CME Japanese Yen Future June 2012
| Trading Metrics calculated at close of trading on 08-Jun-2012 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
07-Jun-2012 |
08-Jun-2012 |
Change |
Change % |
Previous Week |
| Open |
1.2618 |
1.2554 |
-0.0064 |
-0.5% |
1.2808 |
| High |
1.2635 |
1.2641 |
0.0006 |
0.0% |
1.2825 |
| Low |
1.2532 |
1.2540 |
0.0008 |
0.1% |
1.2532 |
| Close |
1.2550 |
1.2584 |
0.0034 |
0.3% |
1.2584 |
| Range |
0.0103 |
0.0101 |
-0.0002 |
-1.9% |
0.0293 |
| ATR |
0.0104 |
0.0103 |
0.0000 |
-0.2% |
0.0000 |
| Volume |
97,260 |
77,890 |
-19,370 |
-19.9% |
423,063 |
|
| Daily Pivots for day following 08-Jun-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.2891 |
1.2839 |
1.2640 |
|
| R3 |
1.2790 |
1.2738 |
1.2612 |
|
| R2 |
1.2689 |
1.2689 |
1.2603 |
|
| R1 |
1.2637 |
1.2637 |
1.2593 |
1.2663 |
| PP |
1.2588 |
1.2588 |
1.2588 |
1.2602 |
| S1 |
1.2536 |
1.2536 |
1.2575 |
1.2562 |
| S2 |
1.2487 |
1.2487 |
1.2565 |
|
| S3 |
1.2386 |
1.2435 |
1.2556 |
|
| S4 |
1.2285 |
1.2334 |
1.2528 |
|
|
| Weekly Pivots for week ending 08-Jun-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.3526 |
1.3348 |
1.2745 |
|
| R3 |
1.3233 |
1.3055 |
1.2665 |
|
| R2 |
1.2940 |
1.2940 |
1.2638 |
|
| R1 |
1.2762 |
1.2762 |
1.2611 |
1.2705 |
| PP |
1.2647 |
1.2647 |
1.2647 |
1.2618 |
| S1 |
1.2469 |
1.2469 |
1.2557 |
1.2412 |
| S2 |
1.2354 |
1.2354 |
1.2530 |
|
| S3 |
1.2061 |
1.2176 |
1.2503 |
|
| S4 |
1.1768 |
1.1883 |
1.2423 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1.2825 |
1.2532 |
0.0293 |
2.3% |
0.0106 |
0.8% |
18% |
False |
False |
84,612 |
| 10 |
1.2881 |
1.2528 |
0.0353 |
2.8% |
0.0109 |
0.9% |
16% |
False |
False |
95,760 |
| 20 |
1.2881 |
1.2416 |
0.0465 |
3.7% |
0.0100 |
0.8% |
36% |
False |
False |
90,384 |
| 40 |
1.2881 |
1.2233 |
0.0648 |
5.1% |
0.0096 |
0.8% |
54% |
False |
False |
82,494 |
| 60 |
1.2881 |
1.1889 |
0.0992 |
7.9% |
0.0105 |
0.8% |
70% |
False |
False |
85,286 |
| 80 |
1.2881 |
1.1889 |
0.0992 |
7.9% |
0.0108 |
0.9% |
70% |
False |
False |
66,249 |
| 100 |
1.3174 |
1.1889 |
0.1285 |
10.2% |
0.0101 |
0.8% |
54% |
False |
False |
53,033 |
| 120 |
1.3174 |
1.1889 |
0.1285 |
10.2% |
0.0089 |
0.7% |
54% |
False |
False |
44,200 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.3070 |
|
2.618 |
1.2905 |
|
1.618 |
1.2804 |
|
1.000 |
1.2742 |
|
0.618 |
1.2703 |
|
HIGH |
1.2641 |
|
0.618 |
1.2602 |
|
0.500 |
1.2591 |
|
0.382 |
1.2579 |
|
LOW |
1.2540 |
|
0.618 |
1.2478 |
|
1.000 |
1.2439 |
|
1.618 |
1.2377 |
|
2.618 |
1.2276 |
|
4.250 |
1.2111 |
|
|
| Fisher Pivots for day following 08-Jun-2012 |
| Pivot |
1 day |
3 day |
| R1 |
1.2591 |
1.2627 |
| PP |
1.2588 |
1.2612 |
| S1 |
1.2586 |
1.2598 |
|