CME Japanese Yen Future September 2012
| Trading Metrics calculated at close of trading on 21-Jun-2012 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
20-Jun-2012 |
21-Jun-2012 |
Change |
Change % |
Previous Week |
| Open |
1.2677 |
1.2596 |
-0.0081 |
-0.6% |
1.2591 |
| High |
1.2705 |
1.2610 |
-0.0095 |
-0.7% |
1.2737 |
| Low |
1.2558 |
1.2460 |
-0.0098 |
-0.8% |
1.2555 |
| Close |
1.2593 |
1.2465 |
-0.0128 |
-1.0% |
1.2724 |
| Range |
0.0147 |
0.0150 |
0.0003 |
2.0% |
0.0182 |
| ATR |
0.0094 |
0.0098 |
0.0004 |
4.3% |
0.0000 |
| Volume |
93,105 |
101,946 |
8,841 |
9.5% |
214,389 |
|
| Daily Pivots for day following 21-Jun-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.2962 |
1.2863 |
1.2548 |
|
| R3 |
1.2812 |
1.2713 |
1.2506 |
|
| R2 |
1.2662 |
1.2662 |
1.2493 |
|
| R1 |
1.2563 |
1.2563 |
1.2479 |
1.2538 |
| PP |
1.2512 |
1.2512 |
1.2512 |
1.2499 |
| S1 |
1.2413 |
1.2413 |
1.2451 |
1.2388 |
| S2 |
1.2362 |
1.2362 |
1.2438 |
|
| S3 |
1.2212 |
1.2263 |
1.2424 |
|
| S4 |
1.2062 |
1.2113 |
1.2383 |
|
|
| 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 |
1.2460 |
0.0277 |
2.2% |
0.0118 |
0.9% |
2% |
False |
True |
77,360 |
| 10 |
1.2737 |
1.2460 |
0.0277 |
2.2% |
0.0095 |
0.8% |
2% |
False |
True |
53,029 |
| 20 |
1.2895 |
1.2460 |
0.0435 |
3.5% |
0.0097 |
0.8% |
1% |
False |
True |
27,523 |
| 40 |
1.2895 |
1.2312 |
0.0583 |
4.7% |
0.0090 |
0.7% |
26% |
False |
False |
13,834 |
| 60 |
1.2895 |
1.2033 |
0.0862 |
6.9% |
0.0089 |
0.7% |
50% |
False |
False |
9,240 |
| 80 |
1.2895 |
1.1915 |
0.0980 |
7.9% |
0.0080 |
0.6% |
56% |
False |
False |
6,936 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.3248 |
|
2.618 |
1.3003 |
|
1.618 |
1.2853 |
|
1.000 |
1.2760 |
|
0.618 |
1.2703 |
|
HIGH |
1.2610 |
|
0.618 |
1.2553 |
|
0.500 |
1.2535 |
|
0.382 |
1.2517 |
|
LOW |
1.2460 |
|
0.618 |
1.2367 |
|
1.000 |
1.2310 |
|
1.618 |
1.2217 |
|
2.618 |
1.2067 |
|
4.250 |
1.1823 |
|
|
| Fisher Pivots for day following 21-Jun-2012 |
| Pivot |
1 day |
3 day |
| R1 |
1.2535 |
1.2583 |
| PP |
1.2512 |
1.2543 |
| S1 |
1.2488 |
1.2504 |
|