CME Japanese Yen Future September 2012
| Trading Metrics calculated at close of trading on 25-Jun-2012 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
22-Jun-2012 |
25-Jun-2012 |
Change |
Change % |
Previous Week |
| Open |
1.2476 |
1.2437 |
-0.0039 |
-0.3% |
1.2680 |
| High |
1.2512 |
1.2602 |
0.0090 |
0.7% |
1.2724 |
| Low |
1.2423 |
1.2416 |
-0.0007 |
-0.1% |
1.2423 |
| Close |
1.2444 |
1.2564 |
0.0120 |
1.0% |
1.2444 |
| Range |
0.0089 |
0.0186 |
0.0097 |
109.0% |
0.0301 |
| ATR |
0.0097 |
0.0104 |
0.0006 |
6.5% |
0.0000 |
| Volume |
64,158 |
78,977 |
14,819 |
23.1% |
368,116 |
|
| Daily Pivots for day following 25-Jun-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.3085 |
1.3011 |
1.2666 |
|
| R3 |
1.2899 |
1.2825 |
1.2615 |
|
| R2 |
1.2713 |
1.2713 |
1.2598 |
|
| R1 |
1.2639 |
1.2639 |
1.2581 |
1.2676 |
| PP |
1.2527 |
1.2527 |
1.2527 |
1.2546 |
| S1 |
1.2453 |
1.2453 |
1.2547 |
1.2490 |
| S2 |
1.2341 |
1.2341 |
1.2530 |
|
| S3 |
1.2155 |
1.2267 |
1.2513 |
|
| S4 |
1.1969 |
1.2081 |
1.2462 |
|
|
| 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 |
1.2705 |
1.2416 |
0.0289 |
2.3% |
0.0123 |
1.0% |
51% |
False |
True |
77,268 |
| 10 |
1.2737 |
1.2416 |
0.0321 |
2.6% |
0.0107 |
0.9% |
46% |
False |
True |
64,289 |
| 20 |
1.2895 |
1.2416 |
0.0479 |
3.8% |
0.0107 |
0.8% |
31% |
False |
True |
34,650 |
| 40 |
1.2895 |
1.2416 |
0.0479 |
3.8% |
0.0091 |
0.7% |
31% |
False |
True |
17,410 |
| 60 |
1.2895 |
1.2033 |
0.0862 |
6.9% |
0.0089 |
0.7% |
62% |
False |
False |
11,624 |
| 80 |
1.2895 |
1.1915 |
0.0980 |
7.8% |
0.0083 |
0.7% |
66% |
False |
False |
8,725 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.3393 |
|
2.618 |
1.3089 |
|
1.618 |
1.2903 |
|
1.000 |
1.2788 |
|
0.618 |
1.2717 |
|
HIGH |
1.2602 |
|
0.618 |
1.2531 |
|
0.500 |
1.2509 |
|
0.382 |
1.2487 |
|
LOW |
1.2416 |
|
0.618 |
1.2301 |
|
1.000 |
1.2230 |
|
1.618 |
1.2115 |
|
2.618 |
1.1929 |
|
4.250 |
1.1626 |
|
|
| Fisher Pivots for day following 25-Jun-2012 |
| Pivot |
1 day |
3 day |
| R1 |
1.2546 |
1.2547 |
| PP |
1.2527 |
1.2530 |
| S1 |
1.2509 |
1.2513 |
|