CME Japanese Yen Future December 2012
| Trading Metrics calculated at close of trading on 09-May-2012 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
08-May-2012 |
09-May-2012 |
Change |
Change % |
Previous Week |
| Open |
1.2539 |
1.2620 |
0.0081 |
0.6% |
1.2570 |
| High |
1.2570 |
1.2620 |
0.0050 |
0.4% |
1.2570 |
| Low |
1.2539 |
1.2590 |
0.0051 |
0.4% |
1.2454 |
| Close |
1.2568 |
1.2590 |
0.0022 |
0.2% |
1.2558 |
| Range |
0.0031 |
0.0030 |
-0.0001 |
-3.2% |
0.0116 |
| ATR |
0.0055 |
0.0055 |
0.0000 |
-0.4% |
0.0000 |
| Volume |
4 |
3 |
-1 |
-25.0% |
8 |
|
| Daily Pivots for day following 09-May-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.2690 |
1.2670 |
1.2607 |
|
| R3 |
1.2660 |
1.2640 |
1.2598 |
|
| R2 |
1.2630 |
1.2630 |
1.2596 |
|
| R1 |
1.2610 |
1.2610 |
1.2593 |
1.2605 |
| PP |
1.2600 |
1.2600 |
1.2600 |
1.2598 |
| S1 |
1.2580 |
1.2580 |
1.2587 |
1.2575 |
| S2 |
1.2570 |
1.2570 |
1.2585 |
|
| S3 |
1.2540 |
1.2550 |
1.2582 |
|
| S4 |
1.2510 |
1.2520 |
1.2574 |
|
|
| Weekly Pivots for week ending 04-May-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.2875 |
1.2833 |
1.2622 |
|
| R3 |
1.2759 |
1.2717 |
1.2590 |
|
| R2 |
1.2643 |
1.2643 |
1.2579 |
|
| R1 |
1.2601 |
1.2601 |
1.2569 |
1.2564 |
| PP |
1.2527 |
1.2527 |
1.2527 |
1.2509 |
| S1 |
1.2485 |
1.2485 |
1.2547 |
1.2448 |
| S2 |
1.2411 |
1.2411 |
1.2537 |
|
| S3 |
1.2295 |
1.2369 |
1.2526 |
|
| S4 |
1.2179 |
1.2253 |
1.2494 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1.2620 |
1.2454 |
0.0166 |
1.3% |
0.0028 |
0.2% |
82% |
True |
False |
3 |
| 10 |
1.2620 |
1.2393 |
0.0227 |
1.8% |
0.0014 |
0.1% |
87% |
True |
False |
2 |
| 20 |
1.2620 |
1.2298 |
0.0322 |
2.6% |
0.0017 |
0.1% |
91% |
True |
False |
4 |
| 40 |
1.2620 |
1.1980 |
0.0640 |
5.1% |
0.0018 |
0.1% |
95% |
True |
False |
5 |
| 60 |
1.2844 |
1.1980 |
0.0864 |
6.9% |
0.0015 |
0.1% |
71% |
False |
False |
4 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.2748 |
|
2.618 |
1.2699 |
|
1.618 |
1.2669 |
|
1.000 |
1.2650 |
|
0.618 |
1.2639 |
|
HIGH |
1.2620 |
|
0.618 |
1.2609 |
|
0.500 |
1.2605 |
|
0.382 |
1.2601 |
|
LOW |
1.2590 |
|
0.618 |
1.2571 |
|
1.000 |
1.2560 |
|
1.618 |
1.2541 |
|
2.618 |
1.2511 |
|
4.250 |
1.2463 |
|
|
| Fisher Pivots for day following 09-May-2012 |
| Pivot |
1 day |
3 day |
| R1 |
1.2605 |
1.2587 |
| PP |
1.2600 |
1.2583 |
| S1 |
1.2595 |
1.2580 |
|