CME Japanese Yen Future June 2012
| Trading Metrics calculated at close of trading on 10-May-2012 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
09-May-2012 |
10-May-2012 |
Change |
Change % |
Previous Week |
| Open |
1.2521 |
1.2557 |
0.0036 |
0.3% |
1.2452 |
| High |
1.2595 |
1.2566 |
-0.0029 |
-0.2% |
1.2561 |
| Low |
1.2513 |
1.2501 |
-0.0012 |
-0.1% |
1.2409 |
| Close |
1.2554 |
1.2518 |
-0.0036 |
-0.3% |
1.2525 |
| Range |
0.0082 |
0.0065 |
-0.0017 |
-20.7% |
0.0152 |
| ATR |
0.0100 |
0.0097 |
-0.0002 |
-2.5% |
0.0000 |
| Volume |
83,775 |
75,385 |
-8,390 |
-10.0% |
346,811 |
|
| Daily Pivots for day following 10-May-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.2723 |
1.2686 |
1.2554 |
|
| R3 |
1.2658 |
1.2621 |
1.2536 |
|
| R2 |
1.2593 |
1.2593 |
1.2530 |
|
| R1 |
1.2556 |
1.2556 |
1.2524 |
1.2542 |
| PP |
1.2528 |
1.2528 |
1.2528 |
1.2522 |
| S1 |
1.2491 |
1.2491 |
1.2512 |
1.2477 |
| S2 |
1.2463 |
1.2463 |
1.2506 |
|
| S3 |
1.2398 |
1.2426 |
1.2500 |
|
| S4 |
1.2333 |
1.2361 |
1.2482 |
|
|
| 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 |
1.2442 |
0.0153 |
1.2% |
0.0072 |
0.6% |
50% |
False |
False |
71,368 |
| 10 |
1.2595 |
1.2283 |
0.0312 |
2.5% |
0.0091 |
0.7% |
75% |
False |
False |
72,831 |
| 20 |
1.2595 |
1.2233 |
0.0362 |
2.9% |
0.0091 |
0.7% |
79% |
False |
False |
74,605 |
| 40 |
1.2595 |
1.1889 |
0.0706 |
5.6% |
0.0108 |
0.9% |
89% |
False |
False |
82,737 |
| 60 |
1.2803 |
1.1889 |
0.0914 |
7.3% |
0.0111 |
0.9% |
69% |
False |
False |
58,204 |
| 80 |
1.3174 |
1.1889 |
0.1285 |
10.3% |
0.0101 |
0.8% |
49% |
False |
False |
43,696 |
| 100 |
1.3174 |
1.1889 |
0.1285 |
10.3% |
0.0087 |
0.7% |
49% |
False |
False |
34,963 |
| 120 |
1.3174 |
1.1889 |
0.1285 |
10.3% |
0.0073 |
0.6% |
49% |
False |
False |
29,137 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.2842 |
|
2.618 |
1.2736 |
|
1.618 |
1.2671 |
|
1.000 |
1.2631 |
|
0.618 |
1.2606 |
|
HIGH |
1.2566 |
|
0.618 |
1.2541 |
|
0.500 |
1.2534 |
|
0.382 |
1.2526 |
|
LOW |
1.2501 |
|
0.618 |
1.2461 |
|
1.000 |
1.2436 |
|
1.618 |
1.2396 |
|
2.618 |
1.2331 |
|
4.250 |
1.2225 |
|
|
| Fisher Pivots for day following 10-May-2012 |
| Pivot |
1 day |
3 day |
| R1 |
1.2534 |
1.2543 |
| PP |
1.2528 |
1.2535 |
| S1 |
1.2523 |
1.2526 |
|