CME Japanese Yen Future June 2012
| Trading Metrics calculated at close of trading on 21-May-2012 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
18-May-2012 |
21-May-2012 |
Change |
Change % |
Previous Week |
| Open |
1.2610 |
1.2629 |
0.0019 |
0.2% |
1.2515 |
| High |
1.2663 |
1.2643 |
-0.0020 |
-0.2% |
1.2663 |
| Low |
1.2587 |
1.2589 |
0.0002 |
0.0% |
1.2416 |
| Close |
1.2650 |
1.2604 |
-0.0046 |
-0.4% |
1.2650 |
| Range |
0.0076 |
0.0054 |
-0.0022 |
-28.9% |
0.0247 |
| ATR |
0.0095 |
0.0093 |
-0.0002 |
-2.6% |
0.0000 |
| Volume |
88,039 |
59,274 |
-28,765 |
-32.7% |
477,010 |
|
| Daily Pivots for day following 21-May-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.2774 |
1.2743 |
1.2634 |
|
| R3 |
1.2720 |
1.2689 |
1.2619 |
|
| R2 |
1.2666 |
1.2666 |
1.2614 |
|
| R1 |
1.2635 |
1.2635 |
1.2609 |
1.2624 |
| PP |
1.2612 |
1.2612 |
1.2612 |
1.2606 |
| S1 |
1.2581 |
1.2581 |
1.2599 |
1.2570 |
| S2 |
1.2558 |
1.2558 |
1.2594 |
|
| S3 |
1.2504 |
1.2527 |
1.2589 |
|
| S4 |
1.2450 |
1.2473 |
1.2574 |
|
|
| Weekly Pivots for week ending 18-May-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.3317 |
1.3231 |
1.2786 |
|
| R3 |
1.3070 |
1.2984 |
1.2718 |
|
| R2 |
1.2823 |
1.2823 |
1.2695 |
|
| R1 |
1.2737 |
1.2737 |
1.2673 |
1.2780 |
| PP |
1.2576 |
1.2576 |
1.2576 |
1.2598 |
| S1 |
1.2490 |
1.2490 |
1.2627 |
1.2533 |
| S2 |
1.2329 |
1.2329 |
1.2605 |
|
| S3 |
1.2082 |
1.2243 |
1.2582 |
|
| S4 |
1.1835 |
1.1996 |
1.2514 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1.2663 |
1.2416 |
0.0247 |
2.0% |
0.0093 |
0.7% |
76% |
False |
False |
93,418 |
| 10 |
1.2663 |
1.2416 |
0.0247 |
2.0% |
0.0079 |
0.6% |
76% |
False |
False |
82,352 |
| 20 |
1.2663 |
1.2245 |
0.0418 |
3.3% |
0.0090 |
0.7% |
86% |
False |
False |
79,146 |
| 40 |
1.2663 |
1.2000 |
0.0663 |
5.3% |
0.0102 |
0.8% |
91% |
False |
False |
82,449 |
| 60 |
1.2663 |
1.1889 |
0.0774 |
6.1% |
0.0109 |
0.9% |
92% |
False |
False |
68,175 |
| 80 |
1.3174 |
1.1889 |
0.1285 |
10.2% |
0.0102 |
0.8% |
56% |
False |
False |
51,211 |
| 100 |
1.3174 |
1.1889 |
0.1285 |
10.2% |
0.0091 |
0.7% |
56% |
False |
False |
40,976 |
| 120 |
1.3174 |
1.1889 |
0.1285 |
10.2% |
0.0078 |
0.6% |
56% |
False |
False |
34,151 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.2873 |
|
2.618 |
1.2784 |
|
1.618 |
1.2730 |
|
1.000 |
1.2697 |
|
0.618 |
1.2676 |
|
HIGH |
1.2643 |
|
0.618 |
1.2622 |
|
0.500 |
1.2616 |
|
0.382 |
1.2610 |
|
LOW |
1.2589 |
|
0.618 |
1.2556 |
|
1.000 |
1.2535 |
|
1.618 |
1.2502 |
|
2.618 |
1.2448 |
|
4.250 |
1.2360 |
|
|
| Fisher Pivots for day following 21-May-2012 |
| Pivot |
1 day |
3 day |
| R1 |
1.2616 |
1.2587 |
| PP |
1.2612 |
1.2570 |
| S1 |
1.2608 |
1.2553 |
|