CME Japanese Yen Future December 2012
| Trading Metrics calculated at close of trading on 18-Jul-2012 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
17-Jul-2012 |
18-Jul-2012 |
Change |
Change % |
Previous Week |
| Open |
1.2694 |
1.2690 |
-0.0004 |
0.0% |
1.2594 |
| High |
1.2698 |
1.2715 |
0.0017 |
0.1% |
1.2677 |
| Low |
1.2657 |
1.2670 |
0.0013 |
0.1% |
1.2539 |
| Close |
1.2666 |
1.2715 |
0.0049 |
0.4% |
1.2640 |
| Range |
0.0041 |
0.0045 |
0.0004 |
9.8% |
0.0138 |
| ATR |
0.0071 |
0.0069 |
-0.0002 |
-2.2% |
0.0000 |
| Volume |
98 |
23 |
-75 |
-76.5% |
148 |
|
| Daily Pivots for day following 18-Jul-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.2835 |
1.2820 |
1.2740 |
|
| R3 |
1.2790 |
1.2775 |
1.2727 |
|
| R2 |
1.2745 |
1.2745 |
1.2723 |
|
| R1 |
1.2730 |
1.2730 |
1.2719 |
1.2738 |
| PP |
1.2700 |
1.2700 |
1.2700 |
1.2704 |
| S1 |
1.2685 |
1.2685 |
1.2711 |
1.2693 |
| S2 |
1.2655 |
1.2655 |
1.2707 |
|
| S3 |
1.2610 |
1.2640 |
1.2703 |
|
| S4 |
1.2565 |
1.2595 |
1.2690 |
|
|
| 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% |
0.0065 |
0.5% |
91% |
False |
False |
50 |
| 10 |
1.2733 |
1.2516 |
0.0217 |
1.7% |
0.0057 |
0.4% |
92% |
False |
False |
47 |
| 20 |
1.2733 |
1.2438 |
0.0295 |
2.3% |
0.0063 |
0.5% |
94% |
False |
False |
47 |
| 40 |
1.2920 |
1.2438 |
0.0482 |
3.8% |
0.0045 |
0.4% |
57% |
False |
False |
33 |
| 60 |
1.2920 |
1.2337 |
0.0583 |
4.6% |
0.0036 |
0.3% |
65% |
False |
False |
23 |
| 80 |
1.2920 |
1.2069 |
0.0851 |
6.7% |
0.0034 |
0.3% |
76% |
False |
False |
19 |
| 100 |
1.2920 |
1.1980 |
0.0940 |
7.4% |
0.0028 |
0.2% |
78% |
False |
False |
16 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.2906 |
|
2.618 |
1.2833 |
|
1.618 |
1.2788 |
|
1.000 |
1.2760 |
|
0.618 |
1.2743 |
|
HIGH |
1.2715 |
|
0.618 |
1.2698 |
|
0.500 |
1.2693 |
|
0.382 |
1.2687 |
|
LOW |
1.2670 |
|
0.618 |
1.2642 |
|
1.000 |
1.2625 |
|
1.618 |
1.2597 |
|
2.618 |
1.2552 |
|
4.250 |
1.2479 |
|
|
| Fisher Pivots for day following 18-Jul-2012 |
| Pivot |
1 day |
3 day |
| R1 |
1.2708 |
1.2708 |
| PP |
1.2700 |
1.2702 |
| S1 |
1.2693 |
1.2695 |
|