CME Japanese Yen Future September 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 |
1.2604 |
1.2607 |
0.0003 |
0.0% |
1.2591 |
| High |
1.2649 |
1.2737 |
0.0088 |
0.7% |
1.2737 |
| Low |
1.2598 |
1.2591 |
-0.0007 |
-0.1% |
1.2555 |
| Close |
1.2630 |
1.2724 |
0.0094 |
0.7% |
1.2724 |
| Range |
0.0051 |
0.0146 |
0.0095 |
186.3% |
0.0182 |
| ATR |
0.0089 |
0.0093 |
0.0004 |
4.6% |
0.0000 |
| Volume |
39,487 |
82,846 |
43,359 |
109.8% |
214,389 |
|
| Daily Pivots for day following 15-Jun-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.3122 |
1.3069 |
1.2804 |
|
| R3 |
1.2976 |
1.2923 |
1.2764 |
|
| R2 |
1.2830 |
1.2830 |
1.2751 |
|
| R1 |
1.2777 |
1.2777 |
1.2737 |
1.2804 |
| PP |
1.2684 |
1.2684 |
1.2684 |
1.2697 |
| S1 |
1.2631 |
1.2631 |
1.2711 |
1.2658 |
| S2 |
1.2538 |
1.2538 |
1.2697 |
|
| S3 |
1.2392 |
1.2485 |
1.2684 |
|
| S4 |
1.2246 |
1.2339 |
1.2644 |
|
|
| Weekly Pivots for week ending 15-Jun-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.3218 |
1.3153 |
1.2824 |
|
| R3 |
1.3036 |
1.2971 |
1.2774 |
|
| R2 |
1.2854 |
1.2854 |
1.2757 |
|
| R1 |
1.2789 |
1.2789 |
1.2741 |
1.2822 |
| PP |
1.2672 |
1.2672 |
1.2672 |
1.2688 |
| S1 |
1.2607 |
1.2607 |
1.2707 |
1.2640 |
| S2 |
1.2490 |
1.2490 |
1.2691 |
|
| S3 |
1.2308 |
1.2425 |
1.2674 |
|
| S4 |
1.2126 |
1.2243 |
1.2624 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1.2737 |
1.2555 |
0.0182 |
1.4% |
0.0082 |
0.6% |
93% |
True |
False |
42,877 |
| 10 |
1.2842 |
1.2547 |
0.0295 |
2.3% |
0.0093 |
0.7% |
60% |
False |
False |
24,144 |
| 20 |
1.2895 |
1.2492 |
0.0403 |
3.2% |
0.0093 |
0.7% |
58% |
False |
False |
12,368 |
| 40 |
1.2895 |
1.2252 |
0.0643 |
5.1% |
0.0085 |
0.7% |
73% |
False |
False |
6,238 |
| 60 |
1.2895 |
1.2015 |
0.0880 |
6.9% |
0.0087 |
0.7% |
81% |
False |
False |
4,179 |
| 80 |
1.2895 |
1.1915 |
0.0980 |
7.7% |
0.0077 |
0.6% |
83% |
False |
False |
3,137 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.3358 |
|
2.618 |
1.3119 |
|
1.618 |
1.2973 |
|
1.000 |
1.2883 |
|
0.618 |
1.2827 |
|
HIGH |
1.2737 |
|
0.618 |
1.2681 |
|
0.500 |
1.2664 |
|
0.382 |
1.2647 |
|
LOW |
1.2591 |
|
0.618 |
1.2501 |
|
1.000 |
1.2445 |
|
1.618 |
1.2355 |
|
2.618 |
1.2209 |
|
4.250 |
1.1971 |
|
|
| Fisher Pivots for day following 15-Jun-2012 |
| Pivot |
1 day |
3 day |
| R1 |
1.2704 |
1.2698 |
| PP |
1.2684 |
1.2672 |
| S1 |
1.2664 |
1.2646 |
|