CME Japanese Yen Future June 2012
| Trading Metrics calculated at close of trading on 30-May-2012 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
29-May-2012 |
30-May-2012 |
Change |
Change % |
Previous Week |
| Open |
1.2554 |
1.2575 |
0.0021 |
0.2% |
1.2629 |
| High |
1.2616 |
1.2682 |
0.0066 |
0.5% |
1.2643 |
| Low |
1.2550 |
1.2570 |
0.0020 |
0.2% |
1.2476 |
| Close |
1.2579 |
1.2650 |
0.0071 |
0.6% |
1.2559 |
| Range |
0.0066 |
0.0112 |
0.0046 |
69.7% |
0.0167 |
| ATR |
0.0091 |
0.0092 |
0.0002 |
1.7% |
0.0000 |
| Volume |
86,499 |
94,813 |
8,314 |
9.6% |
356,983 |
|
| Daily Pivots for day following 30-May-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.2970 |
1.2922 |
1.2712 |
|
| R3 |
1.2858 |
1.2810 |
1.2681 |
|
| R2 |
1.2746 |
1.2746 |
1.2671 |
|
| R1 |
1.2698 |
1.2698 |
1.2660 |
1.2722 |
| PP |
1.2634 |
1.2634 |
1.2634 |
1.2646 |
| S1 |
1.2586 |
1.2586 |
1.2640 |
1.2610 |
| S2 |
1.2522 |
1.2522 |
1.2629 |
|
| S3 |
1.2410 |
1.2474 |
1.2619 |
|
| S4 |
1.2298 |
1.2362 |
1.2588 |
|
|
| 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 |
1.2682 |
1.2483 |
0.0199 |
1.6% |
0.0084 |
0.7% |
84% |
True |
False |
77,449 |
| 10 |
1.2682 |
1.2416 |
0.0266 |
2.1% |
0.0095 |
0.7% |
88% |
True |
False |
85,470 |
| 20 |
1.2682 |
1.2409 |
0.0273 |
2.2% |
0.0083 |
0.7% |
88% |
True |
False |
78,459 |
| 40 |
1.2682 |
1.2057 |
0.0625 |
4.9% |
0.0095 |
0.8% |
95% |
True |
False |
79,315 |
| 60 |
1.2682 |
1.1889 |
0.0793 |
6.3% |
0.0106 |
0.8% |
96% |
True |
False |
75,979 |
| 80 |
1.3084 |
1.1889 |
0.1195 |
9.4% |
0.0104 |
0.8% |
64% |
False |
False |
57,186 |
| 100 |
1.3174 |
1.1889 |
0.1285 |
10.2% |
0.0094 |
0.7% |
59% |
False |
False |
45,765 |
| 120 |
1.3174 |
1.1889 |
0.1285 |
10.2% |
0.0082 |
0.7% |
59% |
False |
False |
38,142 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.3158 |
|
2.618 |
1.2975 |
|
1.618 |
1.2863 |
|
1.000 |
1.2794 |
|
0.618 |
1.2751 |
|
HIGH |
1.2682 |
|
0.618 |
1.2639 |
|
0.500 |
1.2626 |
|
0.382 |
1.2613 |
|
LOW |
1.2570 |
|
0.618 |
1.2501 |
|
1.000 |
1.2458 |
|
1.618 |
1.2389 |
|
2.618 |
1.2277 |
|
4.250 |
1.2094 |
|
|
| Fisher Pivots for day following 30-May-2012 |
| Pivot |
1 day |
3 day |
| R1 |
1.2642 |
1.2635 |
| PP |
1.2634 |
1.2620 |
| S1 |
1.2626 |
1.2605 |
|