CME Japanese Yen Future December 2012
| Trading Metrics calculated at close of trading on 31-Jul-2012 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
30-Jul-2012 |
31-Jul-2012 |
Change |
Change % |
Previous Week |
| Open |
1.2758 |
1.2802 |
0.0044 |
0.3% |
1.2768 |
| High |
1.2817 |
1.2828 |
0.0011 |
0.1% |
1.2851 |
| Low |
1.2756 |
1.2800 |
0.0044 |
0.3% |
1.2734 |
| Close |
1.2817 |
1.2822 |
0.0005 |
0.0% |
1.2746 |
| Range |
0.0061 |
0.0028 |
-0.0033 |
-54.1% |
0.0117 |
| ATR |
0.0066 |
0.0063 |
-0.0003 |
-4.1% |
0.0000 |
| Volume |
175 |
73 |
-102 |
-58.3% |
761 |
|
| Daily Pivots for day following 31-Jul-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.2901 |
1.2889 |
1.2837 |
|
| R3 |
1.2873 |
1.2861 |
1.2830 |
|
| R2 |
1.2845 |
1.2845 |
1.2827 |
|
| R1 |
1.2833 |
1.2833 |
1.2825 |
1.2839 |
| PP |
1.2817 |
1.2817 |
1.2817 |
1.2820 |
| S1 |
1.2805 |
1.2805 |
1.2819 |
1.2811 |
| S2 |
1.2789 |
1.2789 |
1.2817 |
|
| S3 |
1.2761 |
1.2777 |
1.2814 |
|
| S4 |
1.2733 |
1.2749 |
1.2807 |
|
|
| 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% |
0.0052 |
0.4% |
76% |
False |
False |
106 |
| 10 |
1.2851 |
1.2670 |
0.0181 |
1.4% |
0.0053 |
0.4% |
84% |
False |
False |
114 |
| 20 |
1.2851 |
1.2516 |
0.0335 |
2.6% |
0.0055 |
0.4% |
91% |
False |
False |
83 |
| 40 |
1.2851 |
1.2438 |
0.0413 |
3.2% |
0.0051 |
0.4% |
93% |
False |
False |
59 |
| 60 |
1.2920 |
1.2438 |
0.0482 |
3.8% |
0.0043 |
0.3% |
80% |
False |
False |
42 |
| 80 |
1.2920 |
1.2288 |
0.0632 |
4.9% |
0.0038 |
0.3% |
84% |
False |
False |
32 |
| 100 |
1.2920 |
1.1980 |
0.0940 |
7.3% |
0.0033 |
0.3% |
90% |
False |
False |
27 |
| 120 |
1.2946 |
1.1980 |
0.0966 |
7.5% |
0.0028 |
0.2% |
87% |
False |
False |
23 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.2947 |
|
2.618 |
1.2901 |
|
1.618 |
1.2873 |
|
1.000 |
1.2856 |
|
0.618 |
1.2845 |
|
HIGH |
1.2828 |
|
0.618 |
1.2817 |
|
0.500 |
1.2814 |
|
0.382 |
1.2811 |
|
LOW |
1.2800 |
|
0.618 |
1.2783 |
|
1.000 |
1.2772 |
|
1.618 |
1.2755 |
|
2.618 |
1.2727 |
|
4.250 |
1.2681 |
|
|
| Fisher Pivots for day following 31-Jul-2012 |
| Pivot |
1 day |
3 day |
| R1 |
1.2819 |
1.2808 |
| PP |
1.2817 |
1.2795 |
| S1 |
1.2814 |
1.2781 |
|