CME Japanese Yen Future September 2012
| Trading Metrics calculated at close of trading on 05-Jun-2012 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
04-Jun-2012 |
05-Jun-2012 |
Change |
Change % |
Previous Week |
| Open |
1.2812 |
1.2780 |
-0.0032 |
-0.2% |
1.2574 |
| High |
1.2842 |
1.2821 |
-0.0021 |
-0.2% |
1.2895 |
| Low |
1.2768 |
1.2679 |
-0.0089 |
-0.7% |
1.2568 |
| Close |
1.2784 |
1.2719 |
-0.0065 |
-0.5% |
1.2824 |
| Range |
0.0074 |
0.0142 |
0.0068 |
91.9% |
0.0327 |
| ATR |
0.0092 |
0.0095 |
0.0004 |
3.9% |
0.0000 |
| Volume |
1,708 |
2,843 |
1,135 |
66.5% |
4,482 |
|
| Daily Pivots for day following 05-Jun-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.3166 |
1.3084 |
1.2797 |
|
| R3 |
1.3024 |
1.2942 |
1.2758 |
|
| R2 |
1.2882 |
1.2882 |
1.2745 |
|
| R1 |
1.2800 |
1.2800 |
1.2732 |
1.2770 |
| PP |
1.2740 |
1.2740 |
1.2740 |
1.2725 |
| S1 |
1.2658 |
1.2658 |
1.2706 |
1.2628 |
| S2 |
1.2598 |
1.2598 |
1.2693 |
|
| S3 |
1.2456 |
1.2516 |
1.2680 |
|
| S4 |
1.2314 |
1.2374 |
1.2641 |
|
|
| 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 |
1.2586 |
0.0309 |
2.4% |
0.0128 |
1.0% |
43% |
False |
False |
1,760 |
| 10 |
1.2895 |
1.2492 |
0.0403 |
3.2% |
0.0103 |
0.8% |
56% |
False |
False |
997 |
| 20 |
1.2895 |
1.2435 |
0.0460 |
3.6% |
0.0086 |
0.7% |
62% |
False |
False |
582 |
| 40 |
1.2895 |
1.2250 |
0.0645 |
5.1% |
0.0081 |
0.6% |
73% |
False |
False |
327 |
| 60 |
1.2895 |
1.1915 |
0.0980 |
7.7% |
0.0084 |
0.7% |
82% |
False |
False |
234 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.3425 |
|
2.618 |
1.3193 |
|
1.618 |
1.3051 |
|
1.000 |
1.2963 |
|
0.618 |
1.2909 |
|
HIGH |
1.2821 |
|
0.618 |
1.2767 |
|
0.500 |
1.2750 |
|
0.382 |
1.2733 |
|
LOW |
1.2679 |
|
0.618 |
1.2591 |
|
1.000 |
1.2537 |
|
1.618 |
1.2449 |
|
2.618 |
1.2307 |
|
4.250 |
1.2076 |
|
|
| Fisher Pivots for day following 05-Jun-2012 |
| Pivot |
1 day |
3 day |
| R1 |
1.2750 |
1.2787 |
| PP |
1.2740 |
1.2764 |
| S1 |
1.2729 |
1.2742 |
|