CME Japanese Yen Future September 2012
| Trading Metrics calculated at close of trading on 22-Jun-2012 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
21-Jun-2012 |
22-Jun-2012 |
Change |
Change % |
Previous Week |
| Open |
1.2596 |
1.2476 |
-0.0120 |
-1.0% |
1.2680 |
| High |
1.2610 |
1.2512 |
-0.0098 |
-0.8% |
1.2724 |
| Low |
1.2460 |
1.2423 |
-0.0037 |
-0.3% |
1.2423 |
| Close |
1.2465 |
1.2444 |
-0.0021 |
-0.2% |
1.2444 |
| Range |
0.0150 |
0.0089 |
-0.0061 |
-40.7% |
0.0301 |
| ATR |
0.0098 |
0.0097 |
-0.0001 |
-0.7% |
0.0000 |
| Volume |
101,946 |
64,158 |
-37,788 |
-37.1% |
368,116 |
|
| Daily Pivots for day following 22-Jun-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.2727 |
1.2674 |
1.2493 |
|
| R3 |
1.2638 |
1.2585 |
1.2468 |
|
| R2 |
1.2549 |
1.2549 |
1.2460 |
|
| R1 |
1.2496 |
1.2496 |
1.2452 |
1.2478 |
| PP |
1.2460 |
1.2460 |
1.2460 |
1.2451 |
| S1 |
1.2407 |
1.2407 |
1.2436 |
1.2389 |
| S2 |
1.2371 |
1.2371 |
1.2428 |
|
| S3 |
1.2282 |
1.2318 |
1.2420 |
|
| S4 |
1.2193 |
1.2229 |
1.2395 |
|
|
| Weekly Pivots for week ending 22-Jun-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.3433 |
1.3240 |
1.2610 |
|
| R3 |
1.3132 |
1.2939 |
1.2527 |
|
| R2 |
1.2831 |
1.2831 |
1.2499 |
|
| R1 |
1.2638 |
1.2638 |
1.2472 |
1.2584 |
| PP |
1.2530 |
1.2530 |
1.2530 |
1.2504 |
| S1 |
1.2337 |
1.2337 |
1.2416 |
1.2283 |
| S2 |
1.2229 |
1.2229 |
1.2389 |
|
| S3 |
1.1928 |
1.2036 |
1.2361 |
|
| S4 |
1.1627 |
1.1735 |
1.2278 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1.2724 |
1.2423 |
0.0301 |
2.4% |
0.0106 |
0.9% |
7% |
False |
True |
73,623 |
| 10 |
1.2737 |
1.2423 |
0.0314 |
2.5% |
0.0094 |
0.8% |
7% |
False |
True |
58,250 |
| 20 |
1.2895 |
1.2423 |
0.0472 |
3.8% |
0.0099 |
0.8% |
4% |
False |
True |
30,716 |
| 40 |
1.2895 |
1.2314 |
0.0581 |
4.7% |
0.0090 |
0.7% |
22% |
False |
False |
15,437 |
| 60 |
1.2895 |
1.2033 |
0.0862 |
6.9% |
0.0088 |
0.7% |
48% |
False |
False |
10,308 |
| 80 |
1.2895 |
1.1915 |
0.0980 |
7.9% |
0.0081 |
0.7% |
54% |
False |
False |
7,738 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.2890 |
|
2.618 |
1.2745 |
|
1.618 |
1.2656 |
|
1.000 |
1.2601 |
|
0.618 |
1.2567 |
|
HIGH |
1.2512 |
|
0.618 |
1.2478 |
|
0.500 |
1.2468 |
|
0.382 |
1.2457 |
|
LOW |
1.2423 |
|
0.618 |
1.2368 |
|
1.000 |
1.2334 |
|
1.618 |
1.2279 |
|
2.618 |
1.2190 |
|
4.250 |
1.2045 |
|
|
| Fisher Pivots for day following 22-Jun-2012 |
| Pivot |
1 day |
3 day |
| R1 |
1.2468 |
1.2564 |
| PP |
1.2460 |
1.2524 |
| S1 |
1.2452 |
1.2484 |
|