CME Japanese Yen Future September 2012
| Trading Metrics calculated at close of trading on 24-May-2012 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
23-May-2012 |
24-May-2012 |
Change |
Change % |
Previous Week |
| Open |
1.2517 |
1.2592 |
0.0075 |
0.6% |
1.2511 |
| High |
1.2639 |
1.2617 |
-0.0022 |
-0.2% |
1.2669 |
| Low |
1.2517 |
1.2576 |
0.0059 |
0.5% |
1.2435 |
| Close |
1.2603 |
1.2585 |
-0.0018 |
-0.1% |
1.2665 |
| Range |
0.0122 |
0.0041 |
-0.0081 |
-66.4% |
0.0234 |
| ATR |
0.0089 |
0.0085 |
-0.0003 |
-3.8% |
0.0000 |
| Volume |
277 |
296 |
19 |
6.9% |
871 |
|
| Daily Pivots for day following 24-May-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.2716 |
1.2691 |
1.2608 |
|
| R3 |
1.2675 |
1.2650 |
1.2596 |
|
| R2 |
1.2634 |
1.2634 |
1.2593 |
|
| R1 |
1.2609 |
1.2609 |
1.2589 |
1.2601 |
| PP |
1.2593 |
1.2593 |
1.2593 |
1.2589 |
| S1 |
1.2568 |
1.2568 |
1.2581 |
1.2560 |
| S2 |
1.2552 |
1.2552 |
1.2577 |
|
| S3 |
1.2511 |
1.2527 |
1.2574 |
|
| S4 |
1.2470 |
1.2486 |
1.2562 |
|
|
| 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 |
1.2492 |
0.0177 |
1.4% |
0.0080 |
0.6% |
53% |
False |
False |
233 |
| 10 |
1.2669 |
1.2435 |
0.0234 |
1.9% |
0.0081 |
0.6% |
64% |
False |
False |
173 |
| 20 |
1.2669 |
1.2314 |
0.0355 |
2.8% |
0.0081 |
0.6% |
76% |
False |
False |
158 |
| 40 |
1.2669 |
1.2033 |
0.0636 |
5.1% |
0.0083 |
0.7% |
87% |
False |
False |
105 |
| 60 |
1.2669 |
1.1915 |
0.0754 |
6.0% |
0.0075 |
0.6% |
89% |
False |
False |
79 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.2791 |
|
2.618 |
1.2724 |
|
1.618 |
1.2683 |
|
1.000 |
1.2658 |
|
0.618 |
1.2642 |
|
HIGH |
1.2617 |
|
0.618 |
1.2601 |
|
0.500 |
1.2597 |
|
0.382 |
1.2592 |
|
LOW |
1.2576 |
|
0.618 |
1.2551 |
|
1.000 |
1.2535 |
|
1.618 |
1.2510 |
|
2.618 |
1.2469 |
|
4.250 |
1.2402 |
|
|
| Fisher Pivots for day following 24-May-2012 |
| Pivot |
1 day |
3 day |
| R1 |
1.2597 |
1.2579 |
| PP |
1.2593 |
1.2572 |
| S1 |
1.2589 |
1.2566 |
|