CME Japanese Yen Future December 2012
| Trading Metrics calculated at close of trading on 23-Jul-2012 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
20-Jul-2012 |
23-Jul-2012 |
Change |
Change % |
Previous Week |
| Open |
1.2726 |
1.2768 |
0.0042 |
0.3% |
1.2657 |
| High |
1.2767 |
1.2851 |
0.0084 |
0.7% |
1.2780 |
| Low |
1.2726 |
1.2768 |
0.0042 |
0.3% |
1.2657 |
| Close |
1.2767 |
1.2779 |
0.0012 |
0.1% |
1.2767 |
| Range |
0.0041 |
0.0083 |
0.0042 |
102.4% |
0.0123 |
| ATR |
0.0067 |
0.0068 |
0.0001 |
1.8% |
0.0000 |
| Volume |
54 |
312 |
258 |
477.8% |
321 |
|
| Daily Pivots for day following 23-Jul-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.3048 |
1.2997 |
1.2825 |
|
| R3 |
1.2965 |
1.2914 |
1.2802 |
|
| R2 |
1.2882 |
1.2882 |
1.2794 |
|
| R1 |
1.2831 |
1.2831 |
1.2787 |
1.2857 |
| PP |
1.2799 |
1.2799 |
1.2799 |
1.2812 |
| S1 |
1.2748 |
1.2748 |
1.2771 |
1.2774 |
| S2 |
1.2716 |
1.2716 |
1.2764 |
|
| S3 |
1.2633 |
1.2665 |
1.2756 |
|
| S4 |
1.2550 |
1.2582 |
1.2733 |
|
|
| Weekly Pivots for week ending 20-Jul-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.3104 |
1.3058 |
1.2835 |
|
| R3 |
1.2981 |
1.2935 |
1.2801 |
|
| R2 |
1.2858 |
1.2858 |
1.2790 |
|
| R1 |
1.2812 |
1.2812 |
1.2778 |
1.2835 |
| PP |
1.2735 |
1.2735 |
1.2735 |
1.2746 |
| S1 |
1.2689 |
1.2689 |
1.2756 |
1.2712 |
| S2 |
1.2612 |
1.2612 |
1.2744 |
|
| S3 |
1.2489 |
1.2566 |
1.2733 |
|
| S4 |
1.2366 |
1.2443 |
1.2699 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1.2851 |
1.2657 |
0.0194 |
1.5% |
0.0055 |
0.4% |
63% |
True |
False |
108 |
| 10 |
1.2851 |
1.2539 |
0.0312 |
2.4% |
0.0065 |
0.5% |
77% |
True |
False |
68 |
| 20 |
1.2851 |
1.2438 |
0.0413 |
3.2% |
0.0062 |
0.5% |
83% |
True |
False |
62 |
| 40 |
1.2920 |
1.2438 |
0.0482 |
3.8% |
0.0049 |
0.4% |
71% |
False |
False |
43 |
| 60 |
1.2920 |
1.2438 |
0.0482 |
3.8% |
0.0039 |
0.3% |
71% |
False |
False |
30 |
| 80 |
1.2920 |
1.2088 |
0.0832 |
6.5% |
0.0036 |
0.3% |
83% |
False |
False |
24 |
| 100 |
1.2920 |
1.1980 |
0.0940 |
7.4% |
0.0030 |
0.2% |
85% |
False |
False |
20 |
| 120 |
1.3189 |
1.1980 |
0.1209 |
9.5% |
0.0027 |
0.2% |
66% |
False |
False |
17 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.3204 |
|
2.618 |
1.3068 |
|
1.618 |
1.2985 |
|
1.000 |
1.2934 |
|
0.618 |
1.2902 |
|
HIGH |
1.2851 |
|
0.618 |
1.2819 |
|
0.500 |
1.2810 |
|
0.382 |
1.2800 |
|
LOW |
1.2768 |
|
0.618 |
1.2717 |
|
1.000 |
1.2685 |
|
1.618 |
1.2634 |
|
2.618 |
1.2551 |
|
4.250 |
1.2415 |
|
|
| Fisher Pivots for day following 23-Jul-2012 |
| Pivot |
1 day |
3 day |
| R1 |
1.2810 |
1.2784 |
| PP |
1.2799 |
1.2782 |
| S1 |
1.2789 |
1.2781 |
|