CME Japanese Yen Future December 2012
| Trading Metrics calculated at close of trading on 30-Jul-2012 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
27-Jul-2012 |
30-Jul-2012 |
Change |
Change % |
Previous Week |
| Open |
1.2804 |
1.2758 |
-0.0046 |
-0.4% |
1.2768 |
| High |
1.2825 |
1.2817 |
-0.0008 |
-0.1% |
1.2851 |
| Low |
1.2734 |
1.2756 |
0.0022 |
0.2% |
1.2734 |
| Close |
1.2746 |
1.2817 |
0.0071 |
0.6% |
1.2746 |
| Range |
0.0091 |
0.0061 |
-0.0030 |
-33.0% |
0.0117 |
| ATR |
0.0065 |
0.0066 |
0.0000 |
0.6% |
0.0000 |
| Volume |
55 |
175 |
120 |
218.2% |
761 |
|
| Daily Pivots for day following 30-Jul-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.2980 |
1.2959 |
1.2851 |
|
| R3 |
1.2919 |
1.2898 |
1.2834 |
|
| R2 |
1.2858 |
1.2858 |
1.2828 |
|
| R1 |
1.2837 |
1.2837 |
1.2823 |
1.2848 |
| PP |
1.2797 |
1.2797 |
1.2797 |
1.2802 |
| S1 |
1.2776 |
1.2776 |
1.2811 |
1.2787 |
| S2 |
1.2736 |
1.2736 |
1.2806 |
|
| S3 |
1.2675 |
1.2715 |
1.2800 |
|
| S4 |
1.2614 |
1.2654 |
1.2783 |
|
|
| Weekly Pivots for week ending 27-Jul-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.3128 |
1.3054 |
1.2810 |
|
| R3 |
1.3011 |
1.2937 |
1.2778 |
|
| R2 |
1.2894 |
1.2894 |
1.2767 |
|
| R1 |
1.2820 |
1.2820 |
1.2757 |
1.2799 |
| PP |
1.2777 |
1.2777 |
1.2777 |
1.2766 |
| S1 |
1.2703 |
1.2703 |
1.2735 |
1.2682 |
| S2 |
1.2660 |
1.2660 |
1.2725 |
|
| S3 |
1.2543 |
1.2586 |
1.2714 |
|
| S4 |
1.2426 |
1.2469 |
1.2682 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1.2850 |
1.2734 |
0.0116 |
0.9% |
0.0053 |
0.4% |
72% |
False |
False |
124 |
| 10 |
1.2851 |
1.2657 |
0.0194 |
1.5% |
0.0054 |
0.4% |
82% |
False |
False |
116 |
| 20 |
1.2851 |
1.2516 |
0.0335 |
2.6% |
0.0058 |
0.4% |
90% |
False |
False |
88 |
| 40 |
1.2859 |
1.2438 |
0.0421 |
3.3% |
0.0051 |
0.4% |
90% |
False |
False |
58 |
| 60 |
1.2920 |
1.2438 |
0.0482 |
3.8% |
0.0043 |
0.3% |
79% |
False |
False |
40 |
| 80 |
1.2920 |
1.2288 |
0.0632 |
4.9% |
0.0037 |
0.3% |
84% |
False |
False |
32 |
| 100 |
1.2920 |
1.1980 |
0.0940 |
7.3% |
0.0032 |
0.3% |
89% |
False |
False |
26 |
| 120 |
1.2960 |
1.1980 |
0.0980 |
7.6% |
0.0028 |
0.2% |
85% |
False |
False |
22 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.3076 |
|
2.618 |
1.2977 |
|
1.618 |
1.2916 |
|
1.000 |
1.2878 |
|
0.618 |
1.2855 |
|
HIGH |
1.2817 |
|
0.618 |
1.2794 |
|
0.500 |
1.2787 |
|
0.382 |
1.2779 |
|
LOW |
1.2756 |
|
0.618 |
1.2718 |
|
1.000 |
1.2695 |
|
1.618 |
1.2657 |
|
2.618 |
1.2596 |
|
4.250 |
1.2497 |
|
|
| Fisher Pivots for day following 30-Jul-2012 |
| Pivot |
1 day |
3 day |
| R1 |
1.2807 |
1.2809 |
| PP |
1.2797 |
1.2800 |
| S1 |
1.2787 |
1.2792 |
|