CME Japanese Yen Future December 2012
| Trading Metrics calculated at close of trading on 08-Jun-2012 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
07-Jun-2012 |
08-Jun-2012 |
Change |
Change % |
Previous Week |
| Open |
1.2642 |
1.2618 |
-0.0024 |
-0.2% |
1.2859 |
| High |
1.2642 |
1.2618 |
-0.0024 |
-0.2% |
1.2859 |
| Low |
1.2580 |
1.2618 |
0.0038 |
0.3% |
1.2580 |
| Close |
1.2584 |
1.2618 |
0.0034 |
0.3% |
1.2618 |
| Range |
0.0062 |
0.0000 |
-0.0062 |
-100.0% |
0.0279 |
| ATR |
0.0068 |
0.0065 |
-0.0002 |
-3.6% |
0.0000 |
| Volume |
3 |
5 |
2 |
66.7% |
98 |
|
| Daily Pivots for day following 08-Jun-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.2618 |
1.2618 |
1.2618 |
|
| R3 |
1.2618 |
1.2618 |
1.2618 |
|
| R2 |
1.2618 |
1.2618 |
1.2618 |
|
| R1 |
1.2618 |
1.2618 |
1.2618 |
1.2618 |
| PP |
1.2618 |
1.2618 |
1.2618 |
1.2618 |
| S1 |
1.2618 |
1.2618 |
1.2618 |
1.2618 |
| S2 |
1.2618 |
1.2618 |
1.2618 |
|
| S3 |
1.2618 |
1.2618 |
1.2618 |
|
| S4 |
1.2618 |
1.2618 |
1.2618 |
|
|
| Weekly Pivots for week ending 08-Jun-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.3523 |
1.3349 |
1.2771 |
|
| R3 |
1.3244 |
1.3070 |
1.2695 |
|
| R2 |
1.2965 |
1.2965 |
1.2669 |
|
| R1 |
1.2791 |
1.2791 |
1.2644 |
1.2739 |
| PP |
1.2686 |
1.2686 |
1.2686 |
1.2659 |
| S1 |
1.2512 |
1.2512 |
1.2592 |
1.2460 |
| S2 |
1.2407 |
1.2407 |
1.2567 |
|
| S3 |
1.2128 |
1.2233 |
1.2541 |
|
| S4 |
1.1849 |
1.1954 |
1.2465 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1.2859 |
1.2580 |
0.0279 |
2.2% |
0.0026 |
0.2% |
14% |
False |
False |
19 |
| 10 |
1.2920 |
1.2580 |
0.0340 |
2.7% |
0.0030 |
0.2% |
11% |
False |
False |
14 |
| 20 |
1.2920 |
1.2460 |
0.0460 |
3.6% |
0.0027 |
0.2% |
34% |
False |
False |
10 |
| 40 |
1.2920 |
1.2298 |
0.0622 |
4.9% |
0.0021 |
0.2% |
51% |
False |
False |
7 |
| 60 |
1.2920 |
1.1980 |
0.0940 |
7.4% |
0.0021 |
0.2% |
68% |
False |
False |
6 |
| 80 |
1.2920 |
1.1980 |
0.0940 |
7.4% |
0.0018 |
0.1% |
68% |
False |
False |
6 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.2618 |
|
2.618 |
1.2618 |
|
1.618 |
1.2618 |
|
1.000 |
1.2618 |
|
0.618 |
1.2618 |
|
HIGH |
1.2618 |
|
0.618 |
1.2618 |
|
0.500 |
1.2618 |
|
0.382 |
1.2618 |
|
LOW |
1.2618 |
|
0.618 |
1.2618 |
|
1.000 |
1.2618 |
|
1.618 |
1.2618 |
|
2.618 |
1.2618 |
|
4.250 |
1.2618 |
|
|
| Fisher Pivots for day following 08-Jun-2012 |
| Pivot |
1 day |
3 day |
| R1 |
1.2618 |
1.2634 |
| PP |
1.2618 |
1.2628 |
| S1 |
1.2618 |
1.2623 |
|