CME Japanese Yen Future December 2012
| Trading Metrics calculated at close of trading on 25-Jun-2012 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
22-Jun-2012 |
25-Jun-2012 |
Change |
Change % |
Previous Week |
| Open |
1.2458 |
1.2438 |
-0.0020 |
-0.2% |
1.2628 |
| High |
1.2485 |
1.2612 |
0.0127 |
1.0% |
1.2698 |
| Low |
1.2457 |
1.2438 |
-0.0019 |
-0.2% |
1.2457 |
| Close |
1.2461 |
1.2581 |
0.0120 |
1.0% |
1.2461 |
| Range |
0.0028 |
0.0174 |
0.0146 |
521.4% |
0.0241 |
| ATR |
0.0065 |
0.0072 |
0.0008 |
12.1% |
0.0000 |
| Volume |
68 |
17 |
-51 |
-75.0% |
152 |
|
| Daily Pivots for day following 25-Jun-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.3066 |
1.2997 |
1.2677 |
|
| R3 |
1.2892 |
1.2823 |
1.2629 |
|
| R2 |
1.2718 |
1.2718 |
1.2613 |
|
| R1 |
1.2649 |
1.2649 |
1.2597 |
1.2684 |
| PP |
1.2544 |
1.2544 |
1.2544 |
1.2561 |
| S1 |
1.2475 |
1.2475 |
1.2565 |
1.2510 |
| S2 |
1.2370 |
1.2370 |
1.2549 |
|
| S3 |
1.2196 |
1.2301 |
1.2533 |
|
| S4 |
1.2022 |
1.2127 |
1.2485 |
|
|
| Weekly Pivots for week ending 22-Jun-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.3262 |
1.3102 |
1.2594 |
|
| R3 |
1.3021 |
1.2861 |
1.2527 |
|
| R2 |
1.2780 |
1.2780 |
1.2505 |
|
| R1 |
1.2620 |
1.2620 |
1.2483 |
1.2580 |
| PP |
1.2539 |
1.2539 |
1.2539 |
1.2518 |
| S1 |
1.2379 |
1.2379 |
1.2439 |
1.2339 |
| S2 |
1.2298 |
1.2298 |
1.2417 |
|
| S3 |
1.2057 |
1.2138 |
1.2395 |
|
| S4 |
1.1816 |
1.1897 |
1.2328 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1.2698 |
1.2438 |
0.0260 |
2.1% |
0.0077 |
0.6% |
55% |
False |
True |
26 |
| 10 |
1.2747 |
1.2438 |
0.0309 |
2.5% |
0.0059 |
0.5% |
46% |
False |
True |
35 |
| 20 |
1.2920 |
1.2438 |
0.0482 |
3.8% |
0.0044 |
0.4% |
30% |
False |
True |
24 |
| 40 |
1.2920 |
1.2438 |
0.0482 |
3.8% |
0.0032 |
0.3% |
30% |
False |
True |
14 |
| 60 |
1.2920 |
1.2088 |
0.0832 |
6.6% |
0.0029 |
0.2% |
59% |
False |
False |
12 |
| 80 |
1.2920 |
1.1980 |
0.0940 |
7.5% |
0.0024 |
0.2% |
64% |
False |
False |
10 |
| 100 |
1.3118 |
1.1980 |
0.1138 |
9.0% |
0.0021 |
0.2% |
53% |
False |
False |
8 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.3352 |
|
2.618 |
1.3068 |
|
1.618 |
1.2894 |
|
1.000 |
1.2786 |
|
0.618 |
1.2720 |
|
HIGH |
1.2612 |
|
0.618 |
1.2546 |
|
0.500 |
1.2525 |
|
0.382 |
1.2504 |
|
LOW |
1.2438 |
|
0.618 |
1.2330 |
|
1.000 |
1.2264 |
|
1.618 |
1.2156 |
|
2.618 |
1.1982 |
|
4.250 |
1.1699 |
|
|
| Fisher Pivots for day following 25-Jun-2012 |
| Pivot |
1 day |
3 day |
| R1 |
1.2562 |
1.2562 |
| PP |
1.2544 |
1.2544 |
| S1 |
1.2525 |
1.2525 |
|