CME Japanese Yen Future September 2012
| Trading Metrics calculated at close of trading on 28-Jun-2012 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
27-Jun-2012 |
28-Jun-2012 |
Change |
Change % |
Previous Week |
| Open |
1.2589 |
1.2561 |
-0.0028 |
-0.2% |
1.2680 |
| High |
1.2616 |
1.2637 |
0.0021 |
0.2% |
1.2724 |
| Low |
1.2535 |
1.2552 |
0.0017 |
0.1% |
1.2423 |
| Close |
1.2554 |
1.2606 |
0.0052 |
0.4% |
1.2444 |
| Range |
0.0081 |
0.0085 |
0.0004 |
4.9% |
0.0301 |
| ATR |
0.0101 |
0.0100 |
-0.0001 |
-1.1% |
0.0000 |
| Volume |
56,384 |
64,659 |
8,275 |
14.7% |
368,116 |
|
| Daily Pivots for day following 28-Jun-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.2853 |
1.2815 |
1.2653 |
|
| R3 |
1.2768 |
1.2730 |
1.2629 |
|
| R2 |
1.2683 |
1.2683 |
1.2622 |
|
| R1 |
1.2645 |
1.2645 |
1.2614 |
1.2664 |
| PP |
1.2598 |
1.2598 |
1.2598 |
1.2608 |
| S1 |
1.2560 |
1.2560 |
1.2598 |
1.2579 |
| S2 |
1.2513 |
1.2513 |
1.2590 |
|
| S3 |
1.2428 |
1.2475 |
1.2583 |
|
| S4 |
1.2343 |
1.2390 |
1.2559 |
|
|
| Weekly Pivots for week ending 22-Jun-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.3433 |
1.3240 |
1.2610 |
|
| R3 |
1.3132 |
1.2939 |
1.2527 |
|
| R2 |
1.2831 |
1.2831 |
1.2499 |
|
| R1 |
1.2638 |
1.2638 |
1.2472 |
1.2584 |
| PP |
1.2530 |
1.2530 |
1.2530 |
1.2504 |
| S1 |
1.2337 |
1.2337 |
1.2416 |
1.2283 |
| S2 |
1.2229 |
1.2229 |
1.2389 |
|
| S3 |
1.1928 |
1.2036 |
1.2361 |
|
| S4 |
1.1627 |
1.1735 |
1.2278 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1.2637 |
1.2416 |
0.0221 |
1.8% |
0.0106 |
0.8% |
86% |
True |
False |
66,448 |
| 10 |
1.2737 |
1.2416 |
0.0321 |
2.5% |
0.0112 |
0.9% |
59% |
False |
False |
71,904 |
| 20 |
1.2895 |
1.2416 |
0.0479 |
3.8% |
0.0104 |
0.8% |
40% |
False |
False |
44,037 |
| 40 |
1.2895 |
1.2416 |
0.0479 |
3.8% |
0.0091 |
0.7% |
40% |
False |
False |
22,128 |
| 60 |
1.2895 |
1.2156 |
0.0739 |
5.9% |
0.0085 |
0.7% |
61% |
False |
False |
14,773 |
| 80 |
1.2895 |
1.1915 |
0.0980 |
7.8% |
0.0084 |
0.7% |
71% |
False |
False |
11,089 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.2998 |
|
2.618 |
1.2860 |
|
1.618 |
1.2775 |
|
1.000 |
1.2722 |
|
0.618 |
1.2690 |
|
HIGH |
1.2637 |
|
0.618 |
1.2605 |
|
0.500 |
1.2595 |
|
0.382 |
1.2584 |
|
LOW |
1.2552 |
|
0.618 |
1.2499 |
|
1.000 |
1.2467 |
|
1.618 |
1.2414 |
|
2.618 |
1.2329 |
|
4.250 |
1.2191 |
|
|
| Fisher Pivots for day following 28-Jun-2012 |
| Pivot |
1 day |
3 day |
| R1 |
1.2602 |
1.2599 |
| PP |
1.2598 |
1.2593 |
| S1 |
1.2595 |
1.2586 |
|