CME Japanese Yen Future December 2012
| Trading Metrics calculated at close of trading on 26-Jun-2012 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
25-Jun-2012 |
26-Jun-2012 |
Change |
Change % |
Previous Week |
| Open |
1.2438 |
1.2639 |
0.0201 |
1.6% |
1.2628 |
| High |
1.2612 |
1.2640 |
0.0028 |
0.2% |
1.2698 |
| Low |
1.2438 |
1.2613 |
0.0175 |
1.4% |
1.2457 |
| Close |
1.2581 |
1.2615 |
0.0034 |
0.3% |
1.2461 |
| Range |
0.0174 |
0.0027 |
-0.0147 |
-84.5% |
0.0241 |
| ATR |
0.0072 |
0.0071 |
-0.0001 |
-1.3% |
0.0000 |
| Volume |
17 |
28 |
11 |
64.7% |
152 |
|
| Daily Pivots for day following 26-Jun-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.2704 |
1.2686 |
1.2630 |
|
| R3 |
1.2677 |
1.2659 |
1.2622 |
|
| R2 |
1.2650 |
1.2650 |
1.2620 |
|
| R1 |
1.2632 |
1.2632 |
1.2617 |
1.2628 |
| PP |
1.2623 |
1.2623 |
1.2623 |
1.2620 |
| S1 |
1.2605 |
1.2605 |
1.2613 |
1.2601 |
| S2 |
1.2596 |
1.2596 |
1.2610 |
|
| S3 |
1.2569 |
1.2578 |
1.2608 |
|
| S4 |
1.2542 |
1.2551 |
1.2600 |
|
|
| 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 |
1.2686 |
1.2438 |
0.0248 |
2.0% |
0.0080 |
0.6% |
71% |
False |
False |
30 |
| 10 |
1.2747 |
1.2438 |
0.0309 |
2.4% |
0.0059 |
0.5% |
57% |
False |
False |
38 |
| 20 |
1.2920 |
1.2438 |
0.0482 |
3.8% |
0.0045 |
0.4% |
37% |
False |
False |
25 |
| 40 |
1.2920 |
1.2438 |
0.0482 |
3.8% |
0.0033 |
0.3% |
37% |
False |
False |
15 |
| 60 |
1.2920 |
1.2088 |
0.0832 |
6.6% |
0.0030 |
0.2% |
63% |
False |
False |
12 |
| 80 |
1.2920 |
1.1980 |
0.0940 |
7.5% |
0.0024 |
0.2% |
68% |
False |
False |
10 |
| 100 |
1.3118 |
1.1980 |
0.1138 |
9.0% |
0.0022 |
0.2% |
56% |
False |
False |
9 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.2755 |
|
2.618 |
1.2711 |
|
1.618 |
1.2684 |
|
1.000 |
1.2667 |
|
0.618 |
1.2657 |
|
HIGH |
1.2640 |
|
0.618 |
1.2630 |
|
0.500 |
1.2627 |
|
0.382 |
1.2623 |
|
LOW |
1.2613 |
|
0.618 |
1.2596 |
|
1.000 |
1.2586 |
|
1.618 |
1.2569 |
|
2.618 |
1.2542 |
|
4.250 |
1.2498 |
|
|
| Fisher Pivots for day following 26-Jun-2012 |
| Pivot |
1 day |
3 day |
| R1 |
1.2627 |
1.2590 |
| PP |
1.2623 |
1.2564 |
| S1 |
1.2619 |
1.2539 |
|