CME Japanese Yen Future December 2012
| Trading Metrics calculated at close of trading on 03-Jul-2012 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
02-Jul-2012 |
03-Jul-2012 |
Change |
Change % |
Previous Week |
| Open |
1.2569 |
1.2594 |
0.0025 |
0.2% |
1.2438 |
| High |
1.2639 |
1.2594 |
-0.0045 |
-0.4% |
1.2663 |
| Low |
1.2561 |
1.2544 |
-0.0017 |
-0.1% |
1.2438 |
| Close |
1.2614 |
1.2552 |
-0.0062 |
-0.5% |
1.2552 |
| Range |
0.0078 |
0.0050 |
-0.0028 |
-35.9% |
0.0225 |
| ATR |
0.0074 |
0.0074 |
0.0000 |
-0.4% |
0.0000 |
| Volume |
172 |
79 |
-93 |
-54.1% |
110 |
|
| Daily Pivots for day following 03-Jul-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.2713 |
1.2683 |
1.2580 |
|
| R3 |
1.2663 |
1.2633 |
1.2566 |
|
| R2 |
1.2613 |
1.2613 |
1.2561 |
|
| R1 |
1.2583 |
1.2583 |
1.2557 |
1.2573 |
| PP |
1.2563 |
1.2563 |
1.2563 |
1.2559 |
| S1 |
1.2533 |
1.2533 |
1.2547 |
1.2523 |
| S2 |
1.2513 |
1.2513 |
1.2543 |
|
| S3 |
1.2463 |
1.2483 |
1.2538 |
|
| S4 |
1.2413 |
1.2433 |
1.2525 |
|
|
| Weekly Pivots for week ending 29-Jun-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.3226 |
1.3114 |
1.2676 |
|
| R3 |
1.3001 |
1.2889 |
1.2614 |
|
| R2 |
1.2776 |
1.2776 |
1.2593 |
|
| R1 |
1.2664 |
1.2664 |
1.2573 |
1.2720 |
| PP |
1.2551 |
1.2551 |
1.2551 |
1.2579 |
| S1 |
1.2439 |
1.2439 |
1.2531 |
1.2495 |
| S2 |
1.2326 |
1.2326 |
1.2511 |
|
| S3 |
1.2101 |
1.2214 |
1.2490 |
|
| S4 |
1.1876 |
1.1989 |
1.2428 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1.2663 |
1.2539 |
0.0124 |
1.0% |
0.0057 |
0.5% |
10% |
False |
False |
63 |
| 10 |
1.2686 |
1.2438 |
0.0248 |
2.0% |
0.0068 |
0.5% |
46% |
False |
False |
46 |
| 20 |
1.2747 |
1.2438 |
0.0309 |
2.5% |
0.0049 |
0.4% |
37% |
False |
False |
38 |
| 40 |
1.2920 |
1.2438 |
0.0482 |
3.8% |
0.0038 |
0.3% |
24% |
False |
False |
23 |
| 60 |
1.2920 |
1.2288 |
0.0632 |
5.0% |
0.0033 |
0.3% |
42% |
False |
False |
17 |
| 80 |
1.2920 |
1.1980 |
0.0940 |
7.5% |
0.0027 |
0.2% |
61% |
False |
False |
14 |
| 100 |
1.2946 |
1.1980 |
0.0966 |
7.7% |
0.0024 |
0.2% |
59% |
False |
False |
12 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.2807 |
|
2.618 |
1.2725 |
|
1.618 |
1.2675 |
|
1.000 |
1.2644 |
|
0.618 |
1.2625 |
|
HIGH |
1.2594 |
|
0.618 |
1.2575 |
|
0.500 |
1.2569 |
|
0.382 |
1.2563 |
|
LOW |
1.2544 |
|
0.618 |
1.2513 |
|
1.000 |
1.2494 |
|
1.618 |
1.2463 |
|
2.618 |
1.2413 |
|
4.250 |
1.2332 |
|
|
| Fisher Pivots for day following 03-Jul-2012 |
| Pivot |
1 day |
3 day |
| R1 |
1.2569 |
1.2601 |
| PP |
1.2563 |
1.2585 |
| S1 |
1.2558 |
1.2568 |
|