CME Japanese Yen Future September 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 |
1.2781 |
1.2812 |
0.0031 |
0.2% |
1.2574 |
| High |
1.2895 |
1.2842 |
-0.0053 |
-0.4% |
1.2895 |
| Low |
1.2724 |
1.2768 |
0.0044 |
0.3% |
1.2568 |
| Close |
1.2824 |
1.2784 |
-0.0040 |
-0.3% |
1.2824 |
| Range |
0.0171 |
0.0074 |
-0.0097 |
-56.7% |
0.0327 |
| ATR |
0.0093 |
0.0092 |
-0.0001 |
-1.5% |
0.0000 |
| Volume |
3,112 |
1,708 |
-1,404 |
-45.1% |
4,482 |
|
| Daily Pivots for day following 04-Jun-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.3020 |
1.2976 |
1.2825 |
|
| R3 |
1.2946 |
1.2902 |
1.2804 |
|
| R2 |
1.2872 |
1.2872 |
1.2798 |
|
| R1 |
1.2828 |
1.2828 |
1.2791 |
1.2813 |
| PP |
1.2798 |
1.2798 |
1.2798 |
1.2791 |
| S1 |
1.2754 |
1.2754 |
1.2777 |
1.2739 |
| S2 |
1.2724 |
1.2724 |
1.2770 |
|
| S3 |
1.2650 |
1.2680 |
1.2764 |
|
| S4 |
1.2576 |
1.2606 |
1.2743 |
|
|
| Weekly Pivots for week ending 01-Jun-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.3743 |
1.3611 |
1.3004 |
|
| R3 |
1.3416 |
1.3284 |
1.2914 |
|
| R2 |
1.3089 |
1.3089 |
1.2884 |
|
| R1 |
1.2957 |
1.2957 |
1.2854 |
1.3023 |
| PP |
1.2762 |
1.2762 |
1.2762 |
1.2796 |
| S1 |
1.2630 |
1.2630 |
1.2794 |
1.2696 |
| S2 |
1.2435 |
1.2435 |
1.2764 |
|
| S3 |
1.2108 |
1.2303 |
1.2734 |
|
| S4 |
1.1781 |
1.1976 |
1.2644 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1.2895 |
1.2568 |
0.0327 |
2.6% |
0.0112 |
0.9% |
66% |
False |
False |
1,238 |
| 10 |
1.2895 |
1.2492 |
0.0403 |
3.2% |
0.0093 |
0.7% |
72% |
False |
False |
724 |
| 20 |
1.2895 |
1.2435 |
0.0460 |
3.6% |
0.0081 |
0.6% |
76% |
False |
False |
451 |
| 40 |
1.2895 |
1.2250 |
0.0645 |
5.0% |
0.0079 |
0.6% |
83% |
False |
False |
256 |
| 60 |
1.2895 |
1.1915 |
0.0980 |
7.7% |
0.0082 |
0.6% |
89% |
False |
False |
187 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.3157 |
|
2.618 |
1.3036 |
|
1.618 |
1.2962 |
|
1.000 |
1.2916 |
|
0.618 |
1.2888 |
|
HIGH |
1.2842 |
|
0.618 |
1.2814 |
|
0.500 |
1.2805 |
|
0.382 |
1.2796 |
|
LOW |
1.2768 |
|
0.618 |
1.2722 |
|
1.000 |
1.2694 |
|
1.618 |
1.2648 |
|
2.618 |
1.2574 |
|
4.250 |
1.2454 |
|
|
| Fisher Pivots for day following 04-Jun-2012 |
| Pivot |
1 day |
3 day |
| R1 |
1.2805 |
1.2781 |
| PP |
1.2798 |
1.2778 |
| S1 |
1.2791 |
1.2775 |
|