CME Japanese Yen Future September 2012
| Trading Metrics calculated at close of trading on 14-Jun-2012 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
13-Jun-2012 |
14-Jun-2012 |
Change |
Change % |
Previous Week |
| Open |
1.2578 |
1.2604 |
0.0026 |
0.2% |
1.2812 |
| High |
1.2627 |
1.2649 |
0.0022 |
0.2% |
1.2842 |
| Low |
1.2555 |
1.2598 |
0.0043 |
0.3% |
1.2547 |
| Close |
1.2621 |
1.2630 |
0.0009 |
0.1% |
1.2599 |
| Range |
0.0072 |
0.0051 |
-0.0021 |
-29.2% |
0.0295 |
| ATR |
0.0092 |
0.0089 |
-0.0003 |
-3.2% |
0.0000 |
| Volume |
50,194 |
39,487 |
-10,707 |
-21.3% |
27,054 |
|
| Daily Pivots for day following 14-Jun-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.2779 |
1.2755 |
1.2658 |
|
| R3 |
1.2728 |
1.2704 |
1.2644 |
|
| R2 |
1.2677 |
1.2677 |
1.2639 |
|
| R1 |
1.2653 |
1.2653 |
1.2635 |
1.2665 |
| PP |
1.2626 |
1.2626 |
1.2626 |
1.2632 |
| S1 |
1.2602 |
1.2602 |
1.2625 |
1.2614 |
| S2 |
1.2575 |
1.2575 |
1.2621 |
|
| S3 |
1.2524 |
1.2551 |
1.2616 |
|
| S4 |
1.2473 |
1.2500 |
1.2602 |
|
|
| 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 |
1.2555 |
0.0100 |
0.8% |
0.0073 |
0.6% |
75% |
False |
False |
28,698 |
| 10 |
1.2895 |
1.2547 |
0.0348 |
2.8% |
0.0096 |
0.8% |
24% |
False |
False |
16,170 |
| 20 |
1.2895 |
1.2460 |
0.0435 |
3.4% |
0.0095 |
0.8% |
39% |
False |
False |
8,234 |
| 40 |
1.2895 |
1.2252 |
0.0643 |
5.1% |
0.0082 |
0.6% |
59% |
False |
False |
4,168 |
| 60 |
1.2895 |
1.2015 |
0.0880 |
7.0% |
0.0087 |
0.7% |
70% |
False |
False |
2,799 |
| 80 |
1.2895 |
1.1915 |
0.0980 |
7.8% |
0.0076 |
0.6% |
73% |
False |
False |
2,102 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.2866 |
|
2.618 |
1.2783 |
|
1.618 |
1.2732 |
|
1.000 |
1.2700 |
|
0.618 |
1.2681 |
|
HIGH |
1.2649 |
|
0.618 |
1.2630 |
|
0.500 |
1.2624 |
|
0.382 |
1.2617 |
|
LOW |
1.2598 |
|
0.618 |
1.2566 |
|
1.000 |
1.2547 |
|
1.618 |
1.2515 |
|
2.618 |
1.2464 |
|
4.250 |
1.2381 |
|
|
| Fisher Pivots for day following 14-Jun-2012 |
| Pivot |
1 day |
3 day |
| R1 |
1.2628 |
1.2621 |
| PP |
1.2626 |
1.2611 |
| S1 |
1.2624 |
1.2602 |
|