CME Japanese Yen Future June 2012
| Trading Metrics calculated at close of trading on 08-May-2012 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
07-May-2012 |
08-May-2012 |
Change |
Change % |
Previous Week |
| Open |
1.2535 |
1.2519 |
-0.0016 |
-0.1% |
1.2452 |
| High |
1.2561 |
1.2550 |
-0.0011 |
-0.1% |
1.2561 |
| Low |
1.2504 |
1.2491 |
-0.0013 |
-0.1% |
1.2409 |
| Close |
1.2514 |
1.2535 |
0.0021 |
0.2% |
1.2525 |
| Range |
0.0057 |
0.0059 |
0.0002 |
3.5% |
0.0152 |
| ATR |
0.0104 |
0.0101 |
-0.0003 |
-3.1% |
0.0000 |
| Volume |
56,340 |
62,695 |
6,355 |
11.3% |
346,811 |
|
| Daily Pivots for day following 08-May-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.2702 |
1.2678 |
1.2567 |
|
| R3 |
1.2643 |
1.2619 |
1.2551 |
|
| R2 |
1.2584 |
1.2584 |
1.2546 |
|
| R1 |
1.2560 |
1.2560 |
1.2540 |
1.2572 |
| PP |
1.2525 |
1.2525 |
1.2525 |
1.2532 |
| S1 |
1.2501 |
1.2501 |
1.2530 |
1.2513 |
| S2 |
1.2466 |
1.2466 |
1.2524 |
|
| S3 |
1.2407 |
1.2442 |
1.2519 |
|
| S4 |
1.2348 |
1.2383 |
1.2503 |
|
|
| 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% |
0.0074 |
0.6% |
83% |
False |
False |
65,869 |
| 10 |
1.2561 |
1.2245 |
0.0316 |
2.5% |
0.0098 |
0.8% |
92% |
False |
False |
75,454 |
| 20 |
1.2561 |
1.2233 |
0.0328 |
2.6% |
0.0091 |
0.7% |
92% |
False |
False |
74,731 |
| 40 |
1.2561 |
1.1889 |
0.0672 |
5.4% |
0.0112 |
0.9% |
96% |
False |
False |
81,345 |
| 60 |
1.2938 |
1.1889 |
0.1049 |
8.4% |
0.0112 |
0.9% |
62% |
False |
False |
55,559 |
| 80 |
1.3174 |
1.1889 |
0.1285 |
10.3% |
0.0101 |
0.8% |
50% |
False |
False |
41,707 |
| 100 |
1.3174 |
1.1889 |
0.1285 |
10.3% |
0.0085 |
0.7% |
50% |
False |
False |
33,372 |
| 120 |
1.3174 |
1.1889 |
0.1285 |
10.3% |
0.0072 |
0.6% |
50% |
False |
False |
27,810 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.2801 |
|
2.618 |
1.2704 |
|
1.618 |
1.2645 |
|
1.000 |
1.2609 |
|
0.618 |
1.2586 |
|
HIGH |
1.2550 |
|
0.618 |
1.2527 |
|
0.500 |
1.2521 |
|
0.382 |
1.2514 |
|
LOW |
1.2491 |
|
0.618 |
1.2455 |
|
1.000 |
1.2432 |
|
1.618 |
1.2396 |
|
2.618 |
1.2337 |
|
4.250 |
1.2240 |
|
|
| Fisher Pivots for day following 08-May-2012 |
| Pivot |
1 day |
3 day |
| R1 |
1.2530 |
1.2524 |
| PP |
1.2525 |
1.2513 |
| S1 |
1.2521 |
1.2502 |
|