CME Japanese Yen Future December 2012
Trading Metrics calculated at close of trading on 05-Jun-2012 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
04-Jun-2012 |
05-Jun-2012 |
Change |
Change % |
Previous Week |
Open |
1.2859 |
1.2741 |
-0.0118 |
-0.9% |
1.2600 |
High |
1.2859 |
1.2741 |
-0.0118 |
-0.9% |
1.2920 |
Low |
1.2808 |
1.2741 |
-0.0067 |
-0.5% |
1.2600 |
Close |
1.2808 |
1.2741 |
-0.0067 |
-0.5% |
1.2847 |
Range |
0.0051 |
0.0000 |
-0.0051 |
-100.0% |
0.0320 |
ATR |
0.0065 |
0.0066 |
0.0000 |
0.2% |
0.0000 |
Volume |
29 |
11 |
-18 |
-62.1% |
42 |
|
Daily Pivots for day following 05-Jun-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1.2741 |
1.2741 |
1.2741 |
|
R3 |
1.2741 |
1.2741 |
1.2741 |
|
R2 |
1.2741 |
1.2741 |
1.2741 |
|
R1 |
1.2741 |
1.2741 |
1.2741 |
1.2741 |
PP |
1.2741 |
1.2741 |
1.2741 |
1.2741 |
S1 |
1.2741 |
1.2741 |
1.2741 |
1.2741 |
S2 |
1.2741 |
1.2741 |
1.2741 |
|
S3 |
1.2741 |
1.2741 |
1.2741 |
|
S4 |
1.2741 |
1.2741 |
1.2741 |
|
|
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 |
1.2680 |
0.0240 |
1.9% |
0.0041 |
0.3% |
25% |
False |
False |
12 |
10 |
1.2920 |
1.2517 |
0.0403 |
3.2% |
0.0026 |
0.2% |
56% |
False |
False |
10 |
20 |
1.2920 |
1.2460 |
0.0460 |
3.6% |
0.0027 |
0.2% |
61% |
False |
False |
8 |
40 |
1.2920 |
1.2288 |
0.0632 |
5.0% |
0.0025 |
0.2% |
72% |
False |
False |
6 |
60 |
1.2920 |
1.1980 |
0.0940 |
7.4% |
0.0020 |
0.2% |
81% |
False |
False |
6 |
80 |
1.2946 |
1.1980 |
0.0966 |
7.6% |
0.0017 |
0.1% |
79% |
False |
False |
5 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
1.2741 |
2.618 |
1.2741 |
1.618 |
1.2741 |
1.000 |
1.2741 |
0.618 |
1.2741 |
HIGH |
1.2741 |
0.618 |
1.2741 |
0.500 |
1.2741 |
0.382 |
1.2741 |
LOW |
1.2741 |
0.618 |
1.2741 |
1.000 |
1.2741 |
1.618 |
1.2741 |
2.618 |
1.2741 |
4.250 |
1.2741 |
|
|
Fisher Pivots for day following 05-Jun-2012 |
Pivot |
1 day |
3 day |
R1 |
1.2741 |
1.2831 |
PP |
1.2741 |
1.2801 |
S1 |
1.2741 |
1.2771 |
|