CME Japanese Yen Future December 2012
| Trading Metrics calculated at close of trading on 14-Jun-2012 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
13-Jun-2012 |
14-Jun-2012 |
Change |
Change % |
Previous Week |
| Open |
1.2628 |
1.2622 |
-0.0006 |
0.0% |
1.2859 |
| High |
1.2640 |
1.2660 |
0.0020 |
0.2% |
1.2859 |
| Low |
1.2628 |
1.2622 |
-0.0006 |
0.0% |
1.2580 |
| Close |
1.2640 |
1.2649 |
0.0009 |
0.1% |
1.2618 |
| Range |
0.0012 |
0.0038 |
0.0026 |
216.7% |
0.0279 |
| ATR |
0.0056 |
0.0055 |
-0.0001 |
-2.3% |
0.0000 |
| Volume |
8 |
47 |
39 |
487.5% |
98 |
|
| Daily Pivots for day following 14-Jun-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.2758 |
1.2741 |
1.2670 |
|
| R3 |
1.2720 |
1.2703 |
1.2659 |
|
| R2 |
1.2682 |
1.2682 |
1.2656 |
|
| R1 |
1.2665 |
1.2665 |
1.2652 |
1.2674 |
| PP |
1.2644 |
1.2644 |
1.2644 |
1.2648 |
| S1 |
1.2627 |
1.2627 |
1.2646 |
1.2636 |
| S2 |
1.2606 |
1.2606 |
1.2642 |
|
| S3 |
1.2568 |
1.2589 |
1.2639 |
|
| S4 |
1.2530 |
1.2551 |
1.2628 |
|
|
| Weekly Pivots for week ending 08-Jun-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.3523 |
1.3349 |
1.2771 |
|
| R3 |
1.3244 |
1.3070 |
1.2695 |
|
| R2 |
1.2965 |
1.2965 |
1.2669 |
|
| R1 |
1.2791 |
1.2791 |
1.2644 |
1.2739 |
| PP |
1.2686 |
1.2686 |
1.2686 |
1.2659 |
| S1 |
1.2512 |
1.2512 |
1.2592 |
1.2460 |
| S2 |
1.2407 |
1.2407 |
1.2567 |
|
| S3 |
1.2128 |
1.2233 |
1.2541 |
|
| S4 |
1.1849 |
1.1954 |
1.2465 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1.2660 |
1.2600 |
0.0060 |
0.5% |
0.0015 |
0.1% |
82% |
True |
False |
12 |
| 10 |
1.2920 |
1.2580 |
0.0340 |
2.7% |
0.0029 |
0.2% |
20% |
False |
False |
16 |
| 20 |
1.2920 |
1.2517 |
0.0403 |
3.2% |
0.0025 |
0.2% |
33% |
False |
False |
12 |
| 40 |
1.2920 |
1.2298 |
0.0622 |
4.9% |
0.0020 |
0.2% |
56% |
False |
False |
7 |
| 60 |
1.2920 |
1.2069 |
0.0851 |
6.7% |
0.0022 |
0.2% |
68% |
False |
False |
7 |
| 80 |
1.2920 |
1.1980 |
0.0940 |
7.4% |
0.0018 |
0.1% |
71% |
False |
False |
6 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.2822 |
|
2.618 |
1.2759 |
|
1.618 |
1.2721 |
|
1.000 |
1.2698 |
|
0.618 |
1.2683 |
|
HIGH |
1.2660 |
|
0.618 |
1.2645 |
|
0.500 |
1.2641 |
|
0.382 |
1.2637 |
|
LOW |
1.2622 |
|
0.618 |
1.2599 |
|
1.000 |
1.2584 |
|
1.618 |
1.2561 |
|
2.618 |
1.2523 |
|
4.250 |
1.2461 |
|
|
| Fisher Pivots for day following 14-Jun-2012 |
| Pivot |
1 day |
3 day |
| R1 |
1.2646 |
1.2643 |
| PP |
1.2644 |
1.2636 |
| S1 |
1.2641 |
1.2630 |
|