CME Japanese Yen Future June 2012
| Trading Metrics calculated at close of trading on 23-May-2012 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
22-May-2012 |
23-May-2012 |
Change |
Change % |
Previous Week |
| Open |
1.2612 |
1.2507 |
-0.0105 |
-0.8% |
1.2515 |
| High |
1.2617 |
1.2627 |
0.0010 |
0.1% |
1.2663 |
| Low |
1.2476 |
1.2483 |
0.0007 |
0.1% |
1.2416 |
| Close |
1.2483 |
1.2589 |
0.0106 |
0.8% |
1.2650 |
| Range |
0.0141 |
0.0144 |
0.0003 |
2.1% |
0.0247 |
| ATR |
0.0096 |
0.0100 |
0.0003 |
3.5% |
0.0000 |
| Volume |
91,776 |
90,664 |
-1,112 |
-1.2% |
477,010 |
|
| Daily Pivots for day following 23-May-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.2998 |
1.2938 |
1.2668 |
|
| R3 |
1.2854 |
1.2794 |
1.2629 |
|
| R2 |
1.2710 |
1.2710 |
1.2615 |
|
| R1 |
1.2650 |
1.2650 |
1.2602 |
1.2680 |
| PP |
1.2566 |
1.2566 |
1.2566 |
1.2582 |
| S1 |
1.2506 |
1.2506 |
1.2576 |
1.2536 |
| S2 |
1.2422 |
1.2422 |
1.2563 |
|
| S3 |
1.2278 |
1.2362 |
1.2549 |
|
| S4 |
1.2134 |
1.2218 |
1.2510 |
|
|
| 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 |
1.2442 |
0.0221 |
1.8% |
0.0123 |
1.0% |
67% |
False |
False |
91,696 |
| 10 |
1.2663 |
1.2416 |
0.0247 |
2.0% |
0.0094 |
0.7% |
70% |
False |
False |
85,949 |
| 20 |
1.2663 |
1.2283 |
0.0380 |
3.0% |
0.0095 |
0.8% |
81% |
False |
False |
80,212 |
| 40 |
1.2663 |
1.2011 |
0.0652 |
5.2% |
0.0104 |
0.8% |
89% |
False |
False |
82,476 |
| 60 |
1.2663 |
1.1889 |
0.0774 |
6.1% |
0.0108 |
0.9% |
90% |
False |
False |
71,181 |
| 80 |
1.3174 |
1.1889 |
0.1285 |
10.2% |
0.0103 |
0.8% |
54% |
False |
False |
53,487 |
| 100 |
1.3174 |
1.1889 |
0.1285 |
10.2% |
0.0093 |
0.7% |
54% |
False |
False |
42,800 |
| 120 |
1.3174 |
1.1889 |
0.1285 |
10.2% |
0.0080 |
0.6% |
54% |
False |
False |
35,671 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.3239 |
|
2.618 |
1.3004 |
|
1.618 |
1.2860 |
|
1.000 |
1.2771 |
|
0.618 |
1.2716 |
|
HIGH |
1.2627 |
|
0.618 |
1.2572 |
|
0.500 |
1.2555 |
|
0.382 |
1.2538 |
|
LOW |
1.2483 |
|
0.618 |
1.2394 |
|
1.000 |
1.2339 |
|
1.618 |
1.2250 |
|
2.618 |
1.2106 |
|
4.250 |
1.1871 |
|
|
| Fisher Pivots for day following 23-May-2012 |
| Pivot |
1 day |
3 day |
| R1 |
1.2578 |
1.2579 |
| PP |
1.2566 |
1.2569 |
| S1 |
1.2555 |
1.2560 |
|