CME Japanese Yen Future June 2012
| Trading Metrics calculated at close of trading on 12-Jun-2012 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
11-Jun-2012 |
12-Jun-2012 |
Change |
Change % |
Previous Week |
| Open |
1.2579 |
1.2598 |
0.0019 |
0.2% |
1.2808 |
| High |
1.2602 |
1.2633 |
0.0031 |
0.2% |
1.2825 |
| Low |
1.2544 |
1.2548 |
0.0004 |
0.0% |
1.2532 |
| Close |
1.2586 |
1.2579 |
-0.0007 |
-0.1% |
1.2584 |
| Range |
0.0058 |
0.0085 |
0.0027 |
46.6% |
0.0293 |
| ATR |
0.0100 |
0.0099 |
-0.0001 |
-1.1% |
0.0000 |
| Volume |
73,947 |
71,417 |
-2,530 |
-3.4% |
423,063 |
|
| Daily Pivots for day following 12-Jun-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.2842 |
1.2795 |
1.2626 |
|
| R3 |
1.2757 |
1.2710 |
1.2602 |
|
| R2 |
1.2672 |
1.2672 |
1.2595 |
|
| R1 |
1.2625 |
1.2625 |
1.2587 |
1.2606 |
| PP |
1.2587 |
1.2587 |
1.2587 |
1.2577 |
| S1 |
1.2540 |
1.2540 |
1.2571 |
1.2521 |
| S2 |
1.2502 |
1.2502 |
1.2563 |
|
| S3 |
1.2417 |
1.2455 |
1.2556 |
|
| S4 |
1.2332 |
1.2370 |
1.2532 |
|
|
| 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 |
1.2721 |
1.2532 |
0.0189 |
1.5% |
0.0091 |
0.7% |
25% |
False |
False |
84,155 |
| 10 |
1.2881 |
1.2532 |
0.0349 |
2.8% |
0.0111 |
0.9% |
13% |
False |
False |
96,717 |
| 20 |
1.2881 |
1.2416 |
0.0465 |
3.7% |
0.0101 |
0.8% |
35% |
False |
False |
90,923 |
| 40 |
1.2881 |
1.2233 |
0.0648 |
5.2% |
0.0095 |
0.8% |
53% |
False |
False |
82,267 |
| 60 |
1.2881 |
1.1900 |
0.0981 |
7.8% |
0.0103 |
0.8% |
69% |
False |
False |
85,142 |
| 80 |
1.2881 |
1.1889 |
0.0992 |
7.9% |
0.0108 |
0.9% |
70% |
False |
False |
68,054 |
| 100 |
1.3174 |
1.1889 |
0.1285 |
10.2% |
0.0101 |
0.8% |
54% |
False |
False |
54,486 |
| 120 |
1.3174 |
1.1889 |
0.1285 |
10.2% |
0.0090 |
0.7% |
54% |
False |
False |
45,410 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.2994 |
|
2.618 |
1.2856 |
|
1.618 |
1.2771 |
|
1.000 |
1.2718 |
|
0.618 |
1.2686 |
|
HIGH |
1.2633 |
|
0.618 |
1.2601 |
|
0.500 |
1.2591 |
|
0.382 |
1.2580 |
|
LOW |
1.2548 |
|
0.618 |
1.2495 |
|
1.000 |
1.2463 |
|
1.618 |
1.2410 |
|
2.618 |
1.2325 |
|
4.250 |
1.2187 |
|
|
| Fisher Pivots for day following 12-Jun-2012 |
| Pivot |
1 day |
3 day |
| R1 |
1.2591 |
1.2591 |
| PP |
1.2587 |
1.2587 |
| S1 |
1.2583 |
1.2583 |
|