CME Japanese Yen Future June 2012
| Trading Metrics calculated at close of trading on 03-May-2012 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
02-May-2012 |
03-May-2012 |
Change |
Change % |
Previous Week |
| Open |
1.2489 |
1.2482 |
-0.0007 |
-0.1% |
1.2263 |
| High |
1.2496 |
1.2488 |
-0.0008 |
-0.1% |
1.2473 |
| Low |
1.2409 |
1.2418 |
0.0009 |
0.1% |
1.2245 |
| Close |
1.2480 |
1.2459 |
-0.0021 |
-0.2% |
1.2445 |
| Range |
0.0087 |
0.0070 |
-0.0017 |
-19.5% |
0.0228 |
| ATR |
0.0112 |
0.0109 |
-0.0003 |
-2.7% |
0.0000 |
| Volume |
73,281 |
58,385 |
-14,896 |
-20.3% |
433,807 |
|
| Daily Pivots for day following 03-May-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.2665 |
1.2632 |
1.2498 |
|
| R3 |
1.2595 |
1.2562 |
1.2478 |
|
| R2 |
1.2525 |
1.2525 |
1.2472 |
|
| R1 |
1.2492 |
1.2492 |
1.2465 |
1.2474 |
| PP |
1.2455 |
1.2455 |
1.2455 |
1.2446 |
| S1 |
1.2422 |
1.2422 |
1.2453 |
1.2404 |
| S2 |
1.2385 |
1.2385 |
1.2446 |
|
| S3 |
1.2315 |
1.2352 |
1.2440 |
|
| S4 |
1.2245 |
1.2282 |
1.2421 |
|
|
| 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% |
0.0111 |
0.9% |
63% |
False |
False |
74,293 |
| 10 |
1.2561 |
1.2233 |
0.0328 |
2.6% |
0.0100 |
0.8% |
69% |
False |
False |
75,450 |
| 20 |
1.2561 |
1.2133 |
0.0428 |
3.4% |
0.0098 |
0.8% |
76% |
False |
False |
77,476 |
| 40 |
1.2561 |
1.1889 |
0.0672 |
5.4% |
0.0115 |
0.9% |
85% |
False |
False |
77,713 |
| 60 |
1.3043 |
1.1889 |
0.1154 |
9.3% |
0.0112 |
0.9% |
49% |
False |
False |
52,286 |
| 80 |
1.3174 |
1.1889 |
0.1285 |
10.3% |
0.0099 |
0.8% |
44% |
False |
False |
39,237 |
| 100 |
1.3174 |
1.1889 |
0.1285 |
10.3% |
0.0084 |
0.7% |
44% |
False |
False |
31,396 |
| 120 |
1.3174 |
1.1889 |
0.1285 |
10.3% |
0.0070 |
0.6% |
44% |
False |
False |
26,163 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.2786 |
|
2.618 |
1.2671 |
|
1.618 |
1.2601 |
|
1.000 |
1.2558 |
|
0.618 |
1.2531 |
|
HIGH |
1.2488 |
|
0.618 |
1.2461 |
|
0.500 |
1.2453 |
|
0.382 |
1.2445 |
|
LOW |
1.2418 |
|
0.618 |
1.2375 |
|
1.000 |
1.2348 |
|
1.618 |
1.2305 |
|
2.618 |
1.2235 |
|
4.250 |
1.2121 |
|
|
| Fisher Pivots for day following 03-May-2012 |
| Pivot |
1 day |
3 day |
| R1 |
1.2457 |
1.2485 |
| PP |
1.2455 |
1.2476 |
| S1 |
1.2453 |
1.2468 |
|