CME Japanese Yen Future December 2012
| Trading Metrics calculated at close of trading on 13-Jun-2012 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
12-Jun-2012 |
13-Jun-2012 |
Change |
Change % |
Previous Week |
| Open |
1.2600 |
1.2628 |
0.0028 |
0.2% |
1.2859 |
| High |
1.2621 |
1.2640 |
0.0019 |
0.2% |
1.2859 |
| Low |
1.2600 |
1.2628 |
0.0028 |
0.2% |
1.2580 |
| Close |
1.2612 |
1.2640 |
0.0028 |
0.2% |
1.2618 |
| Range |
0.0021 |
0.0012 |
-0.0009 |
-42.9% |
0.0279 |
| ATR |
0.0058 |
0.0056 |
-0.0002 |
-3.7% |
0.0000 |
| Volume |
3 |
8 |
5 |
166.7% |
98 |
|
| Daily Pivots for day following 13-Jun-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.2672 |
1.2668 |
1.2647 |
|
| R3 |
1.2660 |
1.2656 |
1.2643 |
|
| R2 |
1.2648 |
1.2648 |
1.2642 |
|
| R1 |
1.2644 |
1.2644 |
1.2641 |
1.2646 |
| PP |
1.2636 |
1.2636 |
1.2636 |
1.2637 |
| S1 |
1.2632 |
1.2632 |
1.2639 |
1.2634 |
| S2 |
1.2624 |
1.2624 |
1.2638 |
|
| S3 |
1.2612 |
1.2620 |
1.2637 |
|
| S4 |
1.2600 |
1.2608 |
1.2633 |
|
|
| Weekly Pivots for week ending 08-Jun-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.3523 |
1.3349 |
1.2771 |
|
| R3 |
1.3244 |
1.3070 |
1.2695 |
|
| R2 |
1.2965 |
1.2965 |
1.2669 |
|
| R1 |
1.2791 |
1.2791 |
1.2644 |
1.2739 |
| PP |
1.2686 |
1.2686 |
1.2686 |
1.2659 |
| S1 |
1.2512 |
1.2512 |
1.2592 |
1.2460 |
| S2 |
1.2407 |
1.2407 |
1.2567 |
|
| S3 |
1.2128 |
1.2233 |
1.2541 |
|
| S4 |
1.1849 |
1.1954 |
1.2465 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1.2642 |
1.2580 |
0.0062 |
0.5% |
0.0020 |
0.2% |
97% |
False |
False |
4 |
| 10 |
1.2920 |
1.2580 |
0.0340 |
2.7% |
0.0032 |
0.3% |
18% |
False |
False |
12 |
| 20 |
1.2920 |
1.2460 |
0.0460 |
3.6% |
0.0025 |
0.2% |
39% |
False |
False |
9 |
| 40 |
1.2920 |
1.2298 |
0.0622 |
4.9% |
0.0020 |
0.2% |
55% |
False |
False |
6 |
| 60 |
1.2920 |
1.2021 |
0.0899 |
7.1% |
0.0021 |
0.2% |
69% |
False |
False |
6 |
| 80 |
1.2920 |
1.1980 |
0.0940 |
7.4% |
0.0018 |
0.1% |
70% |
False |
False |
6 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.2691 |
|
2.618 |
1.2671 |
|
1.618 |
1.2659 |
|
1.000 |
1.2652 |
|
0.618 |
1.2647 |
|
HIGH |
1.2640 |
|
0.618 |
1.2635 |
|
0.500 |
1.2634 |
|
0.382 |
1.2633 |
|
LOW |
1.2628 |
|
0.618 |
1.2621 |
|
1.000 |
1.2616 |
|
1.618 |
1.2609 |
|
2.618 |
1.2597 |
|
4.250 |
1.2577 |
|
|
| Fisher Pivots for day following 13-Jun-2012 |
| Pivot |
1 day |
3 day |
| R1 |
1.2638 |
1.2633 |
| PP |
1.2636 |
1.2627 |
| S1 |
1.2634 |
1.2620 |
|