CME Japanese Yen Future June 2012
| Trading Metrics calculated at close of trading on 22-May-2012 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
21-May-2012 |
22-May-2012 |
Change |
Change % |
Previous Week |
| Open |
1.2629 |
1.2612 |
-0.0017 |
-0.1% |
1.2515 |
| High |
1.2643 |
1.2617 |
-0.0026 |
-0.2% |
1.2663 |
| Low |
1.2589 |
1.2476 |
-0.0113 |
-0.9% |
1.2416 |
| Close |
1.2604 |
1.2483 |
-0.0121 |
-1.0% |
1.2650 |
| Range |
0.0054 |
0.0141 |
0.0087 |
161.1% |
0.0247 |
| ATR |
0.0093 |
0.0096 |
0.0003 |
3.7% |
0.0000 |
| Volume |
59,274 |
91,776 |
32,502 |
54.8% |
477,010 |
|
| Daily Pivots for day following 22-May-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.2948 |
1.2857 |
1.2561 |
|
| R3 |
1.2807 |
1.2716 |
1.2522 |
|
| R2 |
1.2666 |
1.2666 |
1.2509 |
|
| R1 |
1.2575 |
1.2575 |
1.2496 |
1.2550 |
| PP |
1.2525 |
1.2525 |
1.2525 |
1.2513 |
| S1 |
1.2434 |
1.2434 |
1.2470 |
1.2409 |
| S2 |
1.2384 |
1.2384 |
1.2457 |
|
| S3 |
1.2243 |
1.2293 |
1.2444 |
|
| S4 |
1.2102 |
1.2152 |
1.2405 |
|
|
| 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% |
0.0105 |
0.8% |
27% |
False |
False |
93,491 |
| 10 |
1.2663 |
1.2416 |
0.0247 |
2.0% |
0.0088 |
0.7% |
27% |
False |
False |
85,260 |
| 20 |
1.2663 |
1.2245 |
0.0418 |
3.3% |
0.0093 |
0.7% |
57% |
False |
False |
80,357 |
| 40 |
1.2663 |
1.2000 |
0.0663 |
5.3% |
0.0103 |
0.8% |
73% |
False |
False |
82,587 |
| 60 |
1.2663 |
1.1889 |
0.0774 |
6.2% |
0.0108 |
0.9% |
77% |
False |
False |
69,690 |
| 80 |
1.3174 |
1.1889 |
0.1285 |
10.3% |
0.0102 |
0.8% |
46% |
False |
False |
52,358 |
| 100 |
1.3174 |
1.1889 |
0.1285 |
10.3% |
0.0092 |
0.7% |
46% |
False |
False |
41,894 |
| 120 |
1.3174 |
1.1889 |
0.1285 |
10.3% |
0.0079 |
0.6% |
46% |
False |
False |
34,915 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.3216 |
|
2.618 |
1.2986 |
|
1.618 |
1.2845 |
|
1.000 |
1.2758 |
|
0.618 |
1.2704 |
|
HIGH |
1.2617 |
|
0.618 |
1.2563 |
|
0.500 |
1.2547 |
|
0.382 |
1.2530 |
|
LOW |
1.2476 |
|
0.618 |
1.2389 |
|
1.000 |
1.2335 |
|
1.618 |
1.2248 |
|
2.618 |
1.2107 |
|
4.250 |
1.1877 |
|
|
| Fisher Pivots for day following 22-May-2012 |
| Pivot |
1 day |
3 day |
| R1 |
1.2547 |
1.2570 |
| PP |
1.2525 |
1.2541 |
| S1 |
1.2504 |
1.2512 |
|