CME Japanese Yen Future June 2012
| Trading Metrics calculated at close of trading on 09-May-2012 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
08-May-2012 |
09-May-2012 |
Change |
Change % |
Previous Week |
| Open |
1.2519 |
1.2521 |
0.0002 |
0.0% |
1.2452 |
| High |
1.2550 |
1.2595 |
0.0045 |
0.4% |
1.2561 |
| Low |
1.2491 |
1.2513 |
0.0022 |
0.2% |
1.2409 |
| Close |
1.2535 |
1.2554 |
0.0019 |
0.2% |
1.2525 |
| Range |
0.0059 |
0.0082 |
0.0023 |
39.0% |
0.0152 |
| ATR |
0.0101 |
0.0100 |
-0.0001 |
-1.3% |
0.0000 |
| Volume |
62,695 |
83,775 |
21,080 |
33.6% |
346,811 |
|
| Daily Pivots for day following 09-May-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.2800 |
1.2759 |
1.2599 |
|
| R3 |
1.2718 |
1.2677 |
1.2577 |
|
| R2 |
1.2636 |
1.2636 |
1.2569 |
|
| R1 |
1.2595 |
1.2595 |
1.2562 |
1.2616 |
| PP |
1.2554 |
1.2554 |
1.2554 |
1.2564 |
| S1 |
1.2513 |
1.2513 |
1.2546 |
1.2534 |
| S2 |
1.2472 |
1.2472 |
1.2539 |
|
| S3 |
1.2390 |
1.2431 |
1.2531 |
|
| S4 |
1.2308 |
1.2349 |
1.2509 |
|
|
| 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 |
1.2595 |
1.2418 |
0.0177 |
1.4% |
0.0073 |
0.6% |
77% |
True |
False |
67,968 |
| 10 |
1.2595 |
1.2283 |
0.0312 |
2.5% |
0.0096 |
0.8% |
87% |
True |
False |
74,475 |
| 20 |
1.2595 |
1.2233 |
0.0362 |
2.9% |
0.0091 |
0.7% |
89% |
True |
False |
74,867 |
| 40 |
1.2595 |
1.1889 |
0.0706 |
5.6% |
0.0109 |
0.9% |
94% |
True |
False |
82,157 |
| 60 |
1.2926 |
1.1889 |
0.1037 |
8.3% |
0.0112 |
0.9% |
64% |
False |
False |
56,949 |
| 80 |
1.3174 |
1.1889 |
0.1285 |
10.2% |
0.0101 |
0.8% |
52% |
False |
False |
42,754 |
| 100 |
1.3174 |
1.1889 |
0.1285 |
10.2% |
0.0086 |
0.7% |
52% |
False |
False |
34,209 |
| 120 |
1.3174 |
1.1889 |
0.1285 |
10.2% |
0.0072 |
0.6% |
52% |
False |
False |
28,509 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.2944 |
|
2.618 |
1.2810 |
|
1.618 |
1.2728 |
|
1.000 |
1.2677 |
|
0.618 |
1.2646 |
|
HIGH |
1.2595 |
|
0.618 |
1.2564 |
|
0.500 |
1.2554 |
|
0.382 |
1.2544 |
|
LOW |
1.2513 |
|
0.618 |
1.2462 |
|
1.000 |
1.2431 |
|
1.618 |
1.2380 |
|
2.618 |
1.2298 |
|
4.250 |
1.2165 |
|
|
| Fisher Pivots for day following 09-May-2012 |
| Pivot |
1 day |
3 day |
| R1 |
1.2554 |
1.2550 |
| PP |
1.2554 |
1.2547 |
| S1 |
1.2554 |
1.2543 |
|