CME Japanese Yen Future June 2012
| Trading Metrics calculated at close of trading on 14-Jun-2012 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
13-Jun-2012 |
14-Jun-2012 |
Change |
Change % |
Previous Week |
| Open |
1.2570 |
1.2587 |
0.0017 |
0.1% |
1.2808 |
| High |
1.2612 |
1.2633 |
0.0021 |
0.2% |
1.2825 |
| Low |
1.2539 |
1.2582 |
0.0043 |
0.3% |
1.2532 |
| Close |
1.2606 |
1.2614 |
0.0008 |
0.1% |
1.2584 |
| Range |
0.0073 |
0.0051 |
-0.0022 |
-30.1% |
0.0293 |
| ATR |
0.0097 |
0.0094 |
-0.0003 |
-3.4% |
0.0000 |
| Volume |
87,287 |
67,289 |
-19,998 |
-22.9% |
423,063 |
|
| Daily Pivots for day following 14-Jun-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.2763 |
1.2739 |
1.2642 |
|
| R3 |
1.2712 |
1.2688 |
1.2628 |
|
| R2 |
1.2661 |
1.2661 |
1.2623 |
|
| R1 |
1.2637 |
1.2637 |
1.2619 |
1.2649 |
| PP |
1.2610 |
1.2610 |
1.2610 |
1.2616 |
| S1 |
1.2586 |
1.2586 |
1.2609 |
1.2598 |
| S2 |
1.2559 |
1.2559 |
1.2605 |
|
| S3 |
1.2508 |
1.2535 |
1.2600 |
|
| S4 |
1.2457 |
1.2484 |
1.2586 |
|
|
| 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 |
1.2539 |
0.0102 |
0.8% |
0.0074 |
0.6% |
74% |
False |
False |
75,566 |
| 10 |
1.2881 |
1.2532 |
0.0349 |
2.8% |
0.0098 |
0.8% |
23% |
False |
False |
89,662 |
| 20 |
1.2881 |
1.2442 |
0.0439 |
3.5% |
0.0101 |
0.8% |
39% |
False |
False |
89,100 |
| 40 |
1.2881 |
1.2233 |
0.0648 |
5.1% |
0.0093 |
0.7% |
59% |
False |
False |
82,477 |
| 60 |
1.2881 |
1.1900 |
0.0981 |
7.8% |
0.0103 |
0.8% |
73% |
False |
False |
85,293 |
| 80 |
1.2881 |
1.1889 |
0.0992 |
7.9% |
0.0107 |
0.9% |
73% |
False |
False |
69,977 |
| 100 |
1.3174 |
1.1889 |
0.1285 |
10.2% |
0.0102 |
0.8% |
56% |
False |
False |
56,031 |
| 120 |
1.3174 |
1.1889 |
0.1285 |
10.2% |
0.0090 |
0.7% |
56% |
False |
False |
46,697 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.2850 |
|
2.618 |
1.2767 |
|
1.618 |
1.2716 |
|
1.000 |
1.2684 |
|
0.618 |
1.2665 |
|
HIGH |
1.2633 |
|
0.618 |
1.2614 |
|
0.500 |
1.2608 |
|
0.382 |
1.2601 |
|
LOW |
1.2582 |
|
0.618 |
1.2550 |
|
1.000 |
1.2531 |
|
1.618 |
1.2499 |
|
2.618 |
1.2448 |
|
4.250 |
1.2365 |
|
|
| Fisher Pivots for day following 14-Jun-2012 |
| Pivot |
1 day |
3 day |
| R1 |
1.2612 |
1.2605 |
| PP |
1.2610 |
1.2595 |
| S1 |
1.2608 |
1.2586 |
|