 |
1.2416 |
0.0438 |
3.4% |
0.0088 |
0.7% |
85% |
False |
False |
59,232 |
| 60 |
1.2895 |
1.2416 |
0.0479 |
3.7% |
0.0088 |
0.7% |
77% |
False |
False |
39,748 |
| 80 |
1.2895 |
1.2252 |
0.0643 |
5.0% |
0.0084 |
0.7% |
83% |
False |
False |
29,832 |
| 100 |
1.2895 |
1.1915 |
0.0980 |
7.7% |
0.0086 |
0.7% |
89% |
False |
False |
23,875 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.3086 |
|
2.618 |
1.2978 |
|
1.618 |
1.2912 |
|
1.000 |
1.2871 |
|
0.618 |
1.2846 |
|
HIGH |
1.2805 |
|
0.618 |
1.2780 |
|
0.500 |
1.2772 |
|
0.382 |
1.2764 |
|
LOW |
1.2739 |
|
0.618 |
1.2698 |
|
1.000 |
1.2673 |
|
1.618 |
1.2632 |
|
2.618 |
1.2566 |
|
4.250 |
1.2459 |
|
|
| Fisher Pivots for day following 02-Aug-2012 |
| Pivot |
1 day |
3 day |
| R1 |
1.2782 |
1.2791 |
| PP |
1.2777 |
1.2789 |
| S1 |
1.2772 |
1.2788 |
|