CME Japanese Yen Future September 2012
| Trading Metrics calculated at close of trading on 20-Jun-2012 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
19-Jun-2012 |
20-Jun-2012 |
Change |
Change % |
Previous Week |
| Open |
1.2657 |
1.2677 |
0.0020 |
0.2% |
1.2591 |
| High |
1.2699 |
1.2705 |
0.0006 |
0.0% |
1.2737 |
| Low |
1.2654 |
1.2558 |
-0.0096 |
-0.8% |
1.2555 |
| Close |
1.2667 |
1.2593 |
-0.0074 |
-0.6% |
1.2724 |
| Range |
0.0045 |
0.0147 |
0.0102 |
226.7% |
0.0182 |
| ATR |
0.0090 |
0.0094 |
0.0004 |
4.5% |
0.0000 |
| Volume |
48,156 |
93,105 |
44,949 |
93.3% |
214,389 |
|
| Daily Pivots for day following 20-Jun-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.3060 |
1.2973 |
1.2674 |
|
| R3 |
1.2913 |
1.2826 |
1.2633 |
|
| R2 |
1.2766 |
1.2766 |
1.2620 |
|
| R1 |
1.2679 |
1.2679 |
1.2606 |
1.2649 |
| PP |
1.2619 |
1.2619 |
1.2619 |
1.2604 |
| S1 |
1.2532 |
1.2532 |
1.2580 |
1.2502 |
| S2 |
1.2472 |
1.2472 |
1.2566 |
|
| S3 |
1.2325 |
1.2385 |
1.2553 |
|
| S4 |
1.2178 |
1.2238 |
1.2512 |
|
|
| 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 |
1.2558 |
0.0179 |
1.4% |
0.0098 |
0.8% |
20% |
False |
True |
64,869 |
| 10 |
1.2737 |
1.2547 |
0.0190 |
1.5% |
0.0090 |
0.7% |
24% |
False |
False |
43,467 |
| 20 |
1.2895 |
1.2517 |
0.0378 |
3.0% |
0.0096 |
0.8% |
20% |
False |
False |
22,439 |
| 40 |
1.2895 |
1.2278 |
0.0617 |
4.9% |
0.0088 |
0.7% |
51% |
False |
False |
11,286 |
| 60 |
1.2895 |
1.2033 |
0.0862 |
6.8% |
0.0088 |
0.7% |
65% |
False |
False |
7,543 |
| 80 |
1.2895 |
1.1915 |
0.0980 |
7.8% |
0.0080 |
0.6% |
69% |
False |
False |
5,662 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.3330 |
|
2.618 |
1.3090 |
|
1.618 |
1.2943 |
|
1.000 |
1.2852 |
|
0.618 |
1.2796 |
|
HIGH |
1.2705 |
|
0.618 |
1.2649 |
|
0.500 |
1.2632 |
|
0.382 |
1.2614 |
|
LOW |
1.2558 |
|
0.618 |
1.2467 |
|
1.000 |
1.2411 |
|
1.618 |
1.2320 |
|
2.618 |
1.2173 |
|
4.250 |
1.1933 |
|
|
| Fisher Pivots for day following 20-Jun-2012 |
| Pivot |
1 day |
3 day |
| R1 |
1.2632 |
1.2641 |
| PP |
1.2619 |
1.2625 |
| S1 |
1.2606 |
1.2609 |
|