CME Japanese Yen Future September 2012
| Trading Metrics calculated at close of trading on 06-Jun-2012 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
05-Jun-2012 |
06-Jun-2012 |
Change |
Change % |
Previous Week |
| Open |
1.2780 |
1.2711 |
-0.0069 |
-0.5% |
1.2574 |
| High |
1.2821 |
1.2736 |
-0.0085 |
-0.7% |
1.2895 |
| Low |
1.2679 |
1.2631 |
-0.0048 |
-0.4% |
1.2568 |
| Close |
1.2719 |
1.2649 |
-0.0070 |
-0.6% |
1.2824 |
| Range |
0.0142 |
0.0105 |
-0.0037 |
-26.1% |
0.0327 |
| ATR |
0.0095 |
0.0096 |
0.0001 |
0.7% |
0.0000 |
| Volume |
2,843 |
4,232 |
1,389 |
48.9% |
4,482 |
|
| Daily Pivots for day following 06-Jun-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.2987 |
1.2923 |
1.2707 |
|
| R3 |
1.2882 |
1.2818 |
1.2678 |
|
| R2 |
1.2777 |
1.2777 |
1.2668 |
|
| R1 |
1.2713 |
1.2713 |
1.2659 |
1.2693 |
| PP |
1.2672 |
1.2672 |
1.2672 |
1.2662 |
| S1 |
1.2608 |
1.2608 |
1.2639 |
1.2588 |
| S2 |
1.2567 |
1.2567 |
1.2630 |
|
| S3 |
1.2462 |
1.2503 |
1.2620 |
|
| S4 |
1.2357 |
1.2398 |
1.2591 |
|
|
| 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 |
1.2631 |
0.0264 |
2.1% |
0.0128 |
1.0% |
7% |
False |
True |
2,499 |
| 10 |
1.2895 |
1.2517 |
0.0378 |
3.0% |
0.0101 |
0.8% |
35% |
False |
False |
1,412 |
| 20 |
1.2895 |
1.2435 |
0.0460 |
3.6% |
0.0089 |
0.7% |
47% |
False |
False |
781 |
| 40 |
1.2895 |
1.2252 |
0.0643 |
5.1% |
0.0080 |
0.6% |
62% |
False |
False |
432 |
| 60 |
1.2895 |
1.1915 |
0.0980 |
7.7% |
0.0085 |
0.7% |
75% |
False |
False |
304 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.3182 |
|
2.618 |
1.3011 |
|
1.618 |
1.2906 |
|
1.000 |
1.2841 |
|
0.618 |
1.2801 |
|
HIGH |
1.2736 |
|
0.618 |
1.2696 |
|
0.500 |
1.2684 |
|
0.382 |
1.2671 |
|
LOW |
1.2631 |
|
0.618 |
1.2566 |
|
1.000 |
1.2526 |
|
1.618 |
1.2461 |
|
2.618 |
1.2356 |
|
4.250 |
1.2185 |
|
|
| Fisher Pivots for day following 06-Jun-2012 |
| Pivot |
1 day |
3 day |
| R1 |
1.2684 |
1.2737 |
| PP |
1.2672 |
1.2707 |
| S1 |
1.2661 |
1.2678 |
|