CME Japanese Yen Future September 2012
| Trading Metrics calculated at close of trading on 18-Jun-2012 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
15-Jun-2012 |
18-Jun-2012 |
Change |
Change % |
Previous Week |
| Open |
1.2607 |
1.2680 |
0.0073 |
0.6% |
1.2591 |
| High |
1.2737 |
1.2724 |
-0.0013 |
-0.1% |
1.2737 |
| Low |
1.2591 |
1.2623 |
0.0032 |
0.3% |
1.2555 |
| Close |
1.2724 |
1.2654 |
-0.0070 |
-0.6% |
1.2724 |
| Range |
0.0146 |
0.0101 |
-0.0045 |
-30.8% |
0.0182 |
| ATR |
0.0093 |
0.0093 |
0.0001 |
0.6% |
0.0000 |
| Volume |
82,846 |
60,751 |
-22,095 |
-26.7% |
214,389 |
|
| Daily Pivots for day following 18-Jun-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.2970 |
1.2913 |
1.2710 |
|
| R3 |
1.2869 |
1.2812 |
1.2682 |
|
| R2 |
1.2768 |
1.2768 |
1.2673 |
|
| R1 |
1.2711 |
1.2711 |
1.2663 |
1.2689 |
| PP |
1.2667 |
1.2667 |
1.2667 |
1.2656 |
| S1 |
1.2610 |
1.2610 |
1.2645 |
1.2588 |
| S2 |
1.2566 |
1.2566 |
1.2635 |
|
| S3 |
1.2465 |
1.2509 |
1.2626 |
|
| S4 |
1.2364 |
1.2408 |
1.2598 |
|
|
| 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% |
0.0090 |
0.7% |
54% |
False |
False |
51,310 |
| 10 |
1.2821 |
1.2547 |
0.0274 |
2.2% |
0.0096 |
0.8% |
39% |
False |
False |
30,048 |
| 20 |
1.2895 |
1.2492 |
0.0403 |
3.2% |
0.0095 |
0.7% |
40% |
False |
False |
15,386 |
| 40 |
1.2895 |
1.2278 |
0.0617 |
4.9% |
0.0086 |
0.7% |
61% |
False |
False |
7,756 |
| 60 |
1.2895 |
1.2015 |
0.0880 |
7.0% |
0.0087 |
0.7% |
73% |
False |
False |
5,190 |
| 80 |
1.2895 |
1.1915 |
0.0980 |
7.7% |
0.0079 |
0.6% |
75% |
False |
False |
3,897 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.3153 |
|
2.618 |
1.2988 |
|
1.618 |
1.2887 |
|
1.000 |
1.2825 |
|
0.618 |
1.2786 |
|
HIGH |
1.2724 |
|
0.618 |
1.2685 |
|
0.500 |
1.2674 |
|
0.382 |
1.2662 |
|
LOW |
1.2623 |
|
0.618 |
1.2561 |
|
1.000 |
1.2522 |
|
1.618 |
1.2460 |
|
2.618 |
1.2359 |
|
4.250 |
1.2194 |
|
|
| Fisher Pivots for day following 18-Jun-2012 |
| Pivot |
1 day |
3 day |
| R1 |
1.2674 |
1.2664 |
| PP |
1.2667 |
1.2661 |
| S1 |
1.2661 |
1.2657 |
|