CME Japanese Yen Future December 2012
| Trading Metrics calculated at close of trading on 28-Jun-2012 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
27-Jun-2012 |
28-Jun-2012 |
Change |
Change % |
Previous Week |
| Open |
1.2586 |
1.2625 |
0.0039 |
0.3% |
1.2628 |
| High |
1.2586 |
1.2633 |
0.0047 |
0.4% |
1.2698 |
| Low |
1.2565 |
1.2623 |
0.0058 |
0.5% |
1.2457 |
| Close |
1.2571 |
1.2624 |
0.0053 |
0.4% |
1.2461 |
| Range |
0.0021 |
0.0010 |
-0.0011 |
-52.4% |
0.0241 |
| ATR |
0.0070 |
0.0069 |
-0.0001 |
-0.8% |
0.0000 |
| Volume |
10 |
23 |
13 |
130.0% |
152 |
|
| Daily Pivots for day following 28-Jun-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.2657 |
1.2650 |
1.2630 |
|
| R3 |
1.2647 |
1.2640 |
1.2627 |
|
| R2 |
1.2637 |
1.2637 |
1.2626 |
|
| R1 |
1.2630 |
1.2630 |
1.2625 |
1.2629 |
| PP |
1.2627 |
1.2627 |
1.2627 |
1.2626 |
| S1 |
1.2620 |
1.2620 |
1.2623 |
1.2619 |
| S2 |
1.2617 |
1.2617 |
1.2622 |
|
| S3 |
1.2607 |
1.2610 |
1.2621 |
|
| S4 |
1.2597 |
1.2600 |
1.2619 |
|
|
| Weekly Pivots for week ending 22-Jun-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.3262 |
1.3102 |
1.2594 |
|
| R3 |
1.3021 |
1.2861 |
1.2527 |
|
| R2 |
1.2780 |
1.2780 |
1.2505 |
|
| R1 |
1.2620 |
1.2620 |
1.2483 |
1.2580 |
| PP |
1.2539 |
1.2539 |
1.2539 |
1.2518 |
| S1 |
1.2379 |
1.2379 |
1.2439 |
1.2339 |
| S2 |
1.2298 |
1.2298 |
1.2417 |
|
| S3 |
1.2057 |
1.2138 |
1.2395 |
|
| S4 |
1.1816 |
1.1897 |
1.2328 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1.2640 |
1.2438 |
0.0202 |
1.6% |
0.0052 |
0.4% |
92% |
False |
False |
29 |
| 10 |
1.2747 |
1.2438 |
0.0309 |
2.4% |
0.0058 |
0.5% |
60% |
False |
False |
36 |
| 20 |
1.2920 |
1.2438 |
0.0482 |
3.8% |
0.0043 |
0.3% |
39% |
False |
False |
26 |
| 40 |
1.2920 |
1.2438 |
0.0482 |
3.8% |
0.0034 |
0.3% |
39% |
False |
False |
16 |
| 60 |
1.2920 |
1.2183 |
0.0737 |
5.8% |
0.0030 |
0.2% |
60% |
False |
False |
12 |
| 80 |
1.2920 |
1.1980 |
0.0940 |
7.4% |
0.0024 |
0.2% |
69% |
False |
False |
11 |
| 100 |
1.3040 |
1.1980 |
0.1060 |
8.4% |
0.0021 |
0.2% |
61% |
False |
False |
9 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.2676 |
|
2.618 |
1.2659 |
|
1.618 |
1.2649 |
|
1.000 |
1.2643 |
|
0.618 |
1.2639 |
|
HIGH |
1.2633 |
|
0.618 |
1.2629 |
|
0.500 |
1.2628 |
|
0.382 |
1.2627 |
|
LOW |
1.2623 |
|
0.618 |
1.2617 |
|
1.000 |
1.2613 |
|
1.618 |
1.2607 |
|
2.618 |
1.2597 |
|
4.250 |
1.2581 |
|
|
| Fisher Pivots for day following 28-Jun-2012 |
| Pivot |
1 day |
3 day |
| R1 |
1.2628 |
1.2617 |
| PP |
1.2627 |
1.2610 |
| S1 |
1.2625 |
1.2603 |
|