CME Japanese Yen Future September 2012
| Trading Metrics calculated at close of trading on 07-Jun-2012 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
06-Jun-2012 |
07-Jun-2012 |
Change |
Change % |
Previous Week |
| Open |
1.2711 |
1.2625 |
-0.0086 |
-0.7% |
1.2574 |
| High |
1.2736 |
1.2649 |
-0.0087 |
-0.7% |
1.2895 |
| Low |
1.2631 |
1.2547 |
-0.0084 |
-0.7% |
1.2568 |
| Close |
1.2649 |
1.2563 |
-0.0086 |
-0.7% |
1.2824 |
| Range |
0.0105 |
0.0102 |
-0.0003 |
-2.9% |
0.0327 |
| ATR |
0.0096 |
0.0096 |
0.0000 |
0.5% |
0.0000 |
| Volume |
4,232 |
6,322 |
2,090 |
49.4% |
4,482 |
|
| Daily Pivots for day following 07-Jun-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.2892 |
1.2830 |
1.2619 |
|
| R3 |
1.2790 |
1.2728 |
1.2591 |
|
| R2 |
1.2688 |
1.2688 |
1.2582 |
|
| R1 |
1.2626 |
1.2626 |
1.2572 |
1.2606 |
| PP |
1.2586 |
1.2586 |
1.2586 |
1.2577 |
| S1 |
1.2524 |
1.2524 |
1.2554 |
1.2504 |
| S2 |
1.2484 |
1.2484 |
1.2544 |
|
| S3 |
1.2382 |
1.2422 |
1.2535 |
|
| S4 |
1.2280 |
1.2320 |
1.2507 |
|
|
| 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 |
1.2547 |
0.0348 |
2.8% |
0.0119 |
0.9% |
5% |
False |
True |
3,643 |
| 10 |
1.2895 |
1.2547 |
0.0348 |
2.8% |
0.0099 |
0.8% |
5% |
False |
True |
2,016 |
| 20 |
1.2895 |
1.2435 |
0.0460 |
3.7% |
0.0091 |
0.7% |
28% |
False |
False |
1,094 |
| 40 |
1.2895 |
1.2252 |
0.0643 |
5.1% |
0.0080 |
0.6% |
48% |
False |
False |
587 |
| 60 |
1.2895 |
1.1915 |
0.0980 |
7.8% |
0.0087 |
0.7% |
66% |
False |
False |
409 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.3083 |
|
2.618 |
1.2916 |
|
1.618 |
1.2814 |
|
1.000 |
1.2751 |
|
0.618 |
1.2712 |
|
HIGH |
1.2649 |
|
0.618 |
1.2610 |
|
0.500 |
1.2598 |
|
0.382 |
1.2586 |
|
LOW |
1.2547 |
|
0.618 |
1.2484 |
|
1.000 |
1.2445 |
|
1.618 |
1.2382 |
|
2.618 |
1.2280 |
|
4.250 |
1.2114 |
|
|
| Fisher Pivots for day following 07-Jun-2012 |
| Pivot |
1 day |
3 day |
| R1 |
1.2598 |
1.2684 |
| PP |
1.2586 |
1.2644 |
| S1 |
1.2575 |
1.2603 |
|