CME Japanese Yen Future December 2012
| Trading Metrics calculated at close of trading on 05-Jul-2012 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
03-Jul-2012 |
05-Jul-2012 |
Change |
Change % |
Previous Week |
| Open |
1.2594 |
1.2557 |
-0.0037 |
-0.3% |
1.2438 |
| High |
1.2594 |
1.2562 |
-0.0032 |
-0.3% |
1.2663 |
| Low |
1.2544 |
1.2516 |
-0.0028 |
-0.2% |
1.2438 |
| Close |
1.2552 |
1.2543 |
-0.0009 |
-0.1% |
1.2552 |
| Range |
0.0050 |
0.0046 |
-0.0004 |
-8.0% |
0.0225 |
| ATR |
0.0074 |
0.0072 |
-0.0002 |
-2.7% |
0.0000 |
| Volume |
79 |
55 |
-24 |
-30.4% |
110 |
|
| Daily Pivots for day following 05-Jul-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.2678 |
1.2657 |
1.2568 |
|
| R3 |
1.2632 |
1.2611 |
1.2556 |
|
| R2 |
1.2586 |
1.2586 |
1.2551 |
|
| R1 |
1.2565 |
1.2565 |
1.2547 |
1.2553 |
| PP |
1.2540 |
1.2540 |
1.2540 |
1.2534 |
| S1 |
1.2519 |
1.2519 |
1.2539 |
1.2507 |
| S2 |
1.2494 |
1.2494 |
1.2535 |
|
| S3 |
1.2448 |
1.2473 |
1.2530 |
|
| S4 |
1.2402 |
1.2427 |
1.2518 |
|
|
| 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 |
1.2516 |
0.0147 |
1.2% |
0.0062 |
0.5% |
18% |
False |
True |
72 |
| 10 |
1.2663 |
1.2438 |
0.0225 |
1.8% |
0.0062 |
0.5% |
47% |
False |
False |
51 |
| 20 |
1.2747 |
1.2438 |
0.0309 |
2.5% |
0.0050 |
0.4% |
34% |
False |
False |
38 |
| 40 |
1.2920 |
1.2438 |
0.0482 |
3.8% |
0.0038 |
0.3% |
22% |
False |
False |
24 |
| 60 |
1.2920 |
1.2298 |
0.0622 |
5.0% |
0.0031 |
0.2% |
39% |
False |
False |
17 |
| 80 |
1.2920 |
1.1980 |
0.0940 |
7.5% |
0.0028 |
0.2% |
60% |
False |
False |
15 |
| 100 |
1.2920 |
1.1980 |
0.0940 |
7.5% |
0.0024 |
0.2% |
60% |
False |
False |
12 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.2758 |
|
2.618 |
1.2682 |
|
1.618 |
1.2636 |
|
1.000 |
1.2608 |
|
0.618 |
1.2590 |
|
HIGH |
1.2562 |
|
0.618 |
1.2544 |
|
0.500 |
1.2539 |
|
0.382 |
1.2534 |
|
LOW |
1.2516 |
|
0.618 |
1.2488 |
|
1.000 |
1.2470 |
|
1.618 |
1.2442 |
|
2.618 |
1.2396 |
|
4.250 |
1.2321 |
|
|
| Fisher Pivots for day following 05-Jul-2012 |
| Pivot |
1 day |
3 day |
| R1 |
1.2542 |
1.2578 |
| PP |
1.2540 |
1.2566 |
| S1 |
1.2539 |
1.2555 |
|