CME Japanese Yen Future June 2012
| Trading Metrics calculated at close of trading on 11-Jun-2012 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
08-Jun-2012 |
11-Jun-2012 |
Change |
Change % |
Previous Week |
| Open |
1.2554 |
1.2579 |
0.0025 |
0.2% |
1.2808 |
| High |
1.2641 |
1.2602 |
-0.0039 |
-0.3% |
1.2825 |
| Low |
1.2540 |
1.2544 |
0.0004 |
0.0% |
1.2532 |
| Close |
1.2584 |
1.2586 |
0.0002 |
0.0% |
1.2584 |
| Range |
0.0101 |
0.0058 |
-0.0043 |
-42.6% |
0.0293 |
| ATR |
0.0103 |
0.0100 |
-0.0003 |
-3.1% |
0.0000 |
| Volume |
77,890 |
73,947 |
-3,943 |
-5.1% |
423,063 |
|
| Daily Pivots for day following 11-Jun-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.2751 |
1.2727 |
1.2618 |
|
| R3 |
1.2693 |
1.2669 |
1.2602 |
|
| R2 |
1.2635 |
1.2635 |
1.2597 |
|
| R1 |
1.2611 |
1.2611 |
1.2591 |
1.2623 |
| PP |
1.2577 |
1.2577 |
1.2577 |
1.2584 |
| S1 |
1.2553 |
1.2553 |
1.2581 |
1.2565 |
| S2 |
1.2519 |
1.2519 |
1.2575 |
|
| S3 |
1.2461 |
1.2495 |
1.2570 |
|
| S4 |
1.2403 |
1.2437 |
1.2554 |
|
|
| 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 |
1.2805 |
1.2532 |
0.0273 |
2.2% |
0.0102 |
0.8% |
20% |
False |
False |
85,847 |
| 10 |
1.2881 |
1.2532 |
0.0349 |
2.8% |
0.0109 |
0.9% |
15% |
False |
False |
98,225 |
| 20 |
1.2881 |
1.2416 |
0.0465 |
3.7% |
0.0101 |
0.8% |
37% |
False |
False |
90,812 |
| 40 |
1.2881 |
1.2233 |
0.0648 |
5.1% |
0.0096 |
0.8% |
54% |
False |
False |
82,714 |
| 60 |
1.2881 |
1.1900 |
0.0981 |
7.8% |
0.0104 |
0.8% |
70% |
False |
False |
85,504 |
| 80 |
1.2881 |
1.1889 |
0.0992 |
7.9% |
0.0108 |
0.9% |
70% |
False |
False |
67,163 |
| 100 |
1.3174 |
1.1889 |
0.1285 |
10.2% |
0.0101 |
0.8% |
54% |
False |
False |
53,772 |
| 120 |
1.3174 |
1.1889 |
0.1285 |
10.2% |
0.0089 |
0.7% |
54% |
False |
False |
44,815 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.2849 |
|
2.618 |
1.2754 |
|
1.618 |
1.2696 |
|
1.000 |
1.2660 |
|
0.618 |
1.2638 |
|
HIGH |
1.2602 |
|
0.618 |
1.2580 |
|
0.500 |
1.2573 |
|
0.382 |
1.2566 |
|
LOW |
1.2544 |
|
0.618 |
1.2508 |
|
1.000 |
1.2486 |
|
1.618 |
1.2450 |
|
2.618 |
1.2392 |
|
4.250 |
1.2298 |
|
|
| Fisher Pivots for day following 11-Jun-2012 |
| Pivot |
1 day |
3 day |
| R1 |
1.2582 |
1.2587 |
| PP |
1.2577 |
1.2586 |
| S1 |
1.2573 |
1.2586 |
|