CME Japanese Yen Future September 2012
| Trading Metrics calculated at close of trading on 26-Jun-2012 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
25-Jun-2012 |
26-Jun-2012 |
Change |
Change % |
Previous Week |
| Open |
1.2437 |
1.2568 |
0.0131 |
1.1% |
1.2680 |
| High |
1.2602 |
1.2636 |
0.0034 |
0.3% |
1.2724 |
| Low |
1.2416 |
1.2547 |
0.0131 |
1.1% |
1.2423 |
| Close |
1.2564 |
1.2598 |
0.0034 |
0.3% |
1.2444 |
| Range |
0.0186 |
0.0089 |
-0.0097 |
-52.2% |
0.0301 |
| ATR |
0.0104 |
0.0103 |
-0.0001 |
-1.0% |
0.0000 |
| Volume |
78,977 |
68,065 |
-10,912 |
-13.8% |
368,116 |
|
| Daily Pivots for day following 26-Jun-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.2861 |
1.2818 |
1.2647 |
|
| R3 |
1.2772 |
1.2729 |
1.2622 |
|
| R2 |
1.2683 |
1.2683 |
1.2614 |
|
| R1 |
1.2640 |
1.2640 |
1.2606 |
1.2662 |
| PP |
1.2594 |
1.2594 |
1.2594 |
1.2604 |
| S1 |
1.2551 |
1.2551 |
1.2590 |
1.2573 |
| S2 |
1.2505 |
1.2505 |
1.2582 |
|
| S3 |
1.2416 |
1.2462 |
1.2574 |
|
| S4 |
1.2327 |
1.2373 |
1.2549 |
|
|
| 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% |
0.0132 |
1.0% |
63% |
False |
False |
81,250 |
| 10 |
1.2737 |
1.2416 |
0.0321 |
2.5% |
0.0108 |
0.9% |
57% |
False |
False |
68,768 |
| 20 |
1.2895 |
1.2416 |
0.0479 |
3.8% |
0.0108 |
0.9% |
38% |
False |
False |
38,042 |
| 40 |
1.2895 |
1.2416 |
0.0479 |
3.8% |
0.0091 |
0.7% |
38% |
False |
False |
19,110 |
| 60 |
1.2895 |
1.2071 |
0.0824 |
6.5% |
0.0087 |
0.7% |
64% |
False |
False |
12,757 |
| 80 |
1.2895 |
1.1915 |
0.0980 |
7.8% |
0.0084 |
0.7% |
70% |
False |
False |
9,576 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.3014 |
|
2.618 |
1.2869 |
|
1.618 |
1.2780 |
|
1.000 |
1.2725 |
|
0.618 |
1.2691 |
|
HIGH |
1.2636 |
|
0.618 |
1.2602 |
|
0.500 |
1.2592 |
|
0.382 |
1.2581 |
|
LOW |
1.2547 |
|
0.618 |
1.2492 |
|
1.000 |
1.2458 |
|
1.618 |
1.2403 |
|
2.618 |
1.2314 |
|
4.250 |
1.2169 |
|
|
| Fisher Pivots for day following 26-Jun-2012 |
| Pivot |
1 day |
3 day |
| R1 |
1.2596 |
1.2574 |
| PP |
1.2594 |
1.2550 |
| S1 |
1.2592 |
1.2526 |
|