CME Japanese Yen Future December 2012
| Trading Metrics calculated at close of trading on 15-Jun-2012 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
14-Jun-2012 |
15-Jun-2012 |
Change |
Change % |
Previous Week |
| Open |
1.2622 |
1.2660 |
0.0038 |
0.3% |
1.2616 |
| High |
1.2660 |
1.2747 |
0.0087 |
0.7% |
1.2747 |
| Low |
1.2622 |
1.2660 |
0.0038 |
0.3% |
1.2600 |
| Close |
1.2649 |
1.2743 |
0.0094 |
0.7% |
1.2743 |
| Range |
0.0038 |
0.0087 |
0.0049 |
128.9% |
0.0147 |
| ATR |
0.0055 |
0.0058 |
0.0003 |
5.7% |
0.0000 |
| Volume |
47 |
131 |
84 |
178.7% |
190 |
|
| Daily Pivots for day following 15-Jun-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.2978 |
1.2947 |
1.2791 |
|
| R3 |
1.2891 |
1.2860 |
1.2767 |
|
| R2 |
1.2804 |
1.2804 |
1.2759 |
|
| R1 |
1.2773 |
1.2773 |
1.2751 |
1.2789 |
| PP |
1.2717 |
1.2717 |
1.2717 |
1.2724 |
| S1 |
1.2686 |
1.2686 |
1.2735 |
1.2702 |
| S2 |
1.2630 |
1.2630 |
1.2727 |
|
| S3 |
1.2543 |
1.2599 |
1.2719 |
|
| S4 |
1.2456 |
1.2512 |
1.2695 |
|
|
| Weekly Pivots for week ending 15-Jun-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.3138 |
1.3087 |
1.2824 |
|
| R3 |
1.2991 |
1.2940 |
1.2783 |
|
| R2 |
1.2844 |
1.2844 |
1.2770 |
|
| R1 |
1.2793 |
1.2793 |
1.2756 |
1.2819 |
| PP |
1.2697 |
1.2697 |
1.2697 |
1.2709 |
| S1 |
1.2646 |
1.2646 |
1.2730 |
1.2672 |
| S2 |
1.2550 |
1.2550 |
1.2716 |
|
| S3 |
1.2403 |
1.2499 |
1.2703 |
|
| S4 |
1.2256 |
1.2352 |
1.2662 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1.2747 |
1.2600 |
0.0147 |
1.2% |
0.0032 |
0.3% |
97% |
True |
False |
38 |
| 10 |
1.2859 |
1.2580 |
0.0279 |
2.2% |
0.0029 |
0.2% |
58% |
False |
False |
28 |
| 20 |
1.2920 |
1.2517 |
0.0403 |
3.2% |
0.0028 |
0.2% |
56% |
False |
False |
18 |
| 40 |
1.2920 |
1.2298 |
0.0622 |
4.9% |
0.0022 |
0.2% |
72% |
False |
False |
10 |
| 60 |
1.2920 |
1.2069 |
0.0851 |
6.7% |
0.0023 |
0.2% |
79% |
False |
False |
9 |
| 80 |
1.2920 |
1.1980 |
0.0940 |
7.4% |
0.0019 |
0.1% |
81% |
False |
False |
8 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.3117 |
|
2.618 |
1.2975 |
|
1.618 |
1.2888 |
|
1.000 |
1.2834 |
|
0.618 |
1.2801 |
|
HIGH |
1.2747 |
|
0.618 |
1.2714 |
|
0.500 |
1.2704 |
|
0.382 |
1.2693 |
|
LOW |
1.2660 |
|
0.618 |
1.2606 |
|
1.000 |
1.2573 |
|
1.618 |
1.2519 |
|
2.618 |
1.2432 |
|
4.250 |
1.2290 |
|
|
| Fisher Pivots for day following 15-Jun-2012 |
| Pivot |
1 day |
3 day |
| R1 |
1.2730 |
1.2724 |
| PP |
1.2717 |
1.2704 |
| S1 |
1.2704 |
1.2685 |
|