CME Japanese Yen Future December 2012
Trading Metrics calculated at close of trading on 09-Jul-2012 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
06-Jul-2012 |
09-Jul-2012 |
Change |
Change % |
Previous Week |
Open |
1.2544 |
1.2594 |
0.0050 |
0.4% |
1.2569 |
High |
1.2609 |
1.2594 |
-0.0015 |
-0.1% |
1.2639 |
Low |
1.2544 |
1.2594 |
0.0050 |
0.4% |
1.2516 |
Close |
1.2583 |
1.2594 |
0.0011 |
0.1% |
1.2583 |
Range |
0.0065 |
0.0000 |
-0.0065 |
-100.0% |
0.0123 |
ATR |
0.0072 |
0.0067 |
-0.0004 |
-6.0% |
0.0000 |
Volume |
62 |
92 |
30 |
48.4% |
368 |
|
Daily Pivots for day following 09-Jul-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1.2594 |
1.2594 |
1.2594 |
|
R3 |
1.2594 |
1.2594 |
1.2594 |
|
R2 |
1.2594 |
1.2594 |
1.2594 |
|
R1 |
1.2594 |
1.2594 |
1.2594 |
1.2594 |
PP |
1.2594 |
1.2594 |
1.2594 |
1.2594 |
S1 |
1.2594 |
1.2594 |
1.2594 |
1.2594 |
S2 |
1.2594 |
1.2594 |
1.2594 |
|
S3 |
1.2594 |
1.2594 |
1.2594 |
|
S4 |
1.2594 |
1.2594 |
1.2594 |
|
|
Weekly Pivots for week ending 06-Jul-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1.2948 |
1.2889 |
1.2651 |
|
R3 |
1.2825 |
1.2766 |
1.2617 |
|
R2 |
1.2702 |
1.2702 |
1.2606 |
|
R1 |
1.2643 |
1.2643 |
1.2594 |
1.2673 |
PP |
1.2579 |
1.2579 |
1.2579 |
1.2594 |
S1 |
1.2520 |
1.2520 |
1.2572 |
1.2550 |
S2 |
1.2456 |
1.2456 |
1.2560 |
|
S3 |
1.2333 |
1.2397 |
1.2549 |
|
S4 |
1.2210 |
1.2274 |
1.2515 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
1.2639 |
1.2516 |
0.0123 |
1.0% |
0.0048 |
0.4% |
63% |
False |
False |
92 |
10 |
1.2663 |
1.2438 |
0.0225 |
1.8% |
0.0060 |
0.5% |
69% |
False |
False |
57 |
20 |
1.2747 |
1.2438 |
0.0309 |
2.5% |
0.0051 |
0.4% |
50% |
False |
False |
45 |
40 |
1.2920 |
1.2438 |
0.0482 |
3.8% |
0.0039 |
0.3% |
32% |
False |
False |
28 |
60 |
1.2920 |
1.2298 |
0.0622 |
4.9% |
0.0031 |
0.2% |
48% |
False |
False |
20 |
80 |
1.2920 |
1.1980 |
0.0940 |
7.5% |
0.0029 |
0.2% |
65% |
False |
False |
16 |
100 |
1.2920 |
1.1980 |
0.0940 |
7.5% |
0.0024 |
0.2% |
65% |
False |
False |
14 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
1.2594 |
2.618 |
1.2594 |
1.618 |
1.2594 |
1.000 |
1.2594 |
0.618 |
1.2594 |
HIGH |
1.2594 |
0.618 |
1.2594 |
0.500 |
1.2594 |
0.382 |
1.2594 |
LOW |
1.2594 |
0.618 |
1.2594 |
1.000 |
1.2594 |
1.618 |
1.2594 |
2.618 |
1.2594 |
4.250 |
1.2594 |
|
|
Fisher Pivots for day following 09-Jul-2012 |
Pivot |
1 day |
3 day |
R1 |
1.2594 |
1.2584 |
PP |
1.2594 |
1.2573 |
S1 |
1.2594 |
1.2563 |
|