CME Japanese Yen Future December 2012
| Trading Metrics calculated at close of trading on 19-Jul-2012 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
18-Jul-2012 |
19-Jul-2012 |
Change |
Change % |
Previous Week |
| Open |
1.2690 |
1.2716 |
0.0026 |
0.2% |
1.2594 |
| High |
1.2715 |
1.2780 |
0.0065 |
0.5% |
1.2677 |
| Low |
1.2670 |
1.2716 |
0.0046 |
0.4% |
1.2539 |
| Close |
1.2715 |
1.2747 |
0.0032 |
0.3% |
1.2640 |
| Range |
0.0045 |
0.0064 |
0.0019 |
42.2% |
0.0138 |
| ATR |
0.0069 |
0.0069 |
0.0000 |
-0.4% |
0.0000 |
| Volume |
23 |
54 |
31 |
134.8% |
148 |
|
| Daily Pivots for day following 19-Jul-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.2940 |
1.2907 |
1.2782 |
|
| R3 |
1.2876 |
1.2843 |
1.2765 |
|
| R2 |
1.2812 |
1.2812 |
1.2759 |
|
| R1 |
1.2779 |
1.2779 |
1.2753 |
1.2796 |
| PP |
1.2748 |
1.2748 |
1.2748 |
1.2756 |
| S1 |
1.2715 |
1.2715 |
1.2741 |
1.2732 |
| S2 |
1.2684 |
1.2684 |
1.2735 |
|
| S3 |
1.2620 |
1.2651 |
1.2729 |
|
| S4 |
1.2556 |
1.2587 |
1.2712 |
|
|
| 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 |
1.2780 |
1.2622 |
0.0158 |
1.2% |
0.0056 |
0.4% |
79% |
True |
False |
55 |
| 10 |
1.2780 |
1.2539 |
0.0241 |
1.9% |
0.0059 |
0.5% |
86% |
True |
False |
47 |
| 20 |
1.2780 |
1.2438 |
0.0342 |
2.7% |
0.0060 |
0.5% |
90% |
True |
False |
49 |
| 40 |
1.2920 |
1.2438 |
0.0482 |
3.8% |
0.0046 |
0.4% |
64% |
False |
False |
34 |
| 60 |
1.2920 |
1.2337 |
0.0583 |
4.6% |
0.0037 |
0.3% |
70% |
False |
False |
24 |
| 80 |
1.2920 |
1.2088 |
0.0832 |
6.5% |
0.0034 |
0.3% |
79% |
False |
False |
20 |
| 100 |
1.2920 |
1.1980 |
0.0940 |
7.4% |
0.0029 |
0.2% |
82% |
False |
False |
17 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.3052 |
|
2.618 |
1.2948 |
|
1.618 |
1.2884 |
|
1.000 |
1.2844 |
|
0.618 |
1.2820 |
|
HIGH |
1.2780 |
|
0.618 |
1.2756 |
|
0.500 |
1.2748 |
|
0.382 |
1.2740 |
|
LOW |
1.2716 |
|
0.618 |
1.2676 |
|
1.000 |
1.2652 |
|
1.618 |
1.2612 |
|
2.618 |
1.2548 |
|
4.250 |
1.2444 |
|
|
| Fisher Pivots for day following 19-Jul-2012 |
| Pivot |
1 day |
3 day |
| R1 |
1.2748 |
1.2738 |
| PP |
1.2748 |
1.2728 |
| S1 |
1.2747 |
1.2719 |
|