CME Japanese Yen Future December 2012
| Trading Metrics calculated at close of trading on 16-Jul-2012 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
13-Jul-2012 |
16-Jul-2012 |
Change |
Change % |
Previous Week |
| Open |
1.2622 |
1.2657 |
0.0035 |
0.3% |
1.2594 |
| High |
1.2677 |
1.2733 |
0.0056 |
0.4% |
1.2677 |
| Low |
1.2622 |
1.2657 |
0.0035 |
0.3% |
1.2539 |
| Close |
1.2640 |
1.2713 |
0.0073 |
0.6% |
1.2640 |
| Range |
0.0055 |
0.0076 |
0.0021 |
38.2% |
0.0138 |
| ATR |
0.0070 |
0.0072 |
0.0002 |
2.3% |
0.0000 |
| Volume |
12 |
92 |
80 |
666.7% |
148 |
|
| Daily Pivots for day following 16-Jul-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.2929 |
1.2897 |
1.2755 |
|
| R3 |
1.2853 |
1.2821 |
1.2734 |
|
| R2 |
1.2777 |
1.2777 |
1.2727 |
|
| R1 |
1.2745 |
1.2745 |
1.2720 |
1.2761 |
| PP |
1.2701 |
1.2701 |
1.2701 |
1.2709 |
| S1 |
1.2669 |
1.2669 |
1.2706 |
1.2685 |
| S2 |
1.2625 |
1.2625 |
1.2699 |
|
| S3 |
1.2549 |
1.2593 |
1.2692 |
|
| S4 |
1.2473 |
1.2517 |
1.2671 |
|
|
| Weekly Pivots for week ending 13-Jul-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.3033 |
1.2974 |
1.2716 |
|
| R3 |
1.2895 |
1.2836 |
1.2678 |
|
| R2 |
1.2757 |
1.2757 |
1.2665 |
|
| R1 |
1.2698 |
1.2698 |
1.2653 |
1.2728 |
| PP |
1.2619 |
1.2619 |
1.2619 |
1.2633 |
| S1 |
1.2560 |
1.2560 |
1.2627 |
1.2590 |
| S2 |
1.2481 |
1.2481 |
1.2615 |
|
| S3 |
1.2343 |
1.2422 |
1.2602 |
|
| S4 |
1.2205 |
1.2284 |
1.2564 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1.2733 |
1.2539 |
0.0194 |
1.5% |
0.0075 |
0.6% |
90% |
True |
False |
29 |
| 10 |
1.2733 |
1.2516 |
0.0217 |
1.7% |
0.0061 |
0.5% |
91% |
True |
False |
60 |
| 20 |
1.2733 |
1.2438 |
0.0295 |
2.3% |
0.0061 |
0.5% |
93% |
True |
False |
43 |
| 40 |
1.2920 |
1.2438 |
0.0482 |
3.8% |
0.0044 |
0.3% |
57% |
False |
False |
30 |
| 60 |
1.2920 |
1.2298 |
0.0622 |
4.9% |
0.0035 |
0.3% |
67% |
False |
False |
21 |
| 80 |
1.2920 |
1.2069 |
0.0851 |
6.7% |
0.0033 |
0.3% |
76% |
False |
False |
17 |
| 100 |
1.2920 |
1.1980 |
0.0940 |
7.4% |
0.0027 |
0.2% |
78% |
False |
False |
15 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.3056 |
|
2.618 |
1.2932 |
|
1.618 |
1.2856 |
|
1.000 |
1.2809 |
|
0.618 |
1.2780 |
|
HIGH |
1.2733 |
|
0.618 |
1.2704 |
|
0.500 |
1.2695 |
|
0.382 |
1.2686 |
|
LOW |
1.2657 |
|
0.618 |
1.2610 |
|
1.000 |
1.2581 |
|
1.618 |
1.2534 |
|
2.618 |
1.2458 |
|
4.250 |
1.2334 |
|
|
| Fisher Pivots for day following 16-Jul-2012 |
| Pivot |
1 day |
3 day |
| R1 |
1.2707 |
1.2687 |
| PP |
1.2701 |
1.2662 |
| S1 |
1.2695 |
1.2636 |
|