CME Japanese Yen Future June 2012
| Trading Metrics calculated at close of trading on 24-May-2012 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
23-May-2012 |
24-May-2012 |
Change |
Change % |
Previous Week |
| Open |
1.2507 |
1.2586 |
0.0079 |
0.6% |
1.2515 |
| High |
1.2627 |
1.2606 |
-0.0021 |
-0.2% |
1.2663 |
| Low |
1.2483 |
1.2560 |
0.0077 |
0.6% |
1.2416 |
| Close |
1.2589 |
1.2571 |
-0.0018 |
-0.1% |
1.2650 |
| Range |
0.0144 |
0.0046 |
-0.0098 |
-68.1% |
0.0247 |
| ATR |
0.0100 |
0.0096 |
-0.0004 |
-3.8% |
0.0000 |
| Volume |
90,664 |
65,977 |
-24,687 |
-27.2% |
477,010 |
|
| Daily Pivots for day following 24-May-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.2717 |
1.2690 |
1.2596 |
|
| R3 |
1.2671 |
1.2644 |
1.2584 |
|
| R2 |
1.2625 |
1.2625 |
1.2579 |
|
| R1 |
1.2598 |
1.2598 |
1.2575 |
1.2589 |
| PP |
1.2579 |
1.2579 |
1.2579 |
1.2574 |
| S1 |
1.2552 |
1.2552 |
1.2567 |
1.2543 |
| S2 |
1.2533 |
1.2533 |
1.2563 |
|
| S3 |
1.2487 |
1.2506 |
1.2558 |
|
| S4 |
1.2441 |
1.2460 |
1.2546 |
|
|
| 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 |
1.2476 |
0.0187 |
1.5% |
0.0092 |
0.7% |
51% |
False |
False |
79,146 |
| 10 |
1.2663 |
1.2416 |
0.0247 |
2.0% |
0.0092 |
0.7% |
63% |
False |
False |
85,008 |
| 20 |
1.2663 |
1.2283 |
0.0380 |
3.0% |
0.0091 |
0.7% |
76% |
False |
False |
78,919 |
| 40 |
1.2663 |
1.2011 |
0.0652 |
5.2% |
0.0103 |
0.8% |
86% |
False |
False |
81,676 |
| 60 |
1.2663 |
1.1889 |
0.0774 |
6.2% |
0.0107 |
0.8% |
88% |
False |
False |
72,272 |
| 80 |
1.3174 |
1.1889 |
0.1285 |
10.2% |
0.0103 |
0.8% |
53% |
False |
False |
54,308 |
| 100 |
1.3174 |
1.1889 |
0.1285 |
10.2% |
0.0093 |
0.7% |
53% |
False |
False |
43,460 |
| 120 |
1.3174 |
1.1889 |
0.1285 |
10.2% |
0.0080 |
0.6% |
53% |
False |
False |
36,221 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.2802 |
|
2.618 |
1.2726 |
|
1.618 |
1.2680 |
|
1.000 |
1.2652 |
|
0.618 |
1.2634 |
|
HIGH |
1.2606 |
|
0.618 |
1.2588 |
|
0.500 |
1.2583 |
|
0.382 |
1.2578 |
|
LOW |
1.2560 |
|
0.618 |
1.2532 |
|
1.000 |
1.2514 |
|
1.618 |
1.2486 |
|
2.618 |
1.2440 |
|
4.250 |
1.2365 |
|
|
| Fisher Pivots for day following 24-May-2012 |
| Pivot |
1 day |
3 day |
| R1 |
1.2583 |
1.2565 |
| PP |
1.2579 |
1.2558 |
| S1 |
1.2575 |
1.2552 |
|