CME Japanese Yen Future December 2012
Trading Metrics calculated at close of trading on 04-Jun-2012 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
01-Jun-2012 |
04-Jun-2012 |
Change |
Change % |
Previous Week |
Open |
1.2836 |
1.2859 |
0.0023 |
0.2% |
1.2600 |
High |
1.2920 |
1.2859 |
-0.0061 |
-0.5% |
1.2920 |
Low |
1.2836 |
1.2808 |
-0.0028 |
-0.2% |
1.2600 |
Close |
1.2847 |
1.2808 |
-0.0039 |
-0.3% |
1.2847 |
Range |
0.0084 |
0.0051 |
-0.0033 |
-39.3% |
0.0320 |
ATR |
0.0067 |
0.0065 |
-0.0001 |
-1.7% |
0.0000 |
Volume |
6 |
29 |
23 |
383.3% |
42 |
|
Daily Pivots for day following 04-Jun-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1.2978 |
1.2944 |
1.2836 |
|
R3 |
1.2927 |
1.2893 |
1.2822 |
|
R2 |
1.2876 |
1.2876 |
1.2817 |
|
R1 |
1.2842 |
1.2842 |
1.2813 |
1.2834 |
PP |
1.2825 |
1.2825 |
1.2825 |
1.2821 |
S1 |
1.2791 |
1.2791 |
1.2803 |
1.2783 |
S2 |
1.2774 |
1.2774 |
1.2799 |
|
S3 |
1.2723 |
1.2740 |
1.2794 |
|
S4 |
1.2672 |
1.2689 |
1.2780 |
|
|
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 |
1.2600 |
0.0320 |
2.5% |
0.0043 |
0.3% |
65% |
False |
False |
14 |
10 |
1.2920 |
1.2517 |
0.0403 |
3.1% |
0.0026 |
0.2% |
72% |
False |
False |
10 |
20 |
1.2920 |
1.2460 |
0.0460 |
3.6% |
0.0027 |
0.2% |
76% |
False |
False |
7 |
40 |
1.2920 |
1.2288 |
0.0632 |
4.9% |
0.0025 |
0.2% |
82% |
False |
False |
6 |
60 |
1.2920 |
1.1980 |
0.0940 |
7.3% |
0.0020 |
0.2% |
88% |
False |
False |
6 |
80 |
1.2946 |
1.1980 |
0.0966 |
7.5% |
0.0017 |
0.1% |
86% |
False |
False |
5 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
1.3076 |
2.618 |
1.2993 |
1.618 |
1.2942 |
1.000 |
1.2910 |
0.618 |
1.2891 |
HIGH |
1.2859 |
0.618 |
1.2840 |
0.500 |
1.2834 |
0.382 |
1.2827 |
LOW |
1.2808 |
0.618 |
1.2776 |
1.000 |
1.2757 |
1.618 |
1.2725 |
2.618 |
1.2674 |
4.250 |
1.2591 |
|
|
Fisher Pivots for day following 04-Jun-2012 |
Pivot |
1 day |
3 day |
R1 |
1.2834 |
1.2833 |
PP |
1.2825 |
1.2824 |
S1 |
1.2817 |
1.2816 |
|