CME Japanese Yen Future September 2012
| Trading Metrics calculated at close of trading on 13-Jun-2012 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
12-Jun-2012 |
13-Jun-2012 |
Change |
Change % |
Previous Week |
| Open |
1.2613 |
1.2578 |
-0.0035 |
-0.3% |
1.2812 |
| High |
1.2646 |
1.2627 |
-0.0019 |
-0.2% |
1.2842 |
| Low |
1.2564 |
1.2555 |
-0.0009 |
-0.1% |
1.2547 |
| Close |
1.2594 |
1.2621 |
0.0027 |
0.2% |
1.2599 |
| Range |
0.0082 |
0.0072 |
-0.0010 |
-12.2% |
0.0295 |
| ATR |
0.0093 |
0.0092 |
-0.0002 |
-1.6% |
0.0000 |
| Volume |
23,276 |
50,194 |
26,918 |
115.6% |
27,054 |
|
| Daily Pivots for day following 13-Jun-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.2817 |
1.2791 |
1.2661 |
|
| R3 |
1.2745 |
1.2719 |
1.2641 |
|
| R2 |
1.2673 |
1.2673 |
1.2634 |
|
| R1 |
1.2647 |
1.2647 |
1.2628 |
1.2660 |
| PP |
1.2601 |
1.2601 |
1.2601 |
1.2608 |
| S1 |
1.2575 |
1.2575 |
1.2614 |
1.2588 |
| S2 |
1.2529 |
1.2529 |
1.2608 |
|
| S3 |
1.2457 |
1.2503 |
1.2601 |
|
| S4 |
1.2385 |
1.2431 |
1.2581 |
|
|
| 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 |
1.2655 |
1.2547 |
0.0108 |
0.9% |
0.0083 |
0.7% |
69% |
False |
False |
22,065 |
| 10 |
1.2895 |
1.2547 |
0.0348 |
2.8% |
0.0105 |
0.8% |
21% |
False |
False |
12,282 |
| 20 |
1.2895 |
1.2435 |
0.0460 |
3.6% |
0.0095 |
0.8% |
40% |
False |
False |
6,265 |
| 40 |
1.2895 |
1.2252 |
0.0643 |
5.1% |
0.0083 |
0.7% |
57% |
False |
False |
3,183 |
| 60 |
1.2895 |
1.1927 |
0.0968 |
7.7% |
0.0087 |
0.7% |
72% |
False |
False |
2,141 |
| 80 |
1.2895 |
1.1915 |
0.0980 |
7.8% |
0.0075 |
0.6% |
72% |
False |
False |
1,609 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.2933 |
|
2.618 |
1.2815 |
|
1.618 |
1.2743 |
|
1.000 |
1.2699 |
|
0.618 |
1.2671 |
|
HIGH |
1.2627 |
|
0.618 |
1.2599 |
|
0.500 |
1.2591 |
|
0.382 |
1.2583 |
|
LOW |
1.2555 |
|
0.618 |
1.2511 |
|
1.000 |
1.2483 |
|
1.618 |
1.2439 |
|
2.618 |
1.2367 |
|
4.250 |
1.2249 |
|
|
| Fisher Pivots for day following 13-Jun-2012 |
| Pivot |
1 day |
3 day |
| R1 |
1.2611 |
1.2614 |
| PP |
1.2601 |
1.2607 |
| S1 |
1.2591 |
1.2601 |
|