CME Japanese Yen Future June 2012
| Trading Metrics calculated at close of trading on 06-Jun-2012 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
05-Jun-2012 |
06-Jun-2012 |
Change |
Change % |
Previous Week |
| Open |
1.2766 |
1.2698 |
-0.0068 |
-0.5% |
1.2554 |
| High |
1.2805 |
1.2721 |
-0.0084 |
-0.7% |
1.2881 |
| Low |
1.2663 |
1.2614 |
-0.0049 |
-0.4% |
1.2550 |
| Close |
1.2704 |
1.2635 |
-0.0069 |
-0.5% |
1.2806 |
| Range |
0.0142 |
0.0107 |
-0.0035 |
-24.6% |
0.0331 |
| ATR |
0.0103 |
0.0104 |
0.0000 |
0.3% |
0.0000 |
| Volume |
79,876 |
100,265 |
20,389 |
25.5% |
485,248 |
|
| Daily Pivots for day following 06-Jun-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.2978 |
1.2913 |
1.2694 |
|
| R3 |
1.2871 |
1.2806 |
1.2664 |
|
| R2 |
1.2764 |
1.2764 |
1.2655 |
|
| R1 |
1.2699 |
1.2699 |
1.2645 |
1.2678 |
| PP |
1.2657 |
1.2657 |
1.2657 |
1.2646 |
| S1 |
1.2592 |
1.2592 |
1.2625 |
1.2571 |
| S2 |
1.2550 |
1.2550 |
1.2615 |
|
| S3 |
1.2443 |
1.2485 |
1.2606 |
|
| S4 |
1.2336 |
1.2378 |
1.2576 |
|
|
| 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 |
1.2614 |
0.0267 |
2.1% |
0.0130 |
1.0% |
8% |
False |
True |
110,369 |
| 10 |
1.2881 |
1.2483 |
0.0398 |
3.1% |
0.0107 |
0.8% |
38% |
False |
False |
93,909 |
| 20 |
1.2881 |
1.2416 |
0.0465 |
3.7% |
0.0097 |
0.8% |
47% |
False |
False |
89,584 |
| 40 |
1.2881 |
1.2233 |
0.0648 |
5.1% |
0.0094 |
0.7% |
62% |
False |
False |
82,158 |
| 60 |
1.2881 |
1.1889 |
0.0992 |
7.9% |
0.0107 |
0.8% |
75% |
False |
False |
84,092 |
| 80 |
1.2938 |
1.1889 |
0.1049 |
8.3% |
0.0108 |
0.9% |
71% |
False |
False |
64,065 |
| 100 |
1.3174 |
1.1889 |
0.1285 |
10.2% |
0.0100 |
0.8% |
58% |
False |
False |
51,283 |
| 120 |
1.3174 |
1.1889 |
0.1285 |
10.2% |
0.0087 |
0.7% |
58% |
False |
False |
42,741 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.3176 |
|
2.618 |
1.3001 |
|
1.618 |
1.2894 |
|
1.000 |
1.2828 |
|
0.618 |
1.2787 |
|
HIGH |
1.2721 |
|
0.618 |
1.2680 |
|
0.500 |
1.2668 |
|
0.382 |
1.2655 |
|
LOW |
1.2614 |
|
0.618 |
1.2548 |
|
1.000 |
1.2507 |
|
1.618 |
1.2441 |
|
2.618 |
1.2334 |
|
4.250 |
1.2159 |
|
|
| Fisher Pivots for day following 06-Jun-2012 |
| Pivot |
1 day |
3 day |
| R1 |
1.2668 |
1.2720 |
| PP |
1.2657 |
1.2691 |
| S1 |
1.2646 |
1.2663 |
|