CME Japanese Yen Future September 2012
| Trading Metrics calculated at close of trading on 22-May-2012 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
21-May-2012 |
22-May-2012 |
Change |
Change % |
Previous Week |
| Open |
1.2654 |
1.2615 |
-0.0039 |
-0.3% |
1.2511 |
| High |
1.2654 |
1.2615 |
-0.0039 |
-0.3% |
1.2669 |
| Low |
1.2605 |
1.2492 |
-0.0113 |
-0.9% |
1.2435 |
| Close |
1.2618 |
1.2496 |
-0.0122 |
-1.0% |
1.2665 |
| Range |
0.0049 |
0.0123 |
0.0074 |
151.0% |
0.0234 |
| ATR |
0.0081 |
0.0085 |
0.0003 |
3.9% |
0.0000 |
| Volume |
114 |
81 |
-33 |
-28.9% |
871 |
|
| Daily Pivots for day following 22-May-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.2903 |
1.2823 |
1.2564 |
|
| R3 |
1.2780 |
1.2700 |
1.2530 |
|
| R2 |
1.2657 |
1.2657 |
1.2519 |
|
| R1 |
1.2577 |
1.2577 |
1.2507 |
1.2556 |
| PP |
1.2534 |
1.2534 |
1.2534 |
1.2524 |
| S1 |
1.2454 |
1.2454 |
1.2485 |
1.2433 |
| S2 |
1.2411 |
1.2411 |
1.2473 |
|
| S3 |
1.2288 |
1.2331 |
1.2462 |
|
| S4 |
1.2165 |
1.2208 |
1.2428 |
|
|
| 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% |
0.0094 |
0.8% |
26% |
False |
False |
172 |
| 10 |
1.2669 |
1.2435 |
0.0234 |
1.9% |
0.0077 |
0.6% |
26% |
False |
False |
151 |
| 20 |
1.2669 |
1.2278 |
0.0391 |
3.1% |
0.0081 |
0.6% |
56% |
False |
False |
133 |
| 40 |
1.2669 |
1.2033 |
0.0636 |
5.1% |
0.0084 |
0.7% |
73% |
False |
False |
95 |
| 60 |
1.2669 |
1.1915 |
0.0754 |
6.0% |
0.0075 |
0.6% |
77% |
False |
False |
70 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.3138 |
|
2.618 |
1.2937 |
|
1.618 |
1.2814 |
|
1.000 |
1.2738 |
|
0.618 |
1.2691 |
|
HIGH |
1.2615 |
|
0.618 |
1.2568 |
|
0.500 |
1.2554 |
|
0.382 |
1.2539 |
|
LOW |
1.2492 |
|
0.618 |
1.2416 |
|
1.000 |
1.2369 |
|
1.618 |
1.2293 |
|
2.618 |
1.2170 |
|
4.250 |
1.1969 |
|
|
| Fisher Pivots for day following 22-May-2012 |
| Pivot |
1 day |
3 day |
| R1 |
1.2554 |
1.2581 |
| PP |
1.2534 |
1.2552 |
| S1 |
1.2515 |
1.2524 |
|