CME Japanese Yen Future September 2012
| Trading Metrics calculated at close of trading on 11-Jun-2012 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
08-Jun-2012 |
11-Jun-2012 |
Change |
Change % |
Previous Week |
| Open |
1.2566 |
1.2591 |
0.0025 |
0.2% |
1.2812 |
| High |
1.2655 |
1.2616 |
-0.0039 |
-0.3% |
1.2842 |
| Low |
1.2555 |
1.2558 |
0.0003 |
0.0% |
1.2547 |
| Close |
1.2599 |
1.2600 |
0.0001 |
0.0% |
1.2599 |
| Range |
0.0100 |
0.0058 |
-0.0042 |
-42.0% |
0.0295 |
| ATR |
0.0097 |
0.0094 |
-0.0003 |
-2.9% |
0.0000 |
| Volume |
11,949 |
18,586 |
6,637 |
55.5% |
27,054 |
|
| Daily Pivots for day following 11-Jun-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.2765 |
1.2741 |
1.2632 |
|
| R3 |
1.2707 |
1.2683 |
1.2616 |
|
| R2 |
1.2649 |
1.2649 |
1.2611 |
|
| R1 |
1.2625 |
1.2625 |
1.2605 |
1.2637 |
| PP |
1.2591 |
1.2591 |
1.2591 |
1.2598 |
| S1 |
1.2567 |
1.2567 |
1.2595 |
1.2579 |
| S2 |
1.2533 |
1.2533 |
1.2589 |
|
| S3 |
1.2475 |
1.2509 |
1.2584 |
|
| S4 |
1.2417 |
1.2451 |
1.2568 |
|
|
| 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 |
1.2821 |
1.2547 |
0.0274 |
2.2% |
0.0101 |
0.8% |
19% |
False |
False |
8,786 |
| 10 |
1.2895 |
1.2547 |
0.0348 |
2.8% |
0.0107 |
0.8% |
15% |
False |
False |
5,012 |
| 20 |
1.2895 |
1.2435 |
0.0460 |
3.7% |
0.0094 |
0.7% |
36% |
False |
False |
2,602 |
| 40 |
1.2895 |
1.2252 |
0.0643 |
5.1% |
0.0083 |
0.7% |
54% |
False |
False |
1,349 |
| 60 |
1.2895 |
1.1927 |
0.0968 |
7.7% |
0.0087 |
0.7% |
70% |
False |
False |
917 |
| 80 |
1.2895 |
1.1915 |
0.0980 |
7.8% |
0.0074 |
0.6% |
70% |
False |
False |
690 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.2863 |
|
2.618 |
1.2768 |
|
1.618 |
1.2710 |
|
1.000 |
1.2674 |
|
0.618 |
1.2652 |
|
HIGH |
1.2616 |
|
0.618 |
1.2594 |
|
0.500 |
1.2587 |
|
0.382 |
1.2580 |
|
LOW |
1.2558 |
|
0.618 |
1.2522 |
|
1.000 |
1.2500 |
|
1.618 |
1.2464 |
|
2.618 |
1.2406 |
|
4.250 |
1.2312 |
|
|
| Fisher Pivots for day following 11-Jun-2012 |
| Pivot |
1 day |
3 day |
| R1 |
1.2596 |
1.2601 |
| PP |
1.2591 |
1.2601 |
| S1 |
1.2587 |
1.2600 |
|