CME Japanese Yen Future September 2012
| Trading Metrics calculated at close of trading on 01-Jun-2012 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
31-May-2012 |
01-Jun-2012 |
Change |
Change % |
Previous Week |
| Open |
1.2655 |
1.2781 |
0.0126 |
1.0% |
1.2574 |
| High |
1.2801 |
1.2895 |
0.0094 |
0.7% |
1.2895 |
| Low |
1.2655 |
1.2724 |
0.0069 |
0.5% |
1.2568 |
| Close |
1.2782 |
1.2824 |
0.0042 |
0.3% |
1.2824 |
| Range |
0.0146 |
0.0171 |
0.0025 |
17.1% |
0.0327 |
| ATR |
0.0087 |
0.0093 |
0.0006 |
6.9% |
0.0000 |
| Volume |
602 |
3,112 |
2,510 |
416.9% |
4,482 |
|
| Daily Pivots for day following 01-Jun-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.3327 |
1.3247 |
1.2918 |
|
| R3 |
1.3156 |
1.3076 |
1.2871 |
|
| R2 |
1.2985 |
1.2985 |
1.2855 |
|
| R1 |
1.2905 |
1.2905 |
1.2840 |
1.2945 |
| PP |
1.2814 |
1.2814 |
1.2814 |
1.2835 |
| S1 |
1.2734 |
1.2734 |
1.2808 |
1.2774 |
| S2 |
1.2643 |
1.2643 |
1.2793 |
|
| S3 |
1.2472 |
1.2563 |
1.2777 |
|
| S4 |
1.2301 |
1.2392 |
1.2730 |
|
|
| Weekly Pivots for week ending 01-Jun-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.3743 |
1.3611 |
1.3004 |
|
| R3 |
1.3416 |
1.3284 |
1.2914 |
|
| R2 |
1.3089 |
1.3089 |
1.2884 |
|
| R1 |
1.2957 |
1.2957 |
1.2854 |
1.3023 |
| PP |
1.2762 |
1.2762 |
1.2762 |
1.2796 |
| S1 |
1.2630 |
1.2630 |
1.2794 |
1.2696 |
| S2 |
1.2435 |
1.2435 |
1.2764 |
|
| S3 |
1.2108 |
1.2303 |
1.2734 |
|
| S4 |
1.1781 |
1.1976 |
1.2644 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1.2895 |
1.2548 |
0.0347 |
2.7% |
0.0105 |
0.8% |
80% |
True |
False |
953 |
| 10 |
1.2895 |
1.2492 |
0.0403 |
3.1% |
0.0092 |
0.7% |
82% |
True |
False |
593 |
| 20 |
1.2895 |
1.2435 |
0.0460 |
3.6% |
0.0084 |
0.7% |
85% |
True |
False |
369 |
| 40 |
1.2895 |
1.2250 |
0.0645 |
5.0% |
0.0078 |
0.6% |
89% |
True |
False |
217 |
| 60 |
1.2895 |
1.1915 |
0.0980 |
7.6% |
0.0081 |
0.6% |
93% |
True |
False |
158 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.3622 |
|
2.618 |
1.3343 |
|
1.618 |
1.3172 |
|
1.000 |
1.3066 |
|
0.618 |
1.3001 |
|
HIGH |
1.2895 |
|
0.618 |
1.2830 |
|
0.500 |
1.2810 |
|
0.382 |
1.2789 |
|
LOW |
1.2724 |
|
0.618 |
1.2618 |
|
1.000 |
1.2553 |
|
1.618 |
1.2447 |
|
2.618 |
1.2276 |
|
4.250 |
1.1997 |
|
|
| Fisher Pivots for day following 01-Jun-2012 |
| Pivot |
1 day |
3 day |
| R1 |
1.2819 |
1.2796 |
| PP |
1.2814 |
1.2768 |
| S1 |
1.2810 |
1.2741 |
|