CME Japanese Yen Future December 2012
| Trading Metrics calculated at close of trading on 26-Jul-2012 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
25-Jul-2012 |
26-Jul-2012 |
Change |
Change % |
Previous Week |
| Open |
1.2816 |
1.2820 |
0.0004 |
0.0% |
1.2657 |
| High |
1.2831 |
1.2850 |
0.0019 |
0.1% |
1.2780 |
| Low |
1.2805 |
1.2794 |
-0.0011 |
-0.1% |
1.2657 |
| Close |
1.2827 |
1.2813 |
-0.0014 |
-0.1% |
1.2767 |
| Range |
0.0026 |
0.0056 |
0.0030 |
115.4% |
0.0123 |
| ATR |
0.0064 |
0.0063 |
-0.0001 |
-0.9% |
0.0000 |
| Volume |
64 |
166 |
102 |
159.4% |
321 |
|
| Daily Pivots for day following 26-Jul-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.2987 |
1.2956 |
1.2844 |
|
| R3 |
1.2931 |
1.2900 |
1.2828 |
|
| R2 |
1.2875 |
1.2875 |
1.2823 |
|
| R1 |
1.2844 |
1.2844 |
1.2818 |
1.2832 |
| PP |
1.2819 |
1.2819 |
1.2819 |
1.2813 |
| S1 |
1.2788 |
1.2788 |
1.2808 |
1.2776 |
| S2 |
1.2763 |
1.2763 |
1.2803 |
|
| S3 |
1.2707 |
1.2732 |
1.2798 |
|
| S4 |
1.2651 |
1.2676 |
1.2782 |
|
|
| 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 |
1.2726 |
0.0125 |
1.0% |
0.0047 |
0.4% |
70% |
False |
False |
152 |
| 10 |
1.2851 |
1.2622 |
0.0229 |
1.8% |
0.0052 |
0.4% |
83% |
False |
False |
103 |
| 20 |
1.2851 |
1.2516 |
0.0335 |
2.6% |
0.0057 |
0.4% |
89% |
False |
False |
79 |
| 40 |
1.2920 |
1.2438 |
0.0482 |
3.8% |
0.0051 |
0.4% |
78% |
False |
False |
52 |
| 60 |
1.2920 |
1.2438 |
0.0482 |
3.8% |
0.0041 |
0.3% |
78% |
False |
False |
37 |
| 80 |
1.2920 |
1.2146 |
0.0774 |
6.0% |
0.0037 |
0.3% |
86% |
False |
False |
29 |
| 100 |
1.2920 |
1.1980 |
0.0940 |
7.3% |
0.0031 |
0.2% |
89% |
False |
False |
24 |
| 120 |
1.3090 |
1.1980 |
0.1110 |
8.7% |
0.0027 |
0.2% |
75% |
False |
False |
20 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.3088 |
|
2.618 |
1.2997 |
|
1.618 |
1.2941 |
|
1.000 |
1.2906 |
|
0.618 |
1.2885 |
|
HIGH |
1.2850 |
|
0.618 |
1.2829 |
|
0.500 |
1.2822 |
|
0.382 |
1.2815 |
|
LOW |
1.2794 |
|
0.618 |
1.2759 |
|
1.000 |
1.2738 |
|
1.618 |
1.2703 |
|
2.618 |
1.2647 |
|
4.250 |
1.2556 |
|
|
| Fisher Pivots for day following 26-Jul-2012 |
| Pivot |
1 day |
3 day |
| R1 |
1.2822 |
1.2822 |
| PP |
1.2819 |
1.2819 |
| S1 |
1.2816 |
1.2816 |
|