CME Japanese Yen Future September 2012
| Trading Metrics calculated at close of trading on 10-May-2012 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
09-May-2012 |
10-May-2012 |
Change |
Change % |
Previous Week |
| Open |
1.2533 |
1.2562 |
0.0029 |
0.2% |
1.2465 |
| High |
1.2600 |
1.2573 |
-0.0027 |
-0.2% |
1.2592 |
| Low |
1.2533 |
1.2517 |
-0.0016 |
-0.1% |
1.2425 |
| Close |
1.2568 |
1.2531 |
-0.0037 |
-0.3% |
1.2538 |
| Range |
0.0067 |
0.0056 |
-0.0011 |
-16.4% |
0.0167 |
| ATR |
0.0086 |
0.0083 |
-0.0002 |
-2.5% |
0.0000 |
| Volume |
62 |
294 |
232 |
374.2% |
572 |
|
| Daily Pivots for day following 10-May-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.2708 |
1.2676 |
1.2562 |
|
| R3 |
1.2652 |
1.2620 |
1.2546 |
|
| R2 |
1.2596 |
1.2596 |
1.2541 |
|
| R1 |
1.2564 |
1.2564 |
1.2536 |
1.2552 |
| PP |
1.2540 |
1.2540 |
1.2540 |
1.2535 |
| S1 |
1.2508 |
1.2508 |
1.2526 |
1.2496 |
| S2 |
1.2484 |
1.2484 |
1.2521 |
|
| S3 |
1.2428 |
1.2452 |
1.2516 |
|
| S4 |
1.2372 |
1.2396 |
1.2500 |
|
|
| Weekly Pivots for week ending 04-May-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.3019 |
1.2946 |
1.2630 |
|
| R3 |
1.2852 |
1.2779 |
1.2584 |
|
| R2 |
1.2685 |
1.2685 |
1.2569 |
|
| R1 |
1.2612 |
1.2612 |
1.2553 |
1.2649 |
| PP |
1.2518 |
1.2518 |
1.2518 |
1.2537 |
| S1 |
1.2445 |
1.2445 |
1.2523 |
1.2482 |
| S2 |
1.2351 |
1.2351 |
1.2507 |
|
| S3 |
1.2184 |
1.2278 |
1.2492 |
|
| S4 |
1.2017 |
1.2111 |
1.2446 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1.2600 |
1.2468 |
0.0132 |
1.1% |
0.0068 |
0.5% |
48% |
False |
False |
177 |
| 10 |
1.2600 |
1.2314 |
0.0286 |
2.3% |
0.0081 |
0.6% |
76% |
False |
False |
144 |
| 20 |
1.2600 |
1.2252 |
0.0348 |
2.8% |
0.0071 |
0.6% |
80% |
False |
False |
93 |
| 40 |
1.2600 |
1.1927 |
0.0673 |
5.4% |
0.0083 |
0.7% |
90% |
False |
False |
72 |
| 60 |
1.2709 |
1.1915 |
0.0794 |
6.3% |
0.0066 |
0.5% |
78% |
False |
False |
52 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.2811 |
|
2.618 |
1.2720 |
|
1.618 |
1.2664 |
|
1.000 |
1.2629 |
|
0.618 |
1.2608 |
|
HIGH |
1.2573 |
|
0.618 |
1.2552 |
|
0.500 |
1.2545 |
|
0.382 |
1.2538 |
|
LOW |
1.2517 |
|
0.618 |
1.2482 |
|
1.000 |
1.2461 |
|
1.618 |
1.2426 |
|
2.618 |
1.2370 |
|
4.250 |
1.2279 |
|
|
| Fisher Pivots for day following 10-May-2012 |
| Pivot |
1 day |
3 day |
| R1 |
1.2545 |
1.2554 |
| PP |
1.2540 |
1.2546 |
| S1 |
1.2536 |
1.2539 |
|