CME Japanese Yen Future June 2012
| Trading Metrics calculated at close of trading on 05-Jun-2012 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
04-Jun-2012 |
05-Jun-2012 |
Change |
Change % |
Previous Week |
| Open |
1.2808 |
1.2766 |
-0.0042 |
-0.3% |
1.2554 |
| High |
1.2825 |
1.2805 |
-0.0020 |
-0.2% |
1.2881 |
| Low |
1.2746 |
1.2663 |
-0.0083 |
-0.7% |
1.2550 |
| Close |
1.2767 |
1.2704 |
-0.0063 |
-0.5% |
1.2806 |
| Range |
0.0079 |
0.0142 |
0.0063 |
79.7% |
0.0331 |
| ATR |
0.0100 |
0.0103 |
0.0003 |
3.0% |
0.0000 |
| Volume |
67,772 |
79,876 |
12,104 |
17.9% |
485,248 |
|
| Daily Pivots for day following 05-Jun-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.3150 |
1.3069 |
1.2782 |
|
| R3 |
1.3008 |
1.2927 |
1.2743 |
|
| R2 |
1.2866 |
1.2866 |
1.2730 |
|
| R1 |
1.2785 |
1.2785 |
1.2717 |
1.2755 |
| PP |
1.2724 |
1.2724 |
1.2724 |
1.2709 |
| S1 |
1.2643 |
1.2643 |
1.2691 |
1.2613 |
| S2 |
1.2582 |
1.2582 |
1.2678 |
|
| S3 |
1.2440 |
1.2501 |
1.2665 |
|
| S4 |
1.2298 |
1.2359 |
1.2626 |
|
|
| 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 |
1.2570 |
0.0311 |
2.4% |
0.0131 |
1.0% |
43% |
False |
False |
109,279 |
| 10 |
1.2881 |
1.2476 |
0.0405 |
3.2% |
0.0111 |
0.9% |
56% |
False |
False |
93,060 |
| 20 |
1.2881 |
1.2416 |
0.0465 |
3.7% |
0.0095 |
0.7% |
62% |
False |
False |
87,706 |
| 40 |
1.2881 |
1.2225 |
0.0656 |
5.2% |
0.0096 |
0.8% |
73% |
False |
False |
82,309 |
| 60 |
1.2881 |
1.1889 |
0.0992 |
7.8% |
0.0106 |
0.8% |
82% |
False |
False |
82,688 |
| 80 |
1.2938 |
1.1889 |
0.1049 |
8.3% |
0.0107 |
0.8% |
78% |
False |
False |
62,826 |
| 100 |
1.3174 |
1.1889 |
0.1285 |
10.1% |
0.0099 |
0.8% |
63% |
False |
False |
50,280 |
| 120 |
1.3174 |
1.1889 |
0.1285 |
10.1% |
0.0086 |
0.7% |
63% |
False |
False |
41,905 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.3409 |
|
2.618 |
1.3177 |
|
1.618 |
1.3035 |
|
1.000 |
1.2947 |
|
0.618 |
1.2893 |
|
HIGH |
1.2805 |
|
0.618 |
1.2751 |
|
0.500 |
1.2734 |
|
0.382 |
1.2717 |
|
LOW |
1.2663 |
|
0.618 |
1.2575 |
|
1.000 |
1.2521 |
|
1.618 |
1.2433 |
|
2.618 |
1.2291 |
|
4.250 |
1.2060 |
|
|
| Fisher Pivots for day following 05-Jun-2012 |
| Pivot |
1 day |
3 day |
| R1 |
1.2734 |
1.2772 |
| PP |
1.2724 |
1.2749 |
| S1 |
1.2714 |
1.2727 |
|