CME Japanese Yen Future September 2012
| Trading Metrics calculated at close of trading on 11-May-2012 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
10-May-2012 |
11-May-2012 |
Change |
Change % |
Previous Week |
| Open |
1.2562 |
1.2532 |
-0.0030 |
-0.2% |
1.2564 |
| High |
1.2573 |
1.2556 |
-0.0017 |
-0.1% |
1.2600 |
| Low |
1.2517 |
1.2521 |
0.0004 |
0.0% |
1.2507 |
| Close |
1.2531 |
1.2536 |
0.0005 |
0.0% |
1.2536 |
| Range |
0.0056 |
0.0035 |
-0.0021 |
-37.5% |
0.0093 |
| ATR |
0.0083 |
0.0080 |
-0.0003 |
-4.1% |
0.0000 |
| Volume |
294 |
93 |
-201 |
-68.4% |
912 |
|
| Daily Pivots for day following 11-May-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.2643 |
1.2624 |
1.2555 |
|
| R3 |
1.2608 |
1.2589 |
1.2546 |
|
| R2 |
1.2573 |
1.2573 |
1.2542 |
|
| R1 |
1.2554 |
1.2554 |
1.2539 |
1.2564 |
| PP |
1.2538 |
1.2538 |
1.2538 |
1.2542 |
| S1 |
1.2519 |
1.2519 |
1.2533 |
1.2529 |
| S2 |
1.2503 |
1.2503 |
1.2530 |
|
| S3 |
1.2468 |
1.2484 |
1.2526 |
|
| S4 |
1.2433 |
1.2449 |
1.2517 |
|
|
| Weekly Pivots for week ending 11-May-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.2827 |
1.2774 |
1.2587 |
|
| R3 |
1.2734 |
1.2681 |
1.2562 |
|
| R2 |
1.2641 |
1.2641 |
1.2553 |
|
| R1 |
1.2588 |
1.2588 |
1.2545 |
1.2568 |
| PP |
1.2548 |
1.2548 |
1.2548 |
1.2538 |
| S1 |
1.2495 |
1.2495 |
1.2527 |
1.2475 |
| S2 |
1.2455 |
1.2455 |
1.2519 |
|
| S3 |
1.2362 |
1.2402 |
1.2510 |
|
| S4 |
1.2269 |
1.2309 |
1.2485 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1.2600 |
1.2507 |
0.0093 |
0.7% |
0.0050 |
0.4% |
31% |
False |
False |
182 |
| 10 |
1.2600 |
1.2425 |
0.0175 |
1.4% |
0.0069 |
0.5% |
63% |
False |
False |
148 |
| 20 |
1.2600 |
1.2252 |
0.0348 |
2.8% |
0.0071 |
0.6% |
82% |
False |
False |
95 |
| 40 |
1.2600 |
1.1927 |
0.0673 |
5.4% |
0.0083 |
0.7% |
90% |
False |
False |
74 |
| 60 |
1.2622 |
1.1915 |
0.0707 |
5.6% |
0.0067 |
0.5% |
88% |
False |
False |
53 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.2705 |
|
2.618 |
1.2648 |
|
1.618 |
1.2613 |
|
1.000 |
1.2591 |
|
0.618 |
1.2578 |
|
HIGH |
1.2556 |
|
0.618 |
1.2543 |
|
0.500 |
1.2539 |
|
0.382 |
1.2534 |
|
LOW |
1.2521 |
|
0.618 |
1.2499 |
|
1.000 |
1.2486 |
|
1.618 |
1.2464 |
|
2.618 |
1.2429 |
|
4.250 |
1.2372 |
|
|
| Fisher Pivots for day following 11-May-2012 |
| Pivot |
1 day |
3 day |
| R1 |
1.2539 |
1.2559 |
| PP |
1.2538 |
1.2551 |
| S1 |
1.2537 |
1.2544 |
|