CME Japanese Yen Future June 2012
| Trading Metrics calculated at close of trading on 07-Jun-2012 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
06-Jun-2012 |
07-Jun-2012 |
Change |
Change % |
Previous Week |
| Open |
1.2698 |
1.2618 |
-0.0080 |
-0.6% |
1.2554 |
| High |
1.2721 |
1.2635 |
-0.0086 |
-0.7% |
1.2881 |
| Low |
1.2614 |
1.2532 |
-0.0082 |
-0.7% |
1.2550 |
| Close |
1.2635 |
1.2550 |
-0.0085 |
-0.7% |
1.2806 |
| Range |
0.0107 |
0.0103 |
-0.0004 |
-3.7% |
0.0331 |
| ATR |
0.0104 |
0.0104 |
0.0000 |
0.0% |
0.0000 |
| Volume |
100,265 |
97,260 |
-3,005 |
-3.0% |
485,248 |
|
| Daily Pivots for day following 07-Jun-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.2881 |
1.2819 |
1.2607 |
|
| R3 |
1.2778 |
1.2716 |
1.2578 |
|
| R2 |
1.2675 |
1.2675 |
1.2569 |
|
| R1 |
1.2613 |
1.2613 |
1.2559 |
1.2593 |
| PP |
1.2572 |
1.2572 |
1.2572 |
1.2562 |
| S1 |
1.2510 |
1.2510 |
1.2541 |
1.2490 |
| S2 |
1.2469 |
1.2469 |
1.2531 |
|
| S3 |
1.2366 |
1.2407 |
1.2522 |
|
| S4 |
1.2263 |
1.2304 |
1.2493 |
|
|
| 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 |
1.2532 |
0.0349 |
2.8% |
0.0121 |
1.0% |
5% |
False |
True |
103,759 |
| 10 |
1.2881 |
1.2528 |
0.0353 |
2.8% |
0.0103 |
0.8% |
6% |
False |
False |
94,569 |
| 20 |
1.2881 |
1.2416 |
0.0465 |
3.7% |
0.0098 |
0.8% |
29% |
False |
False |
90,259 |
| 40 |
1.2881 |
1.2233 |
0.0648 |
5.2% |
0.0095 |
0.8% |
49% |
False |
False |
82,563 |
| 60 |
1.2881 |
1.1889 |
0.0992 |
7.9% |
0.0106 |
0.8% |
67% |
False |
False |
84,858 |
| 80 |
1.2926 |
1.1889 |
0.1037 |
8.3% |
0.0109 |
0.9% |
64% |
False |
False |
65,277 |
| 100 |
1.3174 |
1.1889 |
0.1285 |
10.2% |
0.0100 |
0.8% |
51% |
False |
False |
52,255 |
| 120 |
1.3174 |
1.1889 |
0.1285 |
10.2% |
0.0088 |
0.7% |
51% |
False |
False |
43,551 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.3073 |
|
2.618 |
1.2905 |
|
1.618 |
1.2802 |
|
1.000 |
1.2738 |
|
0.618 |
1.2699 |
|
HIGH |
1.2635 |
|
0.618 |
1.2596 |
|
0.500 |
1.2584 |
|
0.382 |
1.2571 |
|
LOW |
1.2532 |
|
0.618 |
1.2468 |
|
1.000 |
1.2429 |
|
1.618 |
1.2365 |
|
2.618 |
1.2262 |
|
4.250 |
1.2094 |
|
|
| Fisher Pivots for day following 07-Jun-2012 |
| Pivot |
1 day |
3 day |
| R1 |
1.2584 |
1.2669 |
| PP |
1.2572 |
1.2629 |
| S1 |
1.2561 |
1.2590 |
|