CME Japanese Yen Future December 2012
| Trading Metrics calculated at close of trading on 18-Jun-2012 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
15-Jun-2012 |
18-Jun-2012 |
Change |
Change % |
Previous Week |
| Open |
1.2660 |
1.2628 |
-0.0032 |
-0.3% |
1.2616 |
| High |
1.2747 |
1.2672 |
-0.0075 |
-0.6% |
1.2747 |
| Low |
1.2660 |
1.2628 |
-0.0032 |
-0.3% |
1.2600 |
| Close |
1.2743 |
1.2672 |
-0.0071 |
-0.6% |
1.2743 |
| Range |
0.0087 |
0.0044 |
-0.0043 |
-49.4% |
0.0147 |
| ATR |
0.0058 |
0.0062 |
0.0004 |
7.1% |
0.0000 |
| Volume |
131 |
39 |
-92 |
-70.2% |
190 |
|
| Daily Pivots for day following 18-Jun-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.2789 |
1.2775 |
1.2696 |
|
| R3 |
1.2745 |
1.2731 |
1.2684 |
|
| R2 |
1.2701 |
1.2701 |
1.2680 |
|
| R1 |
1.2687 |
1.2687 |
1.2676 |
1.2694 |
| PP |
1.2657 |
1.2657 |
1.2657 |
1.2661 |
| S1 |
1.2643 |
1.2643 |
1.2668 |
1.2650 |
| S2 |
1.2613 |
1.2613 |
1.2664 |
|
| S3 |
1.2569 |
1.2599 |
1.2660 |
|
| S4 |
1.2525 |
1.2555 |
1.2648 |
|
|
| 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% |
0.0040 |
0.3% |
49% |
False |
False |
45 |
| 10 |
1.2747 |
1.2580 |
0.0167 |
1.3% |
0.0029 |
0.2% |
55% |
False |
False |
29 |
| 20 |
1.2920 |
1.2517 |
0.0403 |
3.2% |
0.0028 |
0.2% |
38% |
False |
False |
20 |
| 40 |
1.2920 |
1.2337 |
0.0583 |
4.6% |
0.0023 |
0.2% |
57% |
False |
False |
11 |
| 60 |
1.2920 |
1.2069 |
0.0851 |
6.7% |
0.0024 |
0.2% |
71% |
False |
False |
9 |
| 80 |
1.2920 |
1.1980 |
0.0940 |
7.4% |
0.0020 |
0.2% |
74% |
False |
False |
8 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.2859 |
|
2.618 |
1.2787 |
|
1.618 |
1.2743 |
|
1.000 |
1.2716 |
|
0.618 |
1.2699 |
|
HIGH |
1.2672 |
|
0.618 |
1.2655 |
|
0.500 |
1.2650 |
|
0.382 |
1.2645 |
|
LOW |
1.2628 |
|
0.618 |
1.2601 |
|
1.000 |
1.2584 |
|
1.618 |
1.2557 |
|
2.618 |
1.2513 |
|
4.250 |
1.2441 |
|
|
| Fisher Pivots for day following 18-Jun-2012 |
| Pivot |
1 day |
3 day |
| R1 |
1.2665 |
1.2685 |
| PP |
1.2657 |
1.2680 |
| S1 |
1.2650 |
1.2676 |
|