CME Japanese Yen Future September 2012
| Trading Metrics calculated at close of trading on 30-May-2012 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
29-May-2012 |
30-May-2012 |
Change |
Change % |
Previous Week |
| Open |
1.2574 |
1.2586 |
0.0012 |
0.1% |
1.2654 |
| High |
1.2629 |
1.2693 |
0.0064 |
0.5% |
1.2654 |
| Low |
1.2568 |
1.2586 |
0.0018 |
0.1% |
1.2492 |
| Close |
1.2592 |
1.2663 |
0.0071 |
0.6% |
1.2573 |
| Range |
0.0061 |
0.0107 |
0.0046 |
75.4% |
0.0162 |
| ATR |
0.0081 |
0.0082 |
0.0002 |
2.3% |
0.0000 |
| Volume |
230 |
538 |
308 |
133.9% |
1,052 |
|
| Daily Pivots for day following 30-May-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.2968 |
1.2923 |
1.2722 |
|
| R3 |
1.2861 |
1.2816 |
1.2692 |
|
| R2 |
1.2754 |
1.2754 |
1.2683 |
|
| R1 |
1.2709 |
1.2709 |
1.2673 |
1.2732 |
| PP |
1.2647 |
1.2647 |
1.2647 |
1.2659 |
| S1 |
1.2602 |
1.2602 |
1.2653 |
1.2625 |
| S2 |
1.2540 |
1.2540 |
1.2643 |
|
| S3 |
1.2433 |
1.2495 |
1.2634 |
|
| S4 |
1.2326 |
1.2388 |
1.2604 |
|
|
| Weekly Pivots for week ending 25-May-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.3059 |
1.2978 |
1.2662 |
|
| R3 |
1.2897 |
1.2816 |
1.2618 |
|
| R2 |
1.2735 |
1.2735 |
1.2603 |
|
| R1 |
1.2654 |
1.2654 |
1.2588 |
1.2614 |
| PP |
1.2573 |
1.2573 |
1.2573 |
1.2553 |
| S1 |
1.2492 |
1.2492 |
1.2558 |
1.2452 |
| S2 |
1.2411 |
1.2411 |
1.2543 |
|
| S3 |
1.2249 |
1.2330 |
1.2528 |
|
| S4 |
1.2087 |
1.2168 |
1.2484 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1.2693 |
1.2517 |
0.0176 |
1.4% |
0.0074 |
0.6% |
83% |
True |
False |
325 |
| 10 |
1.2693 |
1.2435 |
0.0258 |
2.0% |
0.0084 |
0.7% |
88% |
True |
False |
248 |
| 20 |
1.2693 |
1.2425 |
0.0268 |
2.1% |
0.0075 |
0.6% |
89% |
True |
False |
193 |
| 40 |
1.2693 |
1.2108 |
0.0585 |
4.6% |
0.0075 |
0.6% |
95% |
True |
False |
127 |
| 60 |
1.2693 |
1.1915 |
0.0778 |
6.1% |
0.0076 |
0.6% |
96% |
True |
False |
96 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.3148 |
|
2.618 |
1.2973 |
|
1.618 |
1.2866 |
|
1.000 |
1.2800 |
|
0.618 |
1.2759 |
|
HIGH |
1.2693 |
|
0.618 |
1.2652 |
|
0.500 |
1.2640 |
|
0.382 |
1.2627 |
|
LOW |
1.2586 |
|
0.618 |
1.2520 |
|
1.000 |
1.2479 |
|
1.618 |
1.2413 |
|
2.618 |
1.2306 |
|
4.250 |
1.2131 |
|
|
| Fisher Pivots for day following 30-May-2012 |
| Pivot |
1 day |
3 day |
| R1 |
1.2655 |
1.2649 |
| PP |
1.2647 |
1.2635 |
| S1 |
1.2640 |
1.2621 |
|