CME Japanese Yen Future June 2012
| Trading Metrics calculated at close of trading on 15-Jun-2012 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
14-Jun-2012 |
15-Jun-2012 |
Change |
Change % |
Previous Week |
| Open |
1.2587 |
1.2593 |
0.0006 |
0.0% |
1.2579 |
| High |
1.2633 |
1.2723 |
0.0090 |
0.7% |
1.2723 |
| Low |
1.2582 |
1.2577 |
-0.0005 |
0.0% |
1.2539 |
| Close |
1.2614 |
1.2708 |
0.0094 |
0.7% |
1.2708 |
| Range |
0.0051 |
0.0146 |
0.0095 |
186.3% |
0.0184 |
| ATR |
0.0094 |
0.0098 |
0.0004 |
4.0% |
0.0000 |
| Volume |
67,289 |
28,591 |
-38,698 |
-57.5% |
328,531 |
|
| Daily Pivots for day following 15-Jun-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.3107 |
1.3054 |
1.2788 |
|
| R3 |
1.2961 |
1.2908 |
1.2748 |
|
| R2 |
1.2815 |
1.2815 |
1.2735 |
|
| R1 |
1.2762 |
1.2762 |
1.2721 |
1.2789 |
| PP |
1.2669 |
1.2669 |
1.2669 |
1.2683 |
| S1 |
1.2616 |
1.2616 |
1.2695 |
1.2643 |
| S2 |
1.2523 |
1.2523 |
1.2681 |
|
| S3 |
1.2377 |
1.2470 |
1.2668 |
|
| S4 |
1.2231 |
1.2324 |
1.2628 |
|
|
| Weekly Pivots for week ending 15-Jun-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.3209 |
1.3142 |
1.2809 |
|
| R3 |
1.3025 |
1.2958 |
1.2759 |
|
| R2 |
1.2841 |
1.2841 |
1.2742 |
|
| R1 |
1.2774 |
1.2774 |
1.2725 |
1.2808 |
| PP |
1.2657 |
1.2657 |
1.2657 |
1.2673 |
| S1 |
1.2590 |
1.2590 |
1.2691 |
1.2624 |
| S2 |
1.2473 |
1.2473 |
1.2674 |
|
| S3 |
1.2289 |
1.2406 |
1.2657 |
|
| S4 |
1.2105 |
1.2222 |
1.2607 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1.2723 |
1.2539 |
0.0184 |
1.4% |
0.0083 |
0.6% |
92% |
True |
False |
65,706 |
| 10 |
1.2825 |
1.2532 |
0.0293 |
2.3% |
0.0095 |
0.7% |
60% |
False |
False |
75,159 |
| 20 |
1.2881 |
1.2476 |
0.0405 |
3.2% |
0.0098 |
0.8% |
57% |
False |
False |
84,093 |
| 40 |
1.2881 |
1.2233 |
0.0648 |
5.1% |
0.0094 |
0.7% |
73% |
False |
False |
81,189 |
| 60 |
1.2881 |
1.1990 |
0.0891 |
7.0% |
0.0103 |
0.8% |
81% |
False |
False |
84,297 |
| 80 |
1.2881 |
1.1889 |
0.0992 |
7.8% |
0.0108 |
0.9% |
83% |
False |
False |
70,328 |
| 100 |
1.3174 |
1.1889 |
0.1285 |
10.1% |
0.0102 |
0.8% |
64% |
False |
False |
56,317 |
| 120 |
1.3174 |
1.1889 |
0.1285 |
10.1% |
0.0091 |
0.7% |
64% |
False |
False |
46,935 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.3344 |
|
2.618 |
1.3105 |
|
1.618 |
1.2959 |
|
1.000 |
1.2869 |
|
0.618 |
1.2813 |
|
HIGH |
1.2723 |
|
0.618 |
1.2667 |
|
0.500 |
1.2650 |
|
0.382 |
1.2633 |
|
LOW |
1.2577 |
|
0.618 |
1.2487 |
|
1.000 |
1.2431 |
|
1.618 |
1.2341 |
|
2.618 |
1.2195 |
|
4.250 |
1.1957 |
|
|
| Fisher Pivots for day following 15-Jun-2012 |
| Pivot |
1 day |
3 day |
| R1 |
1.2689 |
1.2682 |
| PP |
1.2669 |
1.2657 |
| S1 |
1.2650 |
1.2631 |
|