CME Japanese Yen Future June 2012
| Trading Metrics calculated at close of trading on 14-May-2012 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
11-May-2012 |
14-May-2012 |
Change |
Change % |
Previous Week |
| Open |
1.2521 |
1.2515 |
-0.0006 |
0.0% |
1.2535 |
| High |
1.2547 |
1.2553 |
0.0006 |
0.0% |
1.2595 |
| Low |
1.2505 |
1.2475 |
-0.0030 |
-0.2% |
1.2491 |
| Close |
1.2523 |
1.2525 |
0.0002 |
0.0% |
1.2523 |
| Range |
0.0042 |
0.0078 |
0.0036 |
85.7% |
0.0104 |
| ATR |
0.0093 |
0.0092 |
-0.0001 |
-1.2% |
0.0000 |
| Volume |
65,382 |
69,193 |
3,811 |
5.8% |
343,577 |
|
| Daily Pivots for day following 14-May-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.2752 |
1.2716 |
1.2568 |
|
| R3 |
1.2674 |
1.2638 |
1.2546 |
|
| R2 |
1.2596 |
1.2596 |
1.2539 |
|
| R1 |
1.2560 |
1.2560 |
1.2532 |
1.2578 |
| PP |
1.2518 |
1.2518 |
1.2518 |
1.2527 |
| S1 |
1.2482 |
1.2482 |
1.2518 |
1.2500 |
| S2 |
1.2440 |
1.2440 |
1.2511 |
|
| S3 |
1.2362 |
1.2404 |
1.2504 |
|
| S4 |
1.2284 |
1.2326 |
1.2482 |
|
|
| Weekly Pivots for week ending 11-May-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.2848 |
1.2790 |
1.2580 |
|
| R3 |
1.2744 |
1.2686 |
1.2552 |
|
| R2 |
1.2640 |
1.2640 |
1.2542 |
|
| R1 |
1.2582 |
1.2582 |
1.2533 |
1.2559 |
| PP |
1.2536 |
1.2536 |
1.2536 |
1.2525 |
| S1 |
1.2478 |
1.2478 |
1.2513 |
1.2455 |
| S2 |
1.2432 |
1.2432 |
1.2504 |
|
| S3 |
1.2328 |
1.2374 |
1.2494 |
|
| S4 |
1.2224 |
1.2270 |
1.2466 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1.2595 |
1.2475 |
0.0120 |
1.0% |
0.0065 |
0.5% |
42% |
False |
True |
71,286 |
| 10 |
1.2595 |
1.2409 |
0.0186 |
1.5% |
0.0074 |
0.6% |
62% |
False |
False |
68,769 |
| 20 |
1.2595 |
1.2233 |
0.0362 |
2.9% |
0.0089 |
0.7% |
81% |
False |
False |
73,610 |
| 40 |
1.2595 |
1.1900 |
0.0695 |
5.5% |
0.0104 |
0.8% |
90% |
False |
False |
82,251 |
| 60 |
1.2673 |
1.1889 |
0.0784 |
6.3% |
0.0110 |
0.9% |
81% |
False |
False |
60,430 |
| 80 |
1.3174 |
1.1889 |
0.1285 |
10.3% |
0.0101 |
0.8% |
49% |
False |
False |
45,376 |
| 100 |
1.3174 |
1.1889 |
0.1285 |
10.3% |
0.0088 |
0.7% |
49% |
False |
False |
36,307 |
| 120 |
1.3174 |
1.1889 |
0.1285 |
10.3% |
0.0074 |
0.6% |
49% |
False |
False |
30,258 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.2885 |
|
2.618 |
1.2757 |
|
1.618 |
1.2679 |
|
1.000 |
1.2631 |
|
0.618 |
1.2601 |
|
HIGH |
1.2553 |
|
0.618 |
1.2523 |
|
0.500 |
1.2514 |
|
0.382 |
1.2505 |
|
LOW |
1.2475 |
|
0.618 |
1.2427 |
|
1.000 |
1.2397 |
|
1.618 |
1.2349 |
|
2.618 |
1.2271 |
|
4.250 |
1.2144 |
|
|
| Fisher Pivots for day following 14-May-2012 |
| Pivot |
1 day |
3 day |
| R1 |
1.2521 |
1.2524 |
| PP |
1.2518 |
1.2522 |
| S1 |
1.2514 |
1.2521 |
|