CME Japanese Yen Future December 2012
| Trading Metrics calculated at close of trading on 24-Jul-2012 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
23-Jul-2012 |
24-Jul-2012 |
Change |
Change % |
Previous Week |
| Open |
1.2768 |
1.2808 |
0.0040 |
0.3% |
1.2657 |
| High |
1.2851 |
1.2826 |
-0.0025 |
-0.2% |
1.2780 |
| Low |
1.2768 |
1.2796 |
0.0028 |
0.2% |
1.2657 |
| Close |
1.2779 |
1.2815 |
0.0036 |
0.3% |
1.2767 |
| Range |
0.0083 |
0.0030 |
-0.0053 |
-63.9% |
0.0123 |
| ATR |
0.0068 |
0.0067 |
-0.0002 |
-2.2% |
0.0000 |
| Volume |
312 |
164 |
-148 |
-47.4% |
321 |
|
| Daily Pivots for day following 24-Jul-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.2902 |
1.2889 |
1.2832 |
|
| R3 |
1.2872 |
1.2859 |
1.2823 |
|
| R2 |
1.2842 |
1.2842 |
1.2821 |
|
| R1 |
1.2829 |
1.2829 |
1.2818 |
1.2836 |
| PP |
1.2812 |
1.2812 |
1.2812 |
1.2816 |
| S1 |
1.2799 |
1.2799 |
1.2812 |
1.2806 |
| S2 |
1.2782 |
1.2782 |
1.2810 |
|
| S3 |
1.2752 |
1.2769 |
1.2807 |
|
| S4 |
1.2722 |
1.2739 |
1.2799 |
|
|
| 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 |
1.2670 |
0.0181 |
1.4% |
0.0053 |
0.4% |
80% |
False |
False |
121 |
| 10 |
1.2851 |
1.2539 |
0.0312 |
2.4% |
0.0064 |
0.5% |
88% |
False |
False |
85 |
| 20 |
1.2851 |
1.2516 |
0.0335 |
2.6% |
0.0055 |
0.4% |
89% |
False |
False |
70 |
| 40 |
1.2920 |
1.2438 |
0.0482 |
3.8% |
0.0050 |
0.4% |
78% |
False |
False |
47 |
| 60 |
1.2920 |
1.2438 |
0.0482 |
3.8% |
0.0040 |
0.3% |
78% |
False |
False |
33 |
| 80 |
1.2920 |
1.2088 |
0.0832 |
6.5% |
0.0036 |
0.3% |
87% |
False |
False |
26 |
| 100 |
1.2920 |
1.1980 |
0.0940 |
7.3% |
0.0030 |
0.2% |
89% |
False |
False |
22 |
| 120 |
1.3118 |
1.1980 |
0.1138 |
8.9% |
0.0027 |
0.2% |
73% |
False |
False |
19 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.2954 |
|
2.618 |
1.2905 |
|
1.618 |
1.2875 |
|
1.000 |
1.2856 |
|
0.618 |
1.2845 |
|
HIGH |
1.2826 |
|
0.618 |
1.2815 |
|
0.500 |
1.2811 |
|
0.382 |
1.2807 |
|
LOW |
1.2796 |
|
0.618 |
1.2777 |
|
1.000 |
1.2766 |
|
1.618 |
1.2747 |
|
2.618 |
1.2717 |
|
4.250 |
1.2669 |
|
|
| Fisher Pivots for day following 24-Jul-2012 |
| Pivot |
1 day |
3 day |
| R1 |
1.2814 |
1.2806 |
| PP |
1.2812 |
1.2797 |
| S1 |
1.2811 |
1.2789 |
|