CME Japanese Yen Future December 2012
| Trading Metrics calculated at close of trading on 21-Jun-2012 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
20-Jun-2012 |
21-Jun-2012 |
Change |
Change % |
Previous Week |
| Open |
1.2686 |
1.2539 |
-0.0147 |
-1.2% |
1.2616 |
| High |
1.2686 |
1.2545 |
-0.0141 |
-1.1% |
1.2747 |
| Low |
1.2578 |
1.2482 |
-0.0096 |
-0.8% |
1.2600 |
| Close |
1.2610 |
1.2482 |
-0.0128 |
-1.0% |
1.2743 |
| Range |
0.0108 |
0.0063 |
-0.0045 |
-41.7% |
0.0147 |
| ATR |
0.0063 |
0.0067 |
0.0005 |
7.4% |
0.0000 |
| Volume |
8 |
31 |
23 |
287.5% |
190 |
|
| Daily Pivots for day following 21-Jun-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.2692 |
1.2650 |
1.2517 |
|
| R3 |
1.2629 |
1.2587 |
1.2499 |
|
| R2 |
1.2566 |
1.2566 |
1.2494 |
|
| R1 |
1.2524 |
1.2524 |
1.2488 |
1.2514 |
| PP |
1.2503 |
1.2503 |
1.2503 |
1.2498 |
| S1 |
1.2461 |
1.2461 |
1.2476 |
1.2451 |
| S2 |
1.2440 |
1.2440 |
1.2470 |
|
| S3 |
1.2377 |
1.2398 |
1.2465 |
|
| S4 |
1.2314 |
1.2335 |
1.2447 |
|
|
| 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 |
1.2482 |
0.0265 |
2.1% |
0.0063 |
0.5% |
0% |
False |
True |
43 |
| 10 |
1.2747 |
1.2482 |
0.0265 |
2.1% |
0.0039 |
0.3% |
0% |
False |
True |
27 |
| 20 |
1.2920 |
1.2482 |
0.0438 |
3.5% |
0.0035 |
0.3% |
0% |
False |
True |
21 |
| 40 |
1.2920 |
1.2393 |
0.0527 |
4.2% |
0.0027 |
0.2% |
17% |
False |
False |
12 |
| 60 |
1.2920 |
1.2088 |
0.0832 |
6.7% |
0.0027 |
0.2% |
47% |
False |
False |
10 |
| 80 |
1.2920 |
1.1980 |
0.0940 |
7.5% |
0.0022 |
0.2% |
53% |
False |
False |
9 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.2813 |
|
2.618 |
1.2710 |
|
1.618 |
1.2647 |
|
1.000 |
1.2608 |
|
0.618 |
1.2584 |
|
HIGH |
1.2545 |
|
0.618 |
1.2521 |
|
0.500 |
1.2514 |
|
0.382 |
1.2506 |
|
LOW |
1.2482 |
|
0.618 |
1.2443 |
|
1.000 |
1.2419 |
|
1.618 |
1.2380 |
|
2.618 |
1.2317 |
|
4.250 |
1.2214 |
|
|
| Fisher Pivots for day following 21-Jun-2012 |
| Pivot |
1 day |
3 day |
| R1 |
1.2514 |
1.2590 |
| PP |
1.2503 |
1.2554 |
| S1 |
1.2493 |
1.2518 |
|