CME Japanese Yen Future June 2012
| Trading Metrics calculated at close of trading on 25-May-2012 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
24-May-2012 |
25-May-2012 |
Change |
Change % |
Previous Week |
| Open |
1.2586 |
1.2568 |
-0.0018 |
-0.1% |
1.2629 |
| High |
1.2606 |
1.2580 |
-0.0026 |
-0.2% |
1.2643 |
| Low |
1.2560 |
1.2528 |
-0.0032 |
-0.3% |
1.2476 |
| Close |
1.2571 |
1.2559 |
-0.0012 |
-0.1% |
1.2559 |
| Range |
0.0046 |
0.0052 |
0.0006 |
13.0% |
0.0167 |
| ATR |
0.0096 |
0.0093 |
-0.0003 |
-3.3% |
0.0000 |
| Volume |
65,977 |
49,292 |
-16,685 |
-25.3% |
356,983 |
|
| Daily Pivots for day following 25-May-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.2712 |
1.2687 |
1.2588 |
|
| R3 |
1.2660 |
1.2635 |
1.2573 |
|
| R2 |
1.2608 |
1.2608 |
1.2569 |
|
| R1 |
1.2583 |
1.2583 |
1.2564 |
1.2570 |
| PP |
1.2556 |
1.2556 |
1.2556 |
1.2549 |
| S1 |
1.2531 |
1.2531 |
1.2554 |
1.2518 |
| S2 |
1.2504 |
1.2504 |
1.2549 |
|
| S3 |
1.2452 |
1.2479 |
1.2545 |
|
| S4 |
1.2400 |
1.2427 |
1.2530 |
|
|
| Weekly Pivots for week ending 25-May-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.3060 |
1.2977 |
1.2651 |
|
| R3 |
1.2893 |
1.2810 |
1.2605 |
|
| R2 |
1.2726 |
1.2726 |
1.2590 |
|
| R1 |
1.2643 |
1.2643 |
1.2574 |
1.2601 |
| PP |
1.2559 |
1.2559 |
1.2559 |
1.2539 |
| S1 |
1.2476 |
1.2476 |
1.2544 |
1.2434 |
| S2 |
1.2392 |
1.2392 |
1.2528 |
|
| S3 |
1.2225 |
1.2309 |
1.2513 |
|
| S4 |
1.2058 |
1.2142 |
1.2467 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1.2643 |
1.2476 |
0.0167 |
1.3% |
0.0087 |
0.7% |
50% |
False |
False |
71,396 |
| 10 |
1.2663 |
1.2416 |
0.0247 |
2.0% |
0.0093 |
0.7% |
58% |
False |
False |
83,399 |
| 20 |
1.2663 |
1.2409 |
0.0254 |
2.0% |
0.0085 |
0.7% |
59% |
False |
False |
76,219 |
| 40 |
1.2663 |
1.2011 |
0.0652 |
5.2% |
0.0100 |
0.8% |
84% |
False |
False |
80,398 |
| 60 |
1.2663 |
1.1889 |
0.0774 |
6.2% |
0.0106 |
0.8% |
87% |
False |
False |
73,054 |
| 80 |
1.3163 |
1.1889 |
0.1274 |
10.1% |
0.0103 |
0.8% |
53% |
False |
False |
54,922 |
| 100 |
1.3174 |
1.1889 |
0.1285 |
10.2% |
0.0093 |
0.7% |
52% |
False |
False |
43,953 |
| 120 |
1.3174 |
1.1889 |
0.1285 |
10.2% |
0.0081 |
0.6% |
52% |
False |
False |
36,631 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.2801 |
|
2.618 |
1.2716 |
|
1.618 |
1.2664 |
|
1.000 |
1.2632 |
|
0.618 |
1.2612 |
|
HIGH |
1.2580 |
|
0.618 |
1.2560 |
|
0.500 |
1.2554 |
|
0.382 |
1.2548 |
|
LOW |
1.2528 |
|
0.618 |
1.2496 |
|
1.000 |
1.2476 |
|
1.618 |
1.2444 |
|
2.618 |
1.2392 |
|
4.250 |
1.2307 |
|
|
| Fisher Pivots for day following 25-May-2012 |
| Pivot |
1 day |
3 day |
| R1 |
1.2557 |
1.2558 |
| PP |
1.2556 |
1.2556 |
| S1 |
1.2554 |
1.2555 |
|