CME Japanese Yen Future June 2012
| Trading Metrics calculated at close of trading on 15-May-2012 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
14-May-2012 |
15-May-2012 |
Change |
Change % |
Previous Week |
| Open |
1.2515 |
1.2527 |
0.0012 |
0.1% |
1.2535 |
| High |
1.2553 |
1.2533 |
-0.0020 |
-0.2% |
1.2595 |
| Low |
1.2475 |
1.2451 |
-0.0024 |
-0.2% |
1.2491 |
| Close |
1.2525 |
1.2459 |
-0.0066 |
-0.5% |
1.2523 |
| Range |
0.0078 |
0.0082 |
0.0004 |
5.1% |
0.0104 |
| ATR |
0.0092 |
0.0091 |
-0.0001 |
-0.8% |
0.0000 |
| Volume |
69,193 |
91,411 |
22,218 |
32.1% |
343,577 |
|
| Daily Pivots for day following 15-May-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.2727 |
1.2675 |
1.2504 |
|
| R3 |
1.2645 |
1.2593 |
1.2482 |
|
| R2 |
1.2563 |
1.2563 |
1.2474 |
|
| R1 |
1.2511 |
1.2511 |
1.2467 |
1.2496 |
| PP |
1.2481 |
1.2481 |
1.2481 |
1.2474 |
| S1 |
1.2429 |
1.2429 |
1.2451 |
1.2414 |
| S2 |
1.2399 |
1.2399 |
1.2444 |
|
| S3 |
1.2317 |
1.2347 |
1.2436 |
|
| S4 |
1.2235 |
1.2265 |
1.2414 |
|
|
| 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 |
1.2451 |
0.0144 |
1.2% |
0.0070 |
0.6% |
6% |
False |
True |
77,029 |
| 10 |
1.2595 |
1.2409 |
0.0186 |
1.5% |
0.0072 |
0.6% |
27% |
False |
False |
71,449 |
| 20 |
1.2595 |
1.2233 |
0.0362 |
2.9% |
0.0088 |
0.7% |
62% |
False |
False |
74,512 |
| 40 |
1.2595 |
1.1900 |
0.0695 |
5.6% |
0.0104 |
0.8% |
80% |
False |
False |
82,538 |
| 60 |
1.2612 |
1.1889 |
0.0723 |
5.8% |
0.0110 |
0.9% |
79% |
False |
False |
61,948 |
| 80 |
1.3174 |
1.1889 |
0.1285 |
10.3% |
0.0101 |
0.8% |
44% |
False |
False |
46,519 |
| 100 |
1.3174 |
1.1889 |
0.1285 |
10.3% |
0.0089 |
0.7% |
44% |
False |
False |
37,220 |
| 120 |
1.3174 |
1.1889 |
0.1285 |
10.3% |
0.0075 |
0.6% |
44% |
False |
False |
31,020 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.2882 |
|
2.618 |
1.2748 |
|
1.618 |
1.2666 |
|
1.000 |
1.2615 |
|
0.618 |
1.2584 |
|
HIGH |
1.2533 |
|
0.618 |
1.2502 |
|
0.500 |
1.2492 |
|
0.382 |
1.2482 |
|
LOW |
1.2451 |
|
0.618 |
1.2400 |
|
1.000 |
1.2369 |
|
1.618 |
1.2318 |
|
2.618 |
1.2236 |
|
4.250 |
1.2103 |
|
|
| Fisher Pivots for day following 15-May-2012 |
| Pivot |
1 day |
3 day |
| R1 |
1.2492 |
1.2502 |
| PP |
1.2481 |
1.2488 |
| S1 |
1.2470 |
1.2473 |
|