CME Japanese Yen Future June 2012
| Trading Metrics calculated at close of trading on 04-Jun-2012 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
01-Jun-2012 |
04-Jun-2012 |
Change |
Change % |
Previous Week |
| Open |
1.2764 |
1.2808 |
0.0044 |
0.3% |
1.2554 |
| High |
1.2881 |
1.2825 |
-0.0056 |
-0.4% |
1.2881 |
| Low |
1.2705 |
1.2746 |
0.0041 |
0.3% |
1.2550 |
| Close |
1.2806 |
1.2767 |
-0.0039 |
-0.3% |
1.2806 |
| Range |
0.0176 |
0.0079 |
-0.0097 |
-55.1% |
0.0331 |
| ATR |
0.0102 |
0.0100 |
-0.0002 |
-1.6% |
0.0000 |
| Volume |
173,625 |
67,772 |
-105,853 |
-61.0% |
485,248 |
|
| Daily Pivots for day following 04-Jun-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.3016 |
1.2971 |
1.2810 |
|
| R3 |
1.2937 |
1.2892 |
1.2789 |
|
| R2 |
1.2858 |
1.2858 |
1.2781 |
|
| R1 |
1.2813 |
1.2813 |
1.2774 |
1.2796 |
| PP |
1.2779 |
1.2779 |
1.2779 |
1.2771 |
| S1 |
1.2734 |
1.2734 |
1.2760 |
1.2717 |
| S2 |
1.2700 |
1.2700 |
1.2753 |
|
| S3 |
1.2621 |
1.2655 |
1.2745 |
|
| S4 |
1.2542 |
1.2576 |
1.2724 |
|
|
| Weekly Pivots for week ending 01-Jun-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.3739 |
1.3603 |
1.2988 |
|
| R3 |
1.3408 |
1.3272 |
1.2897 |
|
| R2 |
1.3077 |
1.3077 |
1.2867 |
|
| R1 |
1.2941 |
1.2941 |
1.2836 |
1.3009 |
| PP |
1.2746 |
1.2746 |
1.2746 |
1.2780 |
| S1 |
1.2610 |
1.2610 |
1.2776 |
1.2678 |
| S2 |
1.2415 |
1.2415 |
1.2745 |
|
| S3 |
1.2084 |
1.2279 |
1.2715 |
|
| S4 |
1.1753 |
1.1948 |
1.2624 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1.2881 |
1.2550 |
0.0331 |
2.6% |
0.0116 |
0.9% |
66% |
False |
False |
110,604 |
| 10 |
1.2881 |
1.2476 |
0.0405 |
3.2% |
0.0102 |
0.8% |
72% |
False |
False |
91,000 |
| 20 |
1.2881 |
1.2416 |
0.0465 |
3.6% |
0.0091 |
0.7% |
75% |
False |
False |
86,529 |
| 40 |
1.2881 |
1.2225 |
0.0656 |
5.1% |
0.0094 |
0.7% |
83% |
False |
False |
81,642 |
| 60 |
1.2881 |
1.1889 |
0.0992 |
7.8% |
0.0107 |
0.8% |
89% |
False |
False |
81,713 |
| 80 |
1.2986 |
1.1889 |
0.1097 |
8.6% |
0.0107 |
0.8% |
80% |
False |
False |
61,829 |
| 100 |
1.3174 |
1.1889 |
0.1285 |
10.1% |
0.0098 |
0.8% |
68% |
False |
False |
49,482 |
| 120 |
1.3174 |
1.1889 |
0.1285 |
10.1% |
0.0085 |
0.7% |
68% |
False |
False |
41,240 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.3161 |
|
2.618 |
1.3032 |
|
1.618 |
1.2953 |
|
1.000 |
1.2904 |
|
0.618 |
1.2874 |
|
HIGH |
1.2825 |
|
0.618 |
1.2795 |
|
0.500 |
1.2786 |
|
0.382 |
1.2776 |
|
LOW |
1.2746 |
|
0.618 |
1.2697 |
|
1.000 |
1.2667 |
|
1.618 |
1.2618 |
|
2.618 |
1.2539 |
|
4.250 |
1.2410 |
|
|
| Fisher Pivots for day following 04-Jun-2012 |
| Pivot |
1 day |
3 day |
| R1 |
1.2786 |
1.2765 |
| PP |
1.2779 |
1.2762 |
| S1 |
1.2773 |
1.2760 |
|