CME Japanese Yen Future June 2012
| Trading Metrics calculated at close of trading on 07-May-2012 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
04-May-2012 |
07-May-2012 |
Change |
Change % |
Previous Week |
| Open |
1.2475 |
1.2535 |
0.0060 |
0.5% |
1.2452 |
| High |
1.2537 |
1.2561 |
0.0024 |
0.2% |
1.2561 |
| Low |
1.2442 |
1.2504 |
0.0062 |
0.5% |
1.2409 |
| Close |
1.2525 |
1.2514 |
-0.0011 |
-0.1% |
1.2525 |
| Range |
0.0095 |
0.0057 |
-0.0038 |
-40.0% |
0.0152 |
| ATR |
0.0108 |
0.0104 |
-0.0004 |
-3.4% |
0.0000 |
| Volume |
78,647 |
56,340 |
-22,307 |
-28.4% |
346,811 |
|
| Daily Pivots for day following 07-May-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.2697 |
1.2663 |
1.2545 |
|
| R3 |
1.2640 |
1.2606 |
1.2530 |
|
| R2 |
1.2583 |
1.2583 |
1.2524 |
|
| R1 |
1.2549 |
1.2549 |
1.2519 |
1.2538 |
| PP |
1.2526 |
1.2526 |
1.2526 |
1.2521 |
| S1 |
1.2492 |
1.2492 |
1.2509 |
1.2481 |
| S2 |
1.2469 |
1.2469 |
1.2504 |
|
| S3 |
1.2412 |
1.2435 |
1.2498 |
|
| S4 |
1.2355 |
1.2378 |
1.2483 |
|
|
| Weekly Pivots for week ending 04-May-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.2954 |
1.2892 |
1.2609 |
|
| R3 |
1.2802 |
1.2740 |
1.2567 |
|
| R2 |
1.2650 |
1.2650 |
1.2553 |
|
| R1 |
1.2588 |
1.2588 |
1.2539 |
1.2619 |
| PP |
1.2498 |
1.2498 |
1.2498 |
1.2514 |
| S1 |
1.2436 |
1.2436 |
1.2511 |
1.2467 |
| S2 |
1.2346 |
1.2346 |
1.2497 |
|
| S3 |
1.2194 |
1.2284 |
1.2483 |
|
| S4 |
1.2042 |
1.2132 |
1.2441 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1.2561 |
1.2409 |
0.0152 |
1.2% |
0.0083 |
0.7% |
69% |
True |
False |
66,252 |
| 10 |
1.2561 |
1.2245 |
0.0316 |
2.5% |
0.0100 |
0.8% |
85% |
True |
False |
75,941 |
| 20 |
1.2561 |
1.2225 |
0.0336 |
2.7% |
0.0097 |
0.8% |
86% |
True |
False |
76,912 |
| 40 |
1.2561 |
1.1889 |
0.0672 |
5.4% |
0.0112 |
0.9% |
93% |
True |
False |
80,178 |
| 60 |
1.2938 |
1.1889 |
0.1049 |
8.4% |
0.0112 |
0.9% |
60% |
False |
False |
54,533 |
| 80 |
1.3174 |
1.1889 |
0.1285 |
10.3% |
0.0100 |
0.8% |
49% |
False |
False |
40,924 |
| 100 |
1.3174 |
1.1889 |
0.1285 |
10.3% |
0.0085 |
0.7% |
49% |
False |
False |
32,745 |
| 120 |
1.3174 |
1.1889 |
0.1285 |
10.3% |
0.0071 |
0.6% |
49% |
False |
False |
27,288 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.2803 |
|
2.618 |
1.2710 |
|
1.618 |
1.2653 |
|
1.000 |
1.2618 |
|
0.618 |
1.2596 |
|
HIGH |
1.2561 |
|
0.618 |
1.2539 |
|
0.500 |
1.2533 |
|
0.382 |
1.2526 |
|
LOW |
1.2504 |
|
0.618 |
1.2469 |
|
1.000 |
1.2447 |
|
1.618 |
1.2412 |
|
2.618 |
1.2355 |
|
4.250 |
1.2262 |
|
|
| Fisher Pivots for day following 07-May-2012 |
| Pivot |
1 day |
3 day |
| R1 |
1.2533 |
1.2506 |
| PP |
1.2526 |
1.2498 |
| S1 |
1.2520 |
1.2490 |
|