CME Japanese Yen Future December 2012
| Trading Metrics calculated at close of trading on 29-Jun-2012 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
28-Jun-2012 |
29-Jun-2012 |
Change |
Change % |
Previous Week |
| Open |
1.2625 |
1.2663 |
0.0038 |
0.3% |
1.2438 |
| High |
1.2633 |
1.2663 |
0.0030 |
0.2% |
1.2663 |
| Low |
1.2623 |
1.2539 |
-0.0084 |
-0.7% |
1.2438 |
| Close |
1.2624 |
1.2552 |
-0.0072 |
-0.6% |
1.2552 |
| Range |
0.0010 |
0.0124 |
0.0114 |
1,140.0% |
0.0225 |
| ATR |
0.0069 |
0.0073 |
0.0004 |
5.6% |
0.0000 |
| Volume |
23 |
32 |
9 |
39.1% |
110 |
|
| Daily Pivots for day following 29-Jun-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.2957 |
1.2878 |
1.2620 |
|
| R3 |
1.2833 |
1.2754 |
1.2586 |
|
| R2 |
1.2709 |
1.2709 |
1.2575 |
|
| R1 |
1.2630 |
1.2630 |
1.2563 |
1.2608 |
| PP |
1.2585 |
1.2585 |
1.2585 |
1.2573 |
| S1 |
1.2506 |
1.2506 |
1.2541 |
1.2484 |
| S2 |
1.2461 |
1.2461 |
1.2529 |
|
| S3 |
1.2337 |
1.2382 |
1.2518 |
|
| S4 |
1.2213 |
1.2258 |
1.2484 |
|
|
| Weekly Pivots for week ending 29-Jun-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.3226 |
1.3114 |
1.2676 |
|
| R3 |
1.3001 |
1.2889 |
1.2614 |
|
| R2 |
1.2776 |
1.2776 |
1.2593 |
|
| R1 |
1.2664 |
1.2664 |
1.2573 |
1.2720 |
| PP |
1.2551 |
1.2551 |
1.2551 |
1.2579 |
| S1 |
1.2439 |
1.2439 |
1.2531 |
1.2495 |
| S2 |
1.2326 |
1.2326 |
1.2511 |
|
| S3 |
1.2101 |
1.2214 |
1.2490 |
|
| S4 |
1.1876 |
1.1989 |
1.2428 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1.2663 |
1.2438 |
0.0225 |
1.8% |
0.0071 |
0.6% |
51% |
True |
False |
22 |
| 10 |
1.2698 |
1.2438 |
0.0260 |
2.1% |
0.0061 |
0.5% |
44% |
False |
False |
26 |
| 20 |
1.2859 |
1.2438 |
0.0421 |
3.4% |
0.0045 |
0.4% |
27% |
False |
False |
27 |
| 40 |
1.2920 |
1.2438 |
0.0482 |
3.8% |
0.0036 |
0.3% |
24% |
False |
False |
17 |
| 60 |
1.2920 |
1.2288 |
0.0632 |
5.0% |
0.0031 |
0.2% |
42% |
False |
False |
13 |
| 80 |
1.2920 |
1.1980 |
0.0940 |
7.5% |
0.0026 |
0.2% |
61% |
False |
False |
11 |
| 100 |
1.2960 |
1.1980 |
0.0980 |
7.8% |
0.0023 |
0.2% |
58% |
False |
False |
9 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.3190 |
|
2.618 |
1.2988 |
|
1.618 |
1.2864 |
|
1.000 |
1.2787 |
|
0.618 |
1.2740 |
|
HIGH |
1.2663 |
|
0.618 |
1.2616 |
|
0.500 |
1.2601 |
|
0.382 |
1.2586 |
|
LOW |
1.2539 |
|
0.618 |
1.2462 |
|
1.000 |
1.2415 |
|
1.618 |
1.2338 |
|
2.618 |
1.2214 |
|
4.250 |
1.2012 |
|
|
| Fisher Pivots for day following 29-Jun-2012 |
| Pivot |
1 day |
3 day |
| R1 |
1.2601 |
1.2601 |
| PP |
1.2585 |
1.2585 |
| S1 |
1.2568 |
1.2568 |
|