CME Japanese Yen Future December 2012
| Trading Metrics calculated at close of trading on 06-Jun-2012 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
05-Jun-2012 |
06-Jun-2012 |
Change |
Change % |
Previous Week |
| Open |
1.2741 |
1.2668 |
-0.0073 |
-0.6% |
1.2600 |
| High |
1.2741 |
1.2687 |
-0.0054 |
-0.4% |
1.2920 |
| Low |
1.2741 |
1.2668 |
-0.0073 |
-0.6% |
1.2600 |
| Close |
1.2741 |
1.2670 |
-0.0071 |
-0.6% |
1.2847 |
| Range |
0.0000 |
0.0019 |
0.0019 |
|
0.0320 |
| ATR |
0.0066 |
0.0066 |
0.0001 |
0.8% |
0.0000 |
| Volume |
11 |
50 |
39 |
354.5% |
42 |
|
| Daily Pivots for day following 06-Jun-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.2732 |
1.2720 |
1.2680 |
|
| R3 |
1.2713 |
1.2701 |
1.2675 |
|
| R2 |
1.2694 |
1.2694 |
1.2673 |
|
| R1 |
1.2682 |
1.2682 |
1.2672 |
1.2688 |
| PP |
1.2675 |
1.2675 |
1.2675 |
1.2678 |
| S1 |
1.2663 |
1.2663 |
1.2668 |
1.2669 |
| S2 |
1.2656 |
1.2656 |
1.2667 |
|
| S3 |
1.2637 |
1.2644 |
1.2665 |
|
| S4 |
1.2618 |
1.2625 |
1.2660 |
|
|
| Weekly Pivots for week ending 01-Jun-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.3749 |
1.3618 |
1.3023 |
|
| R3 |
1.3429 |
1.3298 |
1.2935 |
|
| R2 |
1.3109 |
1.3109 |
1.2906 |
|
| R1 |
1.2978 |
1.2978 |
1.2876 |
1.3044 |
| PP |
1.2789 |
1.2789 |
1.2789 |
1.2822 |
| S1 |
1.2658 |
1.2658 |
1.2818 |
1.2724 |
| S2 |
1.2469 |
1.2469 |
1.2788 |
|
| S3 |
1.2149 |
1.2338 |
1.2759 |
|
| S4 |
1.1829 |
1.2018 |
1.2671 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1.2920 |
1.2668 |
0.0252 |
2.0% |
0.0044 |
0.3% |
1% |
False |
True |
21 |
| 10 |
1.2920 |
1.2594 |
0.0326 |
2.6% |
0.0025 |
0.2% |
23% |
False |
False |
14 |
| 20 |
1.2920 |
1.2460 |
0.0460 |
3.6% |
0.0026 |
0.2% |
46% |
False |
False |
10 |
| 40 |
1.2920 |
1.2298 |
0.0622 |
4.9% |
0.0022 |
0.2% |
60% |
False |
False |
7 |
| 60 |
1.2920 |
1.1980 |
0.0940 |
7.4% |
0.0020 |
0.2% |
73% |
False |
False |
7 |
| 80 |
1.2920 |
1.1980 |
0.0940 |
7.4% |
0.0017 |
0.1% |
73% |
False |
False |
6 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.2768 |
|
2.618 |
1.2737 |
|
1.618 |
1.2718 |
|
1.000 |
1.2706 |
|
0.618 |
1.2699 |
|
HIGH |
1.2687 |
|
0.618 |
1.2680 |
|
0.500 |
1.2678 |
|
0.382 |
1.2675 |
|
LOW |
1.2668 |
|
0.618 |
1.2656 |
|
1.000 |
1.2649 |
|
1.618 |
1.2637 |
|
2.618 |
1.2618 |
|
4.250 |
1.2587 |
|
|
| Fisher Pivots for day following 06-Jun-2012 |
| Pivot |
1 day |
3 day |
| R1 |
1.2678 |
1.2764 |
| PP |
1.2675 |
1.2732 |
| S1 |
1.2673 |
1.2701 |
|