CME Japanese Yen Future December 2012
| Trading Metrics calculated at close of trading on 27-Jun-2012 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
26-Jun-2012 |
27-Jun-2012 |
Change |
Change % |
Previous Week |
| Open |
1.2639 |
1.2586 |
-0.0053 |
-0.4% |
1.2628 |
| High |
1.2640 |
1.2586 |
-0.0054 |
-0.4% |
1.2698 |
| Low |
1.2613 |
1.2565 |
-0.0048 |
-0.4% |
1.2457 |
| Close |
1.2615 |
1.2571 |
-0.0044 |
-0.3% |
1.2461 |
| Range |
0.0027 |
0.0021 |
-0.0006 |
-22.2% |
0.0241 |
| ATR |
0.0071 |
0.0070 |
-0.0002 |
-2.1% |
0.0000 |
| Volume |
28 |
10 |
-18 |
-64.3% |
152 |
|
| Daily Pivots for day following 27-Jun-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.2637 |
1.2625 |
1.2583 |
|
| R3 |
1.2616 |
1.2604 |
1.2577 |
|
| R2 |
1.2595 |
1.2595 |
1.2575 |
|
| R1 |
1.2583 |
1.2583 |
1.2573 |
1.2579 |
| PP |
1.2574 |
1.2574 |
1.2574 |
1.2572 |
| S1 |
1.2562 |
1.2562 |
1.2569 |
1.2558 |
| S2 |
1.2553 |
1.2553 |
1.2567 |
|
| S3 |
1.2532 |
1.2541 |
1.2565 |
|
| S4 |
1.2511 |
1.2520 |
1.2559 |
|
|
| 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 |
1.2640 |
1.2438 |
0.0202 |
1.6% |
0.0063 |
0.5% |
66% |
False |
False |
30 |
| 10 |
1.2747 |
1.2438 |
0.0309 |
2.5% |
0.0060 |
0.5% |
43% |
False |
False |
38 |
| 20 |
1.2920 |
1.2438 |
0.0482 |
3.8% |
0.0046 |
0.4% |
28% |
False |
False |
25 |
| 40 |
1.2920 |
1.2438 |
0.0482 |
3.8% |
0.0033 |
0.3% |
28% |
False |
False |
15 |
| 60 |
1.2920 |
1.2146 |
0.0774 |
6.2% |
0.0030 |
0.2% |
55% |
False |
False |
12 |
| 80 |
1.2920 |
1.1980 |
0.0940 |
7.5% |
0.0024 |
0.2% |
63% |
False |
False |
10 |
| 100 |
1.3090 |
1.1980 |
0.1110 |
8.8% |
0.0021 |
0.2% |
53% |
False |
False |
9 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.2675 |
|
2.618 |
1.2641 |
|
1.618 |
1.2620 |
|
1.000 |
1.2607 |
|
0.618 |
1.2599 |
|
HIGH |
1.2586 |
|
0.618 |
1.2578 |
|
0.500 |
1.2576 |
|
0.382 |
1.2573 |
|
LOW |
1.2565 |
|
0.618 |
1.2552 |
|
1.000 |
1.2544 |
|
1.618 |
1.2531 |
|
2.618 |
1.2510 |
|
4.250 |
1.2476 |
|
|
| Fisher Pivots for day following 27-Jun-2012 |
| Pivot |
1 day |
3 day |
| R1 |
1.2576 |
1.2560 |
| PP |
1.2574 |
1.2550 |
| S1 |
1.2573 |
1.2539 |
|