CME Japanese Yen Future December 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 |
1.2697 |
1.2686 |
-0.0011 |
-0.1% |
1.2616 |
| High |
1.2698 |
1.2686 |
-0.0012 |
-0.1% |
1.2747 |
| Low |
1.2685 |
1.2578 |
-0.0107 |
-0.8% |
1.2600 |
| Close |
1.2685 |
1.2610 |
-0.0075 |
-0.6% |
1.2743 |
| Range |
0.0013 |
0.0108 |
0.0095 |
730.8% |
0.0147 |
| ATR |
0.0059 |
0.0063 |
0.0003 |
5.9% |
0.0000 |
| Volume |
6 |
8 |
2 |
33.3% |
190 |
|
| Daily Pivots for day following 20-Jun-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.2949 |
1.2887 |
1.2669 |
|
| R3 |
1.2841 |
1.2779 |
1.2640 |
|
| R2 |
1.2733 |
1.2733 |
1.2630 |
|
| R1 |
1.2671 |
1.2671 |
1.2620 |
1.2648 |
| PP |
1.2625 |
1.2625 |
1.2625 |
1.2613 |
| S1 |
1.2563 |
1.2563 |
1.2600 |
1.2540 |
| S2 |
1.2517 |
1.2517 |
1.2590 |
|
| S3 |
1.2409 |
1.2455 |
1.2580 |
|
| S4 |
1.2301 |
1.2347 |
1.2551 |
|
|
| Weekly Pivots for week ending 15-Jun-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.3138 |
1.3087 |
1.2824 |
|
| R3 |
1.2991 |
1.2940 |
1.2783 |
|
| R2 |
1.2844 |
1.2844 |
1.2770 |
|
| R1 |
1.2793 |
1.2793 |
1.2756 |
1.2819 |
| PP |
1.2697 |
1.2697 |
1.2697 |
1.2709 |
| S1 |
1.2646 |
1.2646 |
1.2730 |
1.2672 |
| S2 |
1.2550 |
1.2550 |
1.2716 |
|
| S3 |
1.2403 |
1.2499 |
1.2703 |
|
| S4 |
1.2256 |
1.2352 |
1.2662 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1.2747 |
1.2578 |
0.0169 |
1.3% |
0.0058 |
0.5% |
19% |
False |
True |
46 |
| 10 |
1.2747 |
1.2578 |
0.0169 |
1.3% |
0.0039 |
0.3% |
19% |
False |
True |
25 |
| 20 |
1.2920 |
1.2578 |
0.0342 |
2.7% |
0.0032 |
0.3% |
9% |
False |
True |
19 |
| 40 |
1.2920 |
1.2337 |
0.0583 |
4.6% |
0.0026 |
0.2% |
47% |
False |
False |
11 |
| 60 |
1.2920 |
1.2088 |
0.0832 |
6.6% |
0.0026 |
0.2% |
63% |
False |
False |
10 |
| 80 |
1.2920 |
1.1980 |
0.0940 |
7.5% |
0.0021 |
0.2% |
67% |
False |
False |
8 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.3145 |
|
2.618 |
1.2969 |
|
1.618 |
1.2861 |
|
1.000 |
1.2794 |
|
0.618 |
1.2753 |
|
HIGH |
1.2686 |
|
0.618 |
1.2645 |
|
0.500 |
1.2632 |
|
0.382 |
1.2619 |
|
LOW |
1.2578 |
|
0.618 |
1.2511 |
|
1.000 |
1.2470 |
|
1.618 |
1.2403 |
|
2.618 |
1.2295 |
|
4.250 |
1.2119 |
|
|
| Fisher Pivots for day following 20-Jun-2012 |
| Pivot |
1 day |
3 day |
| R1 |
1.2632 |
1.2638 |
| PP |
1.2625 |
1.2629 |
| S1 |
1.2617 |
1.2619 |
|