CME Japanese Yen Future December 2012
| Trading Metrics calculated at close of trading on 01-Jun-2012 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
31-May-2012 |
01-Jun-2012 |
Change |
Change % |
Previous Week |
| Open |
1.2745 |
1.2836 |
0.0091 |
0.7% |
1.2600 |
| High |
1.2810 |
1.2920 |
0.0110 |
0.9% |
1.2920 |
| Low |
1.2745 |
1.2836 |
0.0091 |
0.7% |
1.2600 |
| Close |
1.2803 |
1.2847 |
0.0044 |
0.3% |
1.2847 |
| Range |
0.0065 |
0.0084 |
0.0019 |
29.2% |
0.0320 |
| ATR |
0.0063 |
0.0067 |
0.0004 |
6.2% |
0.0000 |
| Volume |
13 |
6 |
-7 |
-53.8% |
42 |
|
| Daily Pivots for day following 01-Jun-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.3120 |
1.3067 |
1.2893 |
|
| R3 |
1.3036 |
1.2983 |
1.2870 |
|
| R2 |
1.2952 |
1.2952 |
1.2862 |
|
| R1 |
1.2899 |
1.2899 |
1.2855 |
1.2926 |
| PP |
1.2868 |
1.2868 |
1.2868 |
1.2881 |
| S1 |
1.2815 |
1.2815 |
1.2839 |
1.2842 |
| S2 |
1.2784 |
1.2784 |
1.2832 |
|
| S3 |
1.2700 |
1.2731 |
1.2824 |
|
| S4 |
1.2616 |
1.2647 |
1.2801 |
|
|
| Weekly Pivots for week ending 01-Jun-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.3749 |
1.3618 |
1.3023 |
|
| R3 |
1.3429 |
1.3298 |
1.2935 |
|
| R2 |
1.3109 |
1.3109 |
1.2906 |
|
| R1 |
1.2978 |
1.2978 |
1.2876 |
1.3044 |
| PP |
1.2789 |
1.2789 |
1.2789 |
1.2822 |
| S1 |
1.2658 |
1.2658 |
1.2818 |
1.2724 |
| S2 |
1.2469 |
1.2469 |
1.2788 |
|
| S3 |
1.2149 |
1.2338 |
1.2759 |
|
| S4 |
1.1829 |
1.2018 |
1.2671 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1.2920 |
1.2594 |
0.0326 |
2.5% |
0.0033 |
0.3% |
78% |
True |
False |
9 |
| 10 |
1.2920 |
1.2517 |
0.0403 |
3.1% |
0.0026 |
0.2% |
82% |
True |
False |
8 |
| 20 |
1.2920 |
1.2460 |
0.0460 |
3.6% |
0.0026 |
0.2% |
84% |
True |
False |
6 |
| 40 |
1.2920 |
1.2288 |
0.0632 |
4.9% |
0.0023 |
0.2% |
88% |
True |
False |
6 |
| 60 |
1.2920 |
1.1980 |
0.0940 |
7.3% |
0.0020 |
0.2% |
92% |
True |
False |
6 |
| 80 |
1.2960 |
1.1980 |
0.0980 |
7.6% |
0.0017 |
0.1% |
88% |
False |
False |
5 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.3277 |
|
2.618 |
1.3140 |
|
1.618 |
1.3056 |
|
1.000 |
1.3004 |
|
0.618 |
1.2972 |
|
HIGH |
1.2920 |
|
0.618 |
1.2888 |
|
0.500 |
1.2878 |
|
0.382 |
1.2868 |
|
LOW |
1.2836 |
|
0.618 |
1.2784 |
|
1.000 |
1.2752 |
|
1.618 |
1.2700 |
|
2.618 |
1.2616 |
|
4.250 |
1.2479 |
|
|
| Fisher Pivots for day following 01-Jun-2012 |
| Pivot |
1 day |
3 day |
| R1 |
1.2878 |
1.2831 |
| PP |
1.2868 |
1.2816 |
| S1 |
1.2857 |
1.2800 |
|