CME Japanese Yen Future June 2012
| Trading Metrics calculated at close of trading on 13-Jun-2012 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
12-Jun-2012 |
13-Jun-2012 |
Change |
Change % |
Previous Week |
| Open |
1.2598 |
1.2570 |
-0.0028 |
-0.2% |
1.2808 |
| High |
1.2633 |
1.2612 |
-0.0021 |
-0.2% |
1.2825 |
| Low |
1.2548 |
1.2539 |
-0.0009 |
-0.1% |
1.2532 |
| Close |
1.2579 |
1.2606 |
0.0027 |
0.2% |
1.2584 |
| Range |
0.0085 |
0.0073 |
-0.0012 |
-14.1% |
0.0293 |
| ATR |
0.0099 |
0.0097 |
-0.0002 |
-1.9% |
0.0000 |
| Volume |
71,417 |
87,287 |
15,870 |
22.2% |
423,063 |
|
| Daily Pivots for day following 13-Jun-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.2805 |
1.2778 |
1.2646 |
|
| R3 |
1.2732 |
1.2705 |
1.2626 |
|
| R2 |
1.2659 |
1.2659 |
1.2619 |
|
| R1 |
1.2632 |
1.2632 |
1.2613 |
1.2646 |
| PP |
1.2586 |
1.2586 |
1.2586 |
1.2592 |
| S1 |
1.2559 |
1.2559 |
1.2599 |
1.2573 |
| S2 |
1.2513 |
1.2513 |
1.2593 |
|
| S3 |
1.2440 |
1.2486 |
1.2586 |
|
| S4 |
1.2367 |
1.2413 |
1.2566 |
|
|
| 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 |
1.2641 |
1.2532 |
0.0109 |
0.9% |
0.0084 |
0.7% |
68% |
False |
False |
81,560 |
| 10 |
1.2881 |
1.2532 |
0.0349 |
2.8% |
0.0107 |
0.9% |
21% |
False |
False |
95,965 |
| 20 |
1.2881 |
1.2416 |
0.0465 |
3.7% |
0.0101 |
0.8% |
41% |
False |
False |
90,717 |
| 40 |
1.2881 |
1.2233 |
0.0648 |
5.1% |
0.0095 |
0.8% |
58% |
False |
False |
82,614 |
| 60 |
1.2881 |
1.1900 |
0.0981 |
7.8% |
0.0103 |
0.8% |
72% |
False |
False |
85,264 |
| 80 |
1.2881 |
1.1889 |
0.0992 |
7.9% |
0.0108 |
0.9% |
72% |
False |
False |
69,140 |
| 100 |
1.3174 |
1.1889 |
0.1285 |
10.2% |
0.0101 |
0.8% |
56% |
False |
False |
55,358 |
| 120 |
1.3174 |
1.1889 |
0.1285 |
10.2% |
0.0091 |
0.7% |
56% |
False |
False |
46,136 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.2922 |
|
2.618 |
1.2803 |
|
1.618 |
1.2730 |
|
1.000 |
1.2685 |
|
0.618 |
1.2657 |
|
HIGH |
1.2612 |
|
0.618 |
1.2584 |
|
0.500 |
1.2576 |
|
0.382 |
1.2567 |
|
LOW |
1.2539 |
|
0.618 |
1.2494 |
|
1.000 |
1.2466 |
|
1.618 |
1.2421 |
|
2.618 |
1.2348 |
|
4.250 |
1.2229 |
|
|
| Fisher Pivots for day following 13-Jun-2012 |
| Pivot |
1 day |
3 day |
| R1 |
1.2596 |
1.2599 |
| PP |
1.2586 |
1.2593 |
| S1 |
1.2576 |
1.2586 |
|