CME Japanese Yen Future June 2012
| Trading Metrics calculated at close of trading on 17-May-2012 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
16-May-2012 |
17-May-2012 |
Change |
Change % |
Previous Week |
| Open |
1.2470 |
1.2453 |
-0.0017 |
-0.1% |
1.2535 |
| High |
1.2472 |
1.2641 |
0.0169 |
1.4% |
1.2595 |
| Low |
1.2416 |
1.2442 |
0.0026 |
0.2% |
1.2491 |
| Close |
1.2459 |
1.2619 |
0.0160 |
1.3% |
1.2523 |
| Range |
0.0056 |
0.0199 |
0.0143 |
255.4% |
0.0104 |
| ATR |
0.0089 |
0.0097 |
0.0008 |
8.8% |
0.0000 |
| Volume |
99,636 |
128,731 |
29,095 |
29.2% |
343,577 |
|
| Daily Pivots for day following 17-May-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.3164 |
1.3091 |
1.2728 |
|
| R3 |
1.2965 |
1.2892 |
1.2674 |
|
| R2 |
1.2766 |
1.2766 |
1.2655 |
|
| R1 |
1.2693 |
1.2693 |
1.2637 |
1.2730 |
| PP |
1.2567 |
1.2567 |
1.2567 |
1.2586 |
| S1 |
1.2494 |
1.2494 |
1.2601 |
1.2531 |
| S2 |
1.2368 |
1.2368 |
1.2583 |
|
| S3 |
1.2169 |
1.2295 |
1.2564 |
|
| S4 |
1.1970 |
1.2096 |
1.2510 |
|
|
| 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 |
1.2641 |
1.2416 |
0.0225 |
1.8% |
0.0091 |
0.7% |
90% |
True |
False |
90,870 |
| 10 |
1.2641 |
1.2416 |
0.0225 |
1.8% |
0.0082 |
0.6% |
90% |
True |
False |
81,119 |
| 20 |
1.2641 |
1.2233 |
0.0408 |
3.2% |
0.0091 |
0.7% |
95% |
True |
False |
78,284 |
| 40 |
1.2641 |
1.1990 |
0.0651 |
5.2% |
0.0106 |
0.8% |
97% |
True |
False |
84,400 |
| 60 |
1.2641 |
1.1889 |
0.0752 |
6.0% |
0.0112 |
0.9% |
97% |
True |
False |
65,740 |
| 80 |
1.3174 |
1.1889 |
0.1285 |
10.2% |
0.0103 |
0.8% |
57% |
False |
False |
49,373 |
| 100 |
1.3174 |
1.1889 |
0.1285 |
10.2% |
0.0090 |
0.7% |
57% |
False |
False |
39,503 |
| 120 |
1.3174 |
1.1889 |
0.1285 |
10.2% |
0.0077 |
0.6% |
57% |
False |
False |
32,923 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.3487 |
|
2.618 |
1.3162 |
|
1.618 |
1.2963 |
|
1.000 |
1.2840 |
|
0.618 |
1.2764 |
|
HIGH |
1.2641 |
|
0.618 |
1.2565 |
|
0.500 |
1.2542 |
|
0.382 |
1.2518 |
|
LOW |
1.2442 |
|
0.618 |
1.2319 |
|
1.000 |
1.2243 |
|
1.618 |
1.2120 |
|
2.618 |
1.1921 |
|
4.250 |
1.1596 |
|
|
| Fisher Pivots for day following 17-May-2012 |
| Pivot |
1 day |
3 day |
| R1 |
1.2593 |
1.2589 |
| PP |
1.2567 |
1.2559 |
| S1 |
1.2542 |
1.2529 |
|