CME Japanese Yen Future June 2012
| Trading Metrics calculated at close of trading on 31-May-2012 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
30-May-2012 |
31-May-2012 |
Change |
Change % |
Previous Week |
| Open |
1.2575 |
1.2642 |
0.0067 |
0.5% |
1.2629 |
| High |
1.2682 |
1.2787 |
0.0105 |
0.8% |
1.2643 |
| Low |
1.2570 |
1.2639 |
0.0069 |
0.5% |
1.2476 |
| Close |
1.2650 |
1.2767 |
0.0117 |
0.9% |
1.2559 |
| Range |
0.0112 |
0.0148 |
0.0036 |
32.1% |
0.0167 |
| ATR |
0.0092 |
0.0096 |
0.0004 |
4.3% |
0.0000 |
| Volume |
94,813 |
130,311 |
35,498 |
37.4% |
356,983 |
|
| Daily Pivots for day following 31-May-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.3175 |
1.3119 |
1.2848 |
|
| R3 |
1.3027 |
1.2971 |
1.2808 |
|
| R2 |
1.2879 |
1.2879 |
1.2794 |
|
| R1 |
1.2823 |
1.2823 |
1.2781 |
1.2851 |
| PP |
1.2731 |
1.2731 |
1.2731 |
1.2745 |
| S1 |
1.2675 |
1.2675 |
1.2753 |
1.2703 |
| S2 |
1.2583 |
1.2583 |
1.2740 |
|
| S3 |
1.2435 |
1.2527 |
1.2726 |
|
| S4 |
1.2287 |
1.2379 |
1.2686 |
|
|
| 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 |
1.2787 |
1.2528 |
0.0259 |
2.0% |
0.0085 |
0.7% |
92% |
True |
False |
85,378 |
| 10 |
1.2787 |
1.2442 |
0.0345 |
2.7% |
0.0104 |
0.8% |
94% |
True |
False |
88,537 |
| 20 |
1.2787 |
1.2416 |
0.0371 |
2.9% |
0.0086 |
0.7% |
95% |
True |
False |
81,311 |
| 40 |
1.2787 |
1.2058 |
0.0729 |
5.7% |
0.0094 |
0.7% |
97% |
True |
False |
80,081 |
| 60 |
1.2787 |
1.1889 |
0.0898 |
7.0% |
0.0106 |
0.8% |
98% |
True |
False |
78,068 |
| 80 |
1.3067 |
1.1889 |
0.1178 |
9.2% |
0.0105 |
0.8% |
75% |
False |
False |
58,814 |
| 100 |
1.3174 |
1.1889 |
0.1285 |
10.1% |
0.0095 |
0.7% |
68% |
False |
False |
47,068 |
| 120 |
1.3174 |
1.1889 |
0.1285 |
10.1% |
0.0084 |
0.7% |
68% |
False |
False |
39,228 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.3416 |
|
2.618 |
1.3174 |
|
1.618 |
1.3026 |
|
1.000 |
1.2935 |
|
0.618 |
1.2878 |
|
HIGH |
1.2787 |
|
0.618 |
1.2730 |
|
0.500 |
1.2713 |
|
0.382 |
1.2696 |
|
LOW |
1.2639 |
|
0.618 |
1.2548 |
|
1.000 |
1.2491 |
|
1.618 |
1.2400 |
|
2.618 |
1.2252 |
|
4.250 |
1.2010 |
|
|
| Fisher Pivots for day following 31-May-2012 |
| Pivot |
1 day |
3 day |
| R1 |
1.2749 |
1.2734 |
| PP |
1.2731 |
1.2701 |
| S1 |
1.2713 |
1.2669 |
|