CME Japanese Yen Future September 2012
| Trading Metrics calculated at close of trading on 23-May-2012 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
22-May-2012 |
23-May-2012 |
Change |
Change % |
Previous Week |
| Open |
1.2615 |
1.2517 |
-0.0098 |
-0.8% |
1.2511 |
| High |
1.2615 |
1.2639 |
0.0024 |
0.2% |
1.2669 |
| Low |
1.2492 |
1.2517 |
0.0025 |
0.2% |
1.2435 |
| Close |
1.2496 |
1.2603 |
0.0107 |
0.9% |
1.2665 |
| Range |
0.0123 |
0.0122 |
-0.0001 |
-0.8% |
0.0234 |
| ATR |
0.0085 |
0.0089 |
0.0004 |
4.9% |
0.0000 |
| Volume |
81 |
277 |
196 |
242.0% |
871 |
|
| Daily Pivots for day following 23-May-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.2952 |
1.2900 |
1.2670 |
|
| R3 |
1.2830 |
1.2778 |
1.2637 |
|
| R2 |
1.2708 |
1.2708 |
1.2625 |
|
| R1 |
1.2656 |
1.2656 |
1.2614 |
1.2682 |
| PP |
1.2586 |
1.2586 |
1.2586 |
1.2600 |
| S1 |
1.2534 |
1.2534 |
1.2592 |
1.2560 |
| S2 |
1.2464 |
1.2464 |
1.2581 |
|
| S3 |
1.2342 |
1.2412 |
1.2569 |
|
| S4 |
1.2220 |
1.2290 |
1.2536 |
|
|
| 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 |
1.2460 |
0.0209 |
1.7% |
0.0109 |
0.9% |
68% |
False |
False |
206 |
| 10 |
1.2669 |
1.2435 |
0.0234 |
1.9% |
0.0083 |
0.7% |
72% |
False |
False |
173 |
| 20 |
1.2669 |
1.2312 |
0.0357 |
2.8% |
0.0084 |
0.7% |
82% |
False |
False |
146 |
| 40 |
1.2669 |
1.2033 |
0.0636 |
5.0% |
0.0085 |
0.7% |
90% |
False |
False |
98 |
| 60 |
1.2669 |
1.1915 |
0.0754 |
6.0% |
0.0074 |
0.6% |
91% |
False |
False |
74 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.3158 |
|
2.618 |
1.2958 |
|
1.618 |
1.2836 |
|
1.000 |
1.2761 |
|
0.618 |
1.2714 |
|
HIGH |
1.2639 |
|
0.618 |
1.2592 |
|
0.500 |
1.2578 |
|
0.382 |
1.2564 |
|
LOW |
1.2517 |
|
0.618 |
1.2442 |
|
1.000 |
1.2395 |
|
1.618 |
1.2320 |
|
2.618 |
1.2198 |
|
4.250 |
1.1999 |
|
|
| Fisher Pivots for day following 23-May-2012 |
| Pivot |
1 day |
3 day |
| R1 |
1.2595 |
1.2593 |
| PP |
1.2586 |
1.2583 |
| S1 |
1.2578 |
1.2573 |
|