CME Japanese Yen Future September 2012
| Trading Metrics calculated at close of trading on 19-Jun-2012 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
18-Jun-2012 |
19-Jun-2012 |
Change |
Change % |
Previous Week |
| Open |
1.2680 |
1.2657 |
-0.0023 |
-0.2% |
1.2591 |
| High |
1.2724 |
1.2699 |
-0.0025 |
-0.2% |
1.2737 |
| Low |
1.2623 |
1.2654 |
0.0031 |
0.2% |
1.2555 |
| Close |
1.2654 |
1.2667 |
0.0013 |
0.1% |
1.2724 |
| Range |
0.0101 |
0.0045 |
-0.0056 |
-55.4% |
0.0182 |
| ATR |
0.0093 |
0.0090 |
-0.0003 |
-3.7% |
0.0000 |
| Volume |
60,751 |
48,156 |
-12,595 |
-20.7% |
214,389 |
|
| Daily Pivots for day following 19-Jun-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.2808 |
1.2783 |
1.2692 |
|
| R3 |
1.2763 |
1.2738 |
1.2679 |
|
| R2 |
1.2718 |
1.2718 |
1.2675 |
|
| R1 |
1.2693 |
1.2693 |
1.2671 |
1.2706 |
| PP |
1.2673 |
1.2673 |
1.2673 |
1.2680 |
| S1 |
1.2648 |
1.2648 |
1.2663 |
1.2661 |
| S2 |
1.2628 |
1.2628 |
1.2659 |
|
| S3 |
1.2583 |
1.2603 |
1.2655 |
|
| S4 |
1.2538 |
1.2558 |
1.2642 |
|
|
| Weekly Pivots for week ending 15-Jun-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.3218 |
1.3153 |
1.2824 |
|
| R3 |
1.3036 |
1.2971 |
1.2774 |
|
| R2 |
1.2854 |
1.2854 |
1.2757 |
|
| R1 |
1.2789 |
1.2789 |
1.2741 |
1.2822 |
| PP |
1.2672 |
1.2672 |
1.2672 |
1.2688 |
| S1 |
1.2607 |
1.2607 |
1.2707 |
1.2640 |
| S2 |
1.2490 |
1.2490 |
1.2691 |
|
| S3 |
1.2308 |
1.2425 |
1.2674 |
|
| S4 |
1.2126 |
1.2243 |
1.2624 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1.2737 |
1.2555 |
0.0182 |
1.4% |
0.0083 |
0.7% |
62% |
False |
False |
56,286 |
| 10 |
1.2737 |
1.2547 |
0.0190 |
1.5% |
0.0086 |
0.7% |
63% |
False |
False |
34,579 |
| 20 |
1.2895 |
1.2492 |
0.0403 |
3.2% |
0.0094 |
0.7% |
43% |
False |
False |
17,788 |
| 40 |
1.2895 |
1.2278 |
0.0617 |
4.9% |
0.0086 |
0.7% |
63% |
False |
False |
8,959 |
| 60 |
1.2895 |
1.2015 |
0.0880 |
6.9% |
0.0087 |
0.7% |
74% |
False |
False |
5,992 |
| 80 |
1.2895 |
1.1915 |
0.0980 |
7.7% |
0.0079 |
0.6% |
77% |
False |
False |
4,499 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.2890 |
|
2.618 |
1.2817 |
|
1.618 |
1.2772 |
|
1.000 |
1.2744 |
|
0.618 |
1.2727 |
|
HIGH |
1.2699 |
|
0.618 |
1.2682 |
|
0.500 |
1.2677 |
|
0.382 |
1.2671 |
|
LOW |
1.2654 |
|
0.618 |
1.2626 |
|
1.000 |
1.2609 |
|
1.618 |
1.2581 |
|
2.618 |
1.2536 |
|
4.250 |
1.2463 |
|
|
| Fisher Pivots for day following 19-Jun-2012 |
| Pivot |
1 day |
3 day |
| R1 |
1.2677 |
1.2666 |
| PP |
1.2673 |
1.2665 |
| S1 |
1.2670 |
1.2664 |
|