CME Japanese Yen Future September 2012
| Trading Metrics calculated at close of trading on 27-Jun-2012 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
26-Jun-2012 |
27-Jun-2012 |
Change |
Change % |
Previous Week |
| Open |
1.2568 |
1.2589 |
0.0021 |
0.2% |
1.2680 |
| High |
1.2636 |
1.2616 |
-0.0020 |
-0.2% |
1.2724 |
| Low |
1.2547 |
1.2535 |
-0.0012 |
-0.1% |
1.2423 |
| Close |
1.2598 |
1.2554 |
-0.0044 |
-0.3% |
1.2444 |
| Range |
0.0089 |
0.0081 |
-0.0008 |
-9.0% |
0.0301 |
| ATR |
0.0103 |
0.0101 |
-0.0002 |
-1.5% |
0.0000 |
| Volume |
68,065 |
56,384 |
-11,681 |
-17.2% |
368,116 |
|
| Daily Pivots for day following 27-Jun-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.2811 |
1.2764 |
1.2599 |
|
| R3 |
1.2730 |
1.2683 |
1.2576 |
|
| R2 |
1.2649 |
1.2649 |
1.2569 |
|
| R1 |
1.2602 |
1.2602 |
1.2561 |
1.2585 |
| PP |
1.2568 |
1.2568 |
1.2568 |
1.2560 |
| S1 |
1.2521 |
1.2521 |
1.2547 |
1.2504 |
| S2 |
1.2487 |
1.2487 |
1.2539 |
|
| S3 |
1.2406 |
1.2440 |
1.2532 |
|
| S4 |
1.2325 |
1.2359 |
1.2509 |
|
|
| 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 |
1.2636 |
1.2416 |
0.0220 |
1.8% |
0.0119 |
0.9% |
63% |
False |
False |
73,906 |
| 10 |
1.2737 |
1.2416 |
0.0321 |
2.6% |
0.0109 |
0.9% |
43% |
False |
False |
69,387 |
| 20 |
1.2895 |
1.2416 |
0.0479 |
3.8% |
0.0107 |
0.9% |
29% |
False |
False |
40,834 |
| 40 |
1.2895 |
1.2416 |
0.0479 |
3.8% |
0.0091 |
0.7% |
29% |
False |
False |
20,514 |
| 60 |
1.2895 |
1.2108 |
0.0787 |
6.3% |
0.0086 |
0.7% |
57% |
False |
False |
13,696 |
| 80 |
1.2895 |
1.1915 |
0.0980 |
7.8% |
0.0084 |
0.7% |
65% |
False |
False |
10,281 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.2960 |
|
2.618 |
1.2828 |
|
1.618 |
1.2747 |
|
1.000 |
1.2697 |
|
0.618 |
1.2666 |
|
HIGH |
1.2616 |
|
0.618 |
1.2585 |
|
0.500 |
1.2576 |
|
0.382 |
1.2566 |
|
LOW |
1.2535 |
|
0.618 |
1.2485 |
|
1.000 |
1.2454 |
|
1.618 |
1.2404 |
|
2.618 |
1.2323 |
|
4.250 |
1.2191 |
|
|
| Fisher Pivots for day following 27-Jun-2012 |
| Pivot |
1 day |
3 day |
| R1 |
1.2576 |
1.2545 |
| PP |
1.2568 |
1.2535 |
| S1 |
1.2561 |
1.2526 |
|