CME Japanese Yen Future December 2012
Trading Metrics calculated at close of trading on 19-Jun-2012 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
18-Jun-2012 |
19-Jun-2012 |
Change |
Change % |
Previous Week |
Open |
1.2628 |
1.2697 |
0.0069 |
0.5% |
1.2616 |
High |
1.2672 |
1.2698 |
0.0026 |
0.2% |
1.2747 |
Low |
1.2628 |
1.2685 |
0.0057 |
0.5% |
1.2600 |
Close |
1.2672 |
1.2685 |
0.0013 |
0.1% |
1.2743 |
Range |
0.0044 |
0.0013 |
-0.0031 |
-70.5% |
0.0147 |
ATR |
0.0062 |
0.0059 |
-0.0003 |
-4.1% |
0.0000 |
Volume |
39 |
6 |
-33 |
-84.6% |
190 |
|
Daily Pivots for day following 19-Jun-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1.2728 |
1.2720 |
1.2692 |
|
R3 |
1.2715 |
1.2707 |
1.2689 |
|
R2 |
1.2702 |
1.2702 |
1.2687 |
|
R1 |
1.2694 |
1.2694 |
1.2686 |
1.2692 |
PP |
1.2689 |
1.2689 |
1.2689 |
1.2688 |
S1 |
1.2681 |
1.2681 |
1.2684 |
1.2679 |
S2 |
1.2676 |
1.2676 |
1.2683 |
|
S3 |
1.2663 |
1.2668 |
1.2681 |
|
S4 |
1.2650 |
1.2655 |
1.2678 |
|
|
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 |
1.2622 |
0.0125 |
1.0% |
0.0039 |
0.3% |
50% |
False |
False |
46 |
10 |
1.2747 |
1.2580 |
0.0167 |
1.3% |
0.0030 |
0.2% |
63% |
False |
False |
29 |
20 |
1.2920 |
1.2517 |
0.0403 |
3.2% |
0.0028 |
0.2% |
42% |
False |
False |
19 |
40 |
1.2920 |
1.2337 |
0.0583 |
4.6% |
0.0023 |
0.2% |
60% |
False |
False |
11 |
60 |
1.2920 |
1.2069 |
0.0851 |
6.7% |
0.0024 |
0.2% |
72% |
False |
False |
10 |
80 |
1.2920 |
1.1980 |
0.0940 |
7.4% |
0.0020 |
0.2% |
75% |
False |
False |
8 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
1.2753 |
2.618 |
1.2732 |
1.618 |
1.2719 |
1.000 |
1.2711 |
0.618 |
1.2706 |
HIGH |
1.2698 |
0.618 |
1.2693 |
0.500 |
1.2692 |
0.382 |
1.2690 |
LOW |
1.2685 |
0.618 |
1.2677 |
1.000 |
1.2672 |
1.618 |
1.2664 |
2.618 |
1.2651 |
4.250 |
1.2630 |
|
|
Fisher Pivots for day following 19-Jun-2012 |
Pivot |
1 day |
3 day |
R1 |
1.2692 |
1.2688 |
PP |
1.2689 |
1.2687 |
S1 |
1.2687 |
1.2686 |
|