CME Japanese Yen Future September 2012
| Trading Metrics calculated at close of trading on 12-Jun-2012 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
11-Jun-2012 |
12-Jun-2012 |
Change |
Change % |
Previous Week |
| Open |
1.2591 |
1.2613 |
0.0022 |
0.2% |
1.2812 |
| High |
1.2616 |
1.2646 |
0.0030 |
0.2% |
1.2842 |
| Low |
1.2558 |
1.2564 |
0.0006 |
0.0% |
1.2547 |
| Close |
1.2600 |
1.2594 |
-0.0006 |
0.0% |
1.2599 |
| Range |
0.0058 |
0.0082 |
0.0024 |
41.4% |
0.0295 |
| ATR |
0.0094 |
0.0093 |
-0.0001 |
-0.9% |
0.0000 |
| Volume |
18,586 |
23,276 |
4,690 |
25.2% |
27,054 |
|
| Daily Pivots for day following 12-Jun-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.2847 |
1.2803 |
1.2639 |
|
| R3 |
1.2765 |
1.2721 |
1.2617 |
|
| R2 |
1.2683 |
1.2683 |
1.2609 |
|
| R1 |
1.2639 |
1.2639 |
1.2602 |
1.2620 |
| PP |
1.2601 |
1.2601 |
1.2601 |
1.2592 |
| S1 |
1.2557 |
1.2557 |
1.2586 |
1.2538 |
| S2 |
1.2519 |
1.2519 |
1.2579 |
|
| S3 |
1.2437 |
1.2475 |
1.2571 |
|
| S4 |
1.2355 |
1.2393 |
1.2549 |
|
|
| Weekly Pivots for week ending 08-Jun-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.3548 |
1.3368 |
1.2761 |
|
| R3 |
1.3253 |
1.3073 |
1.2680 |
|
| R2 |
1.2958 |
1.2958 |
1.2653 |
|
| R1 |
1.2778 |
1.2778 |
1.2626 |
1.2721 |
| PP |
1.2663 |
1.2663 |
1.2663 |
1.2634 |
| S1 |
1.2483 |
1.2483 |
1.2572 |
1.2426 |
| S2 |
1.2368 |
1.2368 |
1.2545 |
|
| S3 |
1.2073 |
1.2188 |
1.2518 |
|
| S4 |
1.1778 |
1.1893 |
1.2437 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1.2736 |
1.2547 |
0.0189 |
1.5% |
0.0089 |
0.7% |
25% |
False |
False |
12,873 |
| 10 |
1.2895 |
1.2547 |
0.0348 |
2.8% |
0.0109 |
0.9% |
14% |
False |
False |
7,316 |
| 20 |
1.2895 |
1.2435 |
0.0460 |
3.7% |
0.0095 |
0.8% |
35% |
False |
False |
3,762 |
| 40 |
1.2895 |
1.2252 |
0.0643 |
5.1% |
0.0083 |
0.7% |
53% |
False |
False |
1,930 |
| 60 |
1.2895 |
1.1927 |
0.0968 |
7.7% |
0.0087 |
0.7% |
69% |
False |
False |
1,305 |
| 80 |
1.2895 |
1.1915 |
0.0980 |
7.8% |
0.0075 |
0.6% |
69% |
False |
False |
981 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.2995 |
|
2.618 |
1.2861 |
|
1.618 |
1.2779 |
|
1.000 |
1.2728 |
|
0.618 |
1.2697 |
|
HIGH |
1.2646 |
|
0.618 |
1.2615 |
|
0.500 |
1.2605 |
|
0.382 |
1.2595 |
|
LOW |
1.2564 |
|
0.618 |
1.2513 |
|
1.000 |
1.2482 |
|
1.618 |
1.2431 |
|
2.618 |
1.2349 |
|
4.250 |
1.2216 |
|
|
| Fisher Pivots for day following 12-Jun-2012 |
| Pivot |
1 day |
3 day |
| R1 |
1.2605 |
1.2605 |
| PP |
1.2601 |
1.2601 |
| S1 |
1.2598 |
1.2598 |
|