CME Japanese Yen Future June 2012
| Trading Metrics calculated at close of trading on 01-May-2012 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
30-Apr-2012 |
01-May-2012 |
Change |
Change % |
Previous Week |
| Open |
1.2452 |
1.2531 |
0.0079 |
0.6% |
1.2263 |
| High |
1.2547 |
1.2561 |
0.0014 |
0.1% |
1.2473 |
| Low |
1.2445 |
1.2457 |
0.0012 |
0.1% |
1.2245 |
| Close |
1.2536 |
1.2472 |
-0.0064 |
-0.5% |
1.2445 |
| Range |
0.0102 |
0.0104 |
0.0002 |
2.0% |
0.0228 |
| ATR |
0.0115 |
0.0114 |
-0.0001 |
-0.7% |
0.0000 |
| Volume |
71,891 |
64,607 |
-7,284 |
-10.1% |
433,807 |
|
| Daily Pivots for day following 01-May-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.2809 |
1.2744 |
1.2529 |
|
| R3 |
1.2705 |
1.2640 |
1.2501 |
|
| R2 |
1.2601 |
1.2601 |
1.2491 |
|
| R1 |
1.2536 |
1.2536 |
1.2482 |
1.2517 |
| PP |
1.2497 |
1.2497 |
1.2497 |
1.2487 |
| S1 |
1.2432 |
1.2432 |
1.2462 |
1.2413 |
| S2 |
1.2393 |
1.2393 |
1.2453 |
|
| S3 |
1.2289 |
1.2328 |
1.2443 |
|
| S4 |
1.2185 |
1.2224 |
1.2415 |
|
|
| Weekly Pivots for week ending 27-Apr-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.3072 |
1.2986 |
1.2570 |
|
| R3 |
1.2844 |
1.2758 |
1.2508 |
|
| R2 |
1.2616 |
1.2616 |
1.2487 |
|
| R1 |
1.2530 |
1.2530 |
1.2466 |
1.2573 |
| PP |
1.2388 |
1.2388 |
1.2388 |
1.2409 |
| S1 |
1.2302 |
1.2302 |
1.2424 |
1.2345 |
| S2 |
1.2160 |
1.2160 |
1.2403 |
|
| S3 |
1.1932 |
1.2074 |
1.2382 |
|
| S4 |
1.1704 |
1.1846 |
1.2320 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1.2561 |
1.2245 |
0.0316 |
2.5% |
0.0121 |
1.0% |
72% |
True |
False |
85,038 |
| 10 |
1.2561 |
1.2233 |
0.0328 |
2.6% |
0.0105 |
0.8% |
73% |
True |
False |
77,574 |
| 20 |
1.2561 |
1.2057 |
0.0504 |
4.0% |
0.0108 |
0.9% |
82% |
True |
False |
80,171 |
| 40 |
1.2561 |
1.1889 |
0.0672 |
5.4% |
0.0117 |
0.9% |
87% |
True |
False |
74,739 |
| 60 |
1.3084 |
1.1889 |
0.1195 |
9.6% |
0.0111 |
0.9% |
49% |
False |
False |
50,095 |
| 80 |
1.3174 |
1.1889 |
0.1285 |
10.3% |
0.0097 |
0.8% |
45% |
False |
False |
37,591 |
| 100 |
1.3174 |
1.1889 |
0.1285 |
10.3% |
0.0082 |
0.7% |
45% |
False |
False |
30,079 |
| 120 |
1.3174 |
1.1889 |
0.1285 |
10.3% |
0.0069 |
0.6% |
45% |
False |
False |
25,066 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.3003 |
|
2.618 |
1.2833 |
|
1.618 |
1.2729 |
|
1.000 |
1.2665 |
|
0.618 |
1.2625 |
|
HIGH |
1.2561 |
|
0.618 |
1.2521 |
|
0.500 |
1.2509 |
|
0.382 |
1.2497 |
|
LOW |
1.2457 |
|
0.618 |
1.2393 |
|
1.000 |
1.2353 |
|
1.618 |
1.2289 |
|
2.618 |
1.2185 |
|
4.250 |
1.2015 |
|
|
| Fisher Pivots for day following 01-May-2012 |
| Pivot |
1 day |
3 day |
| R1 |
1.2509 |
1.2455 |
| PP |
1.2497 |
1.2439 |
| S1 |
1.2484 |
1.2422 |
|