CME Japanese Yen Future September 2012
| Trading Metrics calculated at close of trading on 21-May-2012 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
18-May-2012 |
21-May-2012 |
Change |
Change % |
Previous Week |
| Open |
1.2619 |
1.2654 |
0.0035 |
0.3% |
1.2511 |
| High |
1.2669 |
1.2654 |
-0.0015 |
-0.1% |
1.2669 |
| Low |
1.2606 |
1.2605 |
-0.0001 |
0.0% |
1.2435 |
| Close |
1.2665 |
1.2618 |
-0.0047 |
-0.4% |
1.2665 |
| Range |
0.0063 |
0.0049 |
-0.0014 |
-22.2% |
0.0234 |
| ATR |
0.0083 |
0.0081 |
-0.0002 |
-2.0% |
0.0000 |
| Volume |
397 |
114 |
-283 |
-71.3% |
871 |
|
| Daily Pivots for day following 21-May-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.2773 |
1.2744 |
1.2645 |
|
| R3 |
1.2724 |
1.2695 |
1.2631 |
|
| R2 |
1.2675 |
1.2675 |
1.2627 |
|
| R1 |
1.2646 |
1.2646 |
1.2622 |
1.2636 |
| PP |
1.2626 |
1.2626 |
1.2626 |
1.2621 |
| S1 |
1.2597 |
1.2597 |
1.2614 |
1.2587 |
| S2 |
1.2577 |
1.2577 |
1.2609 |
|
| S3 |
1.2528 |
1.2548 |
1.2605 |
|
| S4 |
1.2479 |
1.2499 |
1.2591 |
|
|
| Weekly Pivots for week ending 18-May-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.3292 |
1.3212 |
1.2794 |
|
| R3 |
1.3058 |
1.2978 |
1.2729 |
|
| R2 |
1.2824 |
1.2824 |
1.2708 |
|
| R1 |
1.2744 |
1.2744 |
1.2686 |
1.2784 |
| PP |
1.2590 |
1.2590 |
1.2590 |
1.2610 |
| S1 |
1.2510 |
1.2510 |
1.2644 |
1.2550 |
| S2 |
1.2356 |
1.2356 |
1.2622 |
|
| S3 |
1.2122 |
1.2276 |
1.2601 |
|
| S4 |
1.1888 |
1.2042 |
1.2536 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1.2669 |
1.2435 |
0.0234 |
1.9% |
0.0084 |
0.7% |
78% |
False |
False |
181 |
| 10 |
1.2669 |
1.2435 |
0.0234 |
1.9% |
0.0070 |
0.6% |
78% |
False |
False |
167 |
| 20 |
1.2669 |
1.2278 |
0.0391 |
3.1% |
0.0078 |
0.6% |
87% |
False |
False |
130 |
| 40 |
1.2669 |
1.2015 |
0.0654 |
5.2% |
0.0083 |
0.7% |
92% |
False |
False |
94 |
| 60 |
1.2669 |
1.1915 |
0.0754 |
6.0% |
0.0074 |
0.6% |
93% |
False |
False |
69 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.2862 |
|
2.618 |
1.2782 |
|
1.618 |
1.2733 |
|
1.000 |
1.2703 |
|
0.618 |
1.2684 |
|
HIGH |
1.2654 |
|
0.618 |
1.2635 |
|
0.500 |
1.2630 |
|
0.382 |
1.2624 |
|
LOW |
1.2605 |
|
0.618 |
1.2575 |
|
1.000 |
1.2556 |
|
1.618 |
1.2526 |
|
2.618 |
1.2477 |
|
4.250 |
1.2397 |
|
|
| Fisher Pivots for day following 21-May-2012 |
| Pivot |
1 day |
3 day |
| R1 |
1.2630 |
1.2600 |
| PP |
1.2626 |
1.2582 |
| S1 |
1.2622 |
1.2565 |
|