CME Japanese Yen Future September 2012
| Trading Metrics calculated at close of trading on 29-Jun-2012 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
28-Jun-2012 |
29-Jun-2012 |
Change |
Change % |
Previous Week |
| Open |
1.2561 |
1.2603 |
0.0042 |
0.3% |
1.2437 |
| High |
1.2637 |
1.2653 |
0.0016 |
0.1% |
1.2653 |
| Low |
1.2552 |
1.2514 |
-0.0038 |
-0.3% |
1.2416 |
| Close |
1.2606 |
1.2535 |
-0.0071 |
-0.6% |
1.2535 |
| Range |
0.0085 |
0.0139 |
0.0054 |
63.5% |
0.0237 |
| ATR |
0.0100 |
0.0103 |
0.0003 |
2.8% |
0.0000 |
| Volume |
64,659 |
109,977 |
45,318 |
70.1% |
378,062 |
|
| Daily Pivots for day following 29-Jun-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.2984 |
1.2899 |
1.2611 |
|
| R3 |
1.2845 |
1.2760 |
1.2573 |
|
| R2 |
1.2706 |
1.2706 |
1.2560 |
|
| R1 |
1.2621 |
1.2621 |
1.2548 |
1.2594 |
| PP |
1.2567 |
1.2567 |
1.2567 |
1.2554 |
| S1 |
1.2482 |
1.2482 |
1.2522 |
1.2455 |
| S2 |
1.2428 |
1.2428 |
1.2510 |
|
| S3 |
1.2289 |
1.2343 |
1.2497 |
|
| S4 |
1.2150 |
1.2204 |
1.2459 |
|
|
| Weekly Pivots for week ending 29-Jun-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.3246 |
1.3127 |
1.2665 |
|
| R3 |
1.3009 |
1.2890 |
1.2600 |
|
| R2 |
1.2772 |
1.2772 |
1.2578 |
|
| R1 |
1.2653 |
1.2653 |
1.2557 |
1.2713 |
| PP |
1.2535 |
1.2535 |
1.2535 |
1.2564 |
| S1 |
1.2416 |
1.2416 |
1.2513 |
1.2476 |
| S2 |
1.2298 |
1.2298 |
1.2492 |
|
| S3 |
1.2061 |
1.2179 |
1.2470 |
|
| S4 |
1.1824 |
1.1942 |
1.2405 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1.2653 |
1.2416 |
0.0237 |
1.9% |
0.0116 |
0.9% |
50% |
True |
False |
75,612 |
| 10 |
1.2724 |
1.2416 |
0.0308 |
2.5% |
0.0111 |
0.9% |
39% |
False |
False |
74,617 |
| 20 |
1.2842 |
1.2416 |
0.0426 |
3.4% |
0.0102 |
0.8% |
28% |
False |
False |
49,381 |
| 40 |
1.2895 |
1.2416 |
0.0479 |
3.8% |
0.0093 |
0.7% |
25% |
False |
False |
24,875 |
| 60 |
1.2895 |
1.2250 |
0.0645 |
5.1% |
0.0086 |
0.7% |
44% |
False |
False |
16,605 |
| 80 |
1.2895 |
1.1915 |
0.0980 |
7.8% |
0.0086 |
0.7% |
63% |
False |
False |
12,464 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.3244 |
|
2.618 |
1.3017 |
|
1.618 |
1.2878 |
|
1.000 |
1.2792 |
|
0.618 |
1.2739 |
|
HIGH |
1.2653 |
|
0.618 |
1.2600 |
|
0.500 |
1.2584 |
|
0.382 |
1.2567 |
|
LOW |
1.2514 |
|
0.618 |
1.2428 |
|
1.000 |
1.2375 |
|
1.618 |
1.2289 |
|
2.618 |
1.2150 |
|
4.250 |
1.1923 |
|
|
| Fisher Pivots for day following 29-Jun-2012 |
| Pivot |
1 day |
3 day |
| R1 |
1.2584 |
1.2584 |
| PP |
1.2567 |
1.2567 |
| S1 |
1.2551 |
1.2551 |
|