CME Japanese Yen Future June 2012
| Trading Metrics calculated at close of trading on 01-Jun-2012 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
31-May-2012 |
01-Jun-2012 |
Change |
Change % |
Previous Week |
| Open |
1.2642 |
1.2764 |
0.0122 |
1.0% |
1.2554 |
| High |
1.2787 |
1.2881 |
0.0094 |
0.7% |
1.2881 |
| Low |
1.2639 |
1.2705 |
0.0066 |
0.5% |
1.2550 |
| Close |
1.2767 |
1.2806 |
0.0039 |
0.3% |
1.2806 |
| Range |
0.0148 |
0.0176 |
0.0028 |
18.9% |
0.0331 |
| ATR |
0.0096 |
0.0102 |
0.0006 |
5.9% |
0.0000 |
| Volume |
130,311 |
173,625 |
43,314 |
33.2% |
485,248 |
|
| Daily Pivots for day following 01-Jun-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.3325 |
1.3242 |
1.2903 |
|
| R3 |
1.3149 |
1.3066 |
1.2854 |
|
| R2 |
1.2973 |
1.2973 |
1.2838 |
|
| R1 |
1.2890 |
1.2890 |
1.2822 |
1.2932 |
| PP |
1.2797 |
1.2797 |
1.2797 |
1.2818 |
| S1 |
1.2714 |
1.2714 |
1.2790 |
1.2756 |
| S2 |
1.2621 |
1.2621 |
1.2774 |
|
| S3 |
1.2445 |
1.2538 |
1.2758 |
|
| S4 |
1.2269 |
1.2362 |
1.2709 |
|
|
| Weekly Pivots for week ending 01-Jun-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.3739 |
1.3603 |
1.2988 |
|
| R3 |
1.3408 |
1.3272 |
1.2897 |
|
| R2 |
1.3077 |
1.3077 |
1.2867 |
|
| R1 |
1.2941 |
1.2941 |
1.2836 |
1.3009 |
| PP |
1.2746 |
1.2746 |
1.2746 |
1.2780 |
| S1 |
1.2610 |
1.2610 |
1.2776 |
1.2678 |
| S2 |
1.2415 |
1.2415 |
1.2745 |
|
| S3 |
1.2084 |
1.2279 |
1.2715 |
|
| S4 |
1.1753 |
1.1948 |
1.2624 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1.2881 |
1.2528 |
0.0353 |
2.8% |
0.0111 |
0.9% |
79% |
True |
False |
106,908 |
| 10 |
1.2881 |
1.2476 |
0.0405 |
3.2% |
0.0102 |
0.8% |
81% |
True |
False |
93,027 |
| 20 |
1.2881 |
1.2416 |
0.0465 |
3.6% |
0.0092 |
0.7% |
84% |
True |
False |
87,073 |
| 40 |
1.2881 |
1.2133 |
0.0748 |
5.8% |
0.0095 |
0.7% |
90% |
True |
False |
82,274 |
| 60 |
1.2881 |
1.1889 |
0.0992 |
7.7% |
0.0107 |
0.8% |
92% |
True |
False |
80,833 |
| 80 |
1.3043 |
1.1889 |
0.1154 |
9.0% |
0.0107 |
0.8% |
79% |
False |
False |
60,983 |
| 100 |
1.3174 |
1.1889 |
0.1285 |
10.0% |
0.0097 |
0.8% |
71% |
False |
False |
48,804 |
| 120 |
1.3174 |
1.1889 |
0.1285 |
10.0% |
0.0085 |
0.7% |
71% |
False |
False |
40,675 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.3629 |
|
2.618 |
1.3342 |
|
1.618 |
1.3166 |
|
1.000 |
1.3057 |
|
0.618 |
1.2990 |
|
HIGH |
1.2881 |
|
0.618 |
1.2814 |
|
0.500 |
1.2793 |
|
0.382 |
1.2772 |
|
LOW |
1.2705 |
|
0.618 |
1.2596 |
|
1.000 |
1.2529 |
|
1.618 |
1.2420 |
|
2.618 |
1.2244 |
|
4.250 |
1.1957 |
|
|
| Fisher Pivots for day following 01-Jun-2012 |
| Pivot |
1 day |
3 day |
| R1 |
1.2802 |
1.2779 |
| PP |
1.2797 |
1.2752 |
| S1 |
1.2793 |
1.2726 |
|