CME Japanese Yen Future June 2012
| Trading Metrics calculated at close of trading on 16-May-2012 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
15-May-2012 |
16-May-2012 |
Change |
Change % |
Previous Week |
| Open |
1.2527 |
1.2470 |
-0.0057 |
-0.5% |
1.2535 |
| High |
1.2533 |
1.2472 |
-0.0061 |
-0.5% |
1.2595 |
| Low |
1.2451 |
1.2416 |
-0.0035 |
-0.3% |
1.2491 |
| Close |
1.2459 |
1.2459 |
0.0000 |
0.0% |
1.2523 |
| Range |
0.0082 |
0.0056 |
-0.0026 |
-31.7% |
0.0104 |
| ATR |
0.0091 |
0.0089 |
-0.0003 |
-2.8% |
0.0000 |
| Volume |
91,411 |
99,636 |
8,225 |
9.0% |
343,577 |
|
| Daily Pivots for day following 16-May-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.2617 |
1.2594 |
1.2490 |
|
| R3 |
1.2561 |
1.2538 |
1.2474 |
|
| R2 |
1.2505 |
1.2505 |
1.2469 |
|
| R1 |
1.2482 |
1.2482 |
1.2464 |
1.2466 |
| PP |
1.2449 |
1.2449 |
1.2449 |
1.2441 |
| S1 |
1.2426 |
1.2426 |
1.2454 |
1.2410 |
| S2 |
1.2393 |
1.2393 |
1.2449 |
|
| S3 |
1.2337 |
1.2370 |
1.2444 |
|
| S4 |
1.2281 |
1.2314 |
1.2428 |
|
|
| 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 |
1.2566 |
1.2416 |
0.0150 |
1.2% |
0.0065 |
0.5% |
29% |
False |
True |
80,201 |
| 10 |
1.2595 |
1.2416 |
0.0179 |
1.4% |
0.0069 |
0.6% |
24% |
False |
True |
74,084 |
| 20 |
1.2595 |
1.2233 |
0.0362 |
2.9% |
0.0085 |
0.7% |
62% |
False |
False |
75,854 |
| 40 |
1.2595 |
1.1900 |
0.0695 |
5.6% |
0.0104 |
0.8% |
80% |
False |
False |
83,390 |
| 60 |
1.2595 |
1.1889 |
0.0706 |
5.7% |
0.0110 |
0.9% |
81% |
False |
False |
63,603 |
| 80 |
1.3174 |
1.1889 |
0.1285 |
10.3% |
0.0102 |
0.8% |
44% |
False |
False |
47,764 |
| 100 |
1.3174 |
1.1889 |
0.1285 |
10.3% |
0.0088 |
0.7% |
44% |
False |
False |
38,217 |
| 120 |
1.3174 |
1.1889 |
0.1285 |
10.3% |
0.0075 |
0.6% |
44% |
False |
False |
31,850 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.2710 |
|
2.618 |
1.2619 |
|
1.618 |
1.2563 |
|
1.000 |
1.2528 |
|
0.618 |
1.2507 |
|
HIGH |
1.2472 |
|
0.618 |
1.2451 |
|
0.500 |
1.2444 |
|
0.382 |
1.2437 |
|
LOW |
1.2416 |
|
0.618 |
1.2381 |
|
1.000 |
1.2360 |
|
1.618 |
1.2325 |
|
2.618 |
1.2269 |
|
4.250 |
1.2178 |
|
|
| Fisher Pivots for day following 16-May-2012 |
| Pivot |
1 day |
3 day |
| R1 |
1.2454 |
1.2485 |
| PP |
1.2449 |
1.2476 |
| S1 |
1.2444 |
1.2468 |
|