CME Japanese Yen Future September 2012
| Trading Metrics calculated at close of trading on 08-Jun-2012 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
07-Jun-2012 |
08-Jun-2012 |
Change |
Change % |
Previous Week |
| Open |
1.2625 |
1.2566 |
-0.0059 |
-0.5% |
1.2812 |
| High |
1.2649 |
1.2655 |
0.0006 |
0.0% |
1.2842 |
| Low |
1.2547 |
1.2555 |
0.0008 |
0.1% |
1.2547 |
| Close |
1.2563 |
1.2599 |
0.0036 |
0.3% |
1.2599 |
| Range |
0.0102 |
0.0100 |
-0.0002 |
-2.0% |
0.0295 |
| ATR |
0.0096 |
0.0097 |
0.0000 |
0.3% |
0.0000 |
| Volume |
6,322 |
11,949 |
5,627 |
89.0% |
27,054 |
|
| Daily Pivots for day following 08-Jun-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.2903 |
1.2851 |
1.2654 |
|
| R3 |
1.2803 |
1.2751 |
1.2627 |
|
| R2 |
1.2703 |
1.2703 |
1.2617 |
|
| R1 |
1.2651 |
1.2651 |
1.2608 |
1.2677 |
| PP |
1.2603 |
1.2603 |
1.2603 |
1.2616 |
| S1 |
1.2551 |
1.2551 |
1.2590 |
1.2577 |
| S2 |
1.2503 |
1.2503 |
1.2581 |
|
| S3 |
1.2403 |
1.2451 |
1.2572 |
|
| S4 |
1.2303 |
1.2351 |
1.2544 |
|
|
| Weekly Pivots for week ending 08-Jun-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.3548 |
1.3368 |
1.2761 |
|
| R3 |
1.3253 |
1.3073 |
1.2680 |
|
| R2 |
1.2958 |
1.2958 |
1.2653 |
|
| R1 |
1.2778 |
1.2778 |
1.2626 |
1.2721 |
| PP |
1.2663 |
1.2663 |
1.2663 |
1.2634 |
| S1 |
1.2483 |
1.2483 |
1.2572 |
1.2426 |
| S2 |
1.2368 |
1.2368 |
1.2545 |
|
| S3 |
1.2073 |
1.2188 |
1.2518 |
|
| S4 |
1.1778 |
1.1893 |
1.2437 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1.2842 |
1.2547 |
0.0295 |
2.3% |
0.0105 |
0.8% |
18% |
False |
False |
5,410 |
| 10 |
1.2895 |
1.2547 |
0.0348 |
2.8% |
0.0105 |
0.8% |
15% |
False |
False |
3,182 |
| 20 |
1.2895 |
1.2435 |
0.0460 |
3.7% |
0.0093 |
0.7% |
36% |
False |
False |
1,677 |
| 40 |
1.2895 |
1.2252 |
0.0643 |
5.1% |
0.0082 |
0.6% |
54% |
False |
False |
885 |
| 60 |
1.2895 |
1.1927 |
0.0968 |
7.7% |
0.0086 |
0.7% |
69% |
False |
False |
607 |
| 80 |
1.2895 |
1.1915 |
0.0980 |
7.8% |
0.0073 |
0.6% |
70% |
False |
False |
458 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.3080 |
|
2.618 |
1.2917 |
|
1.618 |
1.2817 |
|
1.000 |
1.2755 |
|
0.618 |
1.2717 |
|
HIGH |
1.2655 |
|
0.618 |
1.2617 |
|
0.500 |
1.2605 |
|
0.382 |
1.2593 |
|
LOW |
1.2555 |
|
0.618 |
1.2493 |
|
1.000 |
1.2455 |
|
1.618 |
1.2393 |
|
2.618 |
1.2293 |
|
4.250 |
1.2130 |
|
|
| Fisher Pivots for day following 08-Jun-2012 |
| Pivot |
1 day |
3 day |
| R1 |
1.2605 |
1.2642 |
| PP |
1.2603 |
1.2627 |
| S1 |
1.2601 |
1.2613 |
|