CME Japanese Yen Future December 2012
| Trading Metrics calculated at close of trading on 07-Jun-2012 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
06-Jun-2012 |
07-Jun-2012 |
Change |
Change % |
Previous Week |
| Open |
1.2668 |
1.2642 |
-0.0026 |
-0.2% |
1.2600 |
| High |
1.2687 |
1.2642 |
-0.0045 |
-0.4% |
1.2920 |
| Low |
1.2668 |
1.2580 |
-0.0088 |
-0.7% |
1.2600 |
| Close |
1.2670 |
1.2584 |
-0.0086 |
-0.7% |
1.2847 |
| Range |
0.0019 |
0.0062 |
0.0043 |
226.3% |
0.0320 |
| ATR |
0.0066 |
0.0068 |
0.0002 |
2.6% |
0.0000 |
| Volume |
50 |
3 |
-47 |
-94.0% |
42 |
|
| Daily Pivots for day following 07-Jun-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.2788 |
1.2748 |
1.2618 |
|
| R3 |
1.2726 |
1.2686 |
1.2601 |
|
| R2 |
1.2664 |
1.2664 |
1.2595 |
|
| R1 |
1.2624 |
1.2624 |
1.2590 |
1.2613 |
| PP |
1.2602 |
1.2602 |
1.2602 |
1.2597 |
| S1 |
1.2562 |
1.2562 |
1.2578 |
1.2551 |
| S2 |
1.2540 |
1.2540 |
1.2573 |
|
| S3 |
1.2478 |
1.2500 |
1.2567 |
|
| S4 |
1.2416 |
1.2438 |
1.2550 |
|
|
| 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 |
1.2580 |
0.0340 |
2.7% |
0.0043 |
0.3% |
1% |
False |
True |
19 |
| 10 |
1.2920 |
1.2580 |
0.0340 |
2.7% |
0.0031 |
0.2% |
1% |
False |
True |
14 |
| 20 |
1.2920 |
1.2460 |
0.0460 |
3.7% |
0.0028 |
0.2% |
27% |
False |
False |
10 |
| 40 |
1.2920 |
1.2298 |
0.0622 |
4.9% |
0.0022 |
0.2% |
46% |
False |
False |
7 |
| 60 |
1.2920 |
1.1980 |
0.0940 |
7.5% |
0.0021 |
0.2% |
64% |
False |
False |
6 |
| 80 |
1.2920 |
1.1980 |
0.0940 |
7.5% |
0.0018 |
0.1% |
64% |
False |
False |
6 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.2906 |
|
2.618 |
1.2804 |
|
1.618 |
1.2742 |
|
1.000 |
1.2704 |
|
0.618 |
1.2680 |
|
HIGH |
1.2642 |
|
0.618 |
1.2618 |
|
0.500 |
1.2611 |
|
0.382 |
1.2604 |
|
LOW |
1.2580 |
|
0.618 |
1.2542 |
|
1.000 |
1.2518 |
|
1.618 |
1.2480 |
|
2.618 |
1.2418 |
|
4.250 |
1.2317 |
|
|
| Fisher Pivots for day following 07-Jun-2012 |
| Pivot |
1 day |
3 day |
| R1 |
1.2611 |
1.2661 |
| PP |
1.2602 |
1.2635 |
| S1 |
1.2593 |
1.2610 |
|