CME Japanese Yen Future June 2012
| Trading Metrics calculated at close of trading on 02-May-2012 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
01-May-2012 |
02-May-2012 |
Change |
Change % |
Previous Week |
| Open |
1.2531 |
1.2489 |
-0.0042 |
-0.3% |
1.2263 |
| High |
1.2561 |
1.2496 |
-0.0065 |
-0.5% |
1.2473 |
| Low |
1.2457 |
1.2409 |
-0.0048 |
-0.4% |
1.2245 |
| Close |
1.2472 |
1.2480 |
0.0008 |
0.1% |
1.2445 |
| Range |
0.0104 |
0.0087 |
-0.0017 |
-16.3% |
0.0228 |
| ATR |
0.0114 |
0.0112 |
-0.0002 |
-1.7% |
0.0000 |
| Volume |
64,607 |
73,281 |
8,674 |
13.4% |
433,807 |
|
| Daily Pivots for day following 02-May-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.2723 |
1.2688 |
1.2528 |
|
| R3 |
1.2636 |
1.2601 |
1.2504 |
|
| R2 |
1.2549 |
1.2549 |
1.2496 |
|
| R1 |
1.2514 |
1.2514 |
1.2488 |
1.2488 |
| PP |
1.2462 |
1.2462 |
1.2462 |
1.2449 |
| S1 |
1.2427 |
1.2427 |
1.2472 |
1.2401 |
| S2 |
1.2375 |
1.2375 |
1.2464 |
|
| S3 |
1.2288 |
1.2340 |
1.2456 |
|
| S4 |
1.2201 |
1.2253 |
1.2432 |
|
|
| 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 |
1.2283 |
0.0278 |
2.2% |
0.0120 |
1.0% |
71% |
False |
False |
80,982 |
| 10 |
1.2561 |
1.2233 |
0.0328 |
2.6% |
0.0102 |
0.8% |
75% |
False |
False |
77,624 |
| 20 |
1.2561 |
1.2058 |
0.0503 |
4.0% |
0.0101 |
0.8% |
84% |
False |
False |
78,851 |
| 40 |
1.2561 |
1.1889 |
0.0672 |
5.4% |
0.0115 |
0.9% |
88% |
False |
False |
76,447 |
| 60 |
1.3067 |
1.1889 |
0.1178 |
9.4% |
0.0111 |
0.9% |
50% |
False |
False |
51,315 |
| 80 |
1.3174 |
1.1889 |
0.1285 |
10.3% |
0.0098 |
0.8% |
46% |
False |
False |
38,507 |
| 100 |
1.3174 |
1.1889 |
0.1285 |
10.3% |
0.0083 |
0.7% |
46% |
False |
False |
30,812 |
| 120 |
1.3174 |
1.1889 |
0.1285 |
10.3% |
0.0069 |
0.6% |
46% |
False |
False |
25,677 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.2866 |
|
2.618 |
1.2724 |
|
1.618 |
1.2637 |
|
1.000 |
1.2583 |
|
0.618 |
1.2550 |
|
HIGH |
1.2496 |
|
0.618 |
1.2463 |
|
0.500 |
1.2453 |
|
0.382 |
1.2442 |
|
LOW |
1.2409 |
|
0.618 |
1.2355 |
|
1.000 |
1.2322 |
|
1.618 |
1.2268 |
|
2.618 |
1.2181 |
|
4.250 |
1.2039 |
|
|
| Fisher Pivots for day following 02-May-2012 |
| Pivot |
1 day |
3 day |
| R1 |
1.2471 |
1.2485 |
| PP |
1.2462 |
1.2483 |
| S1 |
1.2453 |
1.2482 |
|