CME Japanese Yen Future December 2012
| Trading Metrics calculated at close of trading on 10-May-2012 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
09-May-2012 |
10-May-2012 |
Change |
Change % |
Previous Week |
| Open |
1.2620 |
1.2547 |
-0.0073 |
-0.6% |
1.2570 |
| High |
1.2620 |
1.2551 |
-0.0069 |
-0.5% |
1.2570 |
| Low |
1.2590 |
1.2542 |
-0.0048 |
-0.4% |
1.2454 |
| Close |
1.2590 |
1.2551 |
-0.0039 |
-0.3% |
1.2558 |
| Range |
0.0030 |
0.0009 |
-0.0021 |
-70.0% |
0.0116 |
| ATR |
0.0055 |
0.0054 |
0.0000 |
-0.9% |
0.0000 |
| Volume |
3 |
1 |
-2 |
-66.7% |
8 |
|
| Daily Pivots for day following 10-May-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.2575 |
1.2572 |
1.2556 |
|
| R3 |
1.2566 |
1.2563 |
1.2553 |
|
| R2 |
1.2557 |
1.2557 |
1.2553 |
|
| R1 |
1.2554 |
1.2554 |
1.2552 |
1.2556 |
| PP |
1.2548 |
1.2548 |
1.2548 |
1.2549 |
| S1 |
1.2545 |
1.2545 |
1.2550 |
1.2547 |
| S2 |
1.2539 |
1.2539 |
1.2549 |
|
| S3 |
1.2530 |
1.2536 |
1.2549 |
|
| S4 |
1.2521 |
1.2527 |
1.2546 |
|
|
| 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 |
1.2520 |
0.0100 |
0.8% |
0.0022 |
0.2% |
31% |
False |
False |
3 |
| 10 |
1.2620 |
1.2454 |
0.0166 |
1.3% |
0.0015 |
0.1% |
58% |
False |
False |
2 |
| 20 |
1.2620 |
1.2298 |
0.0322 |
2.6% |
0.0015 |
0.1% |
79% |
False |
False |
4 |
| 40 |
1.2620 |
1.1980 |
0.0640 |
5.1% |
0.0018 |
0.1% |
89% |
False |
False |
4 |
| 60 |
1.2732 |
1.1980 |
0.0752 |
6.0% |
0.0014 |
0.1% |
76% |
False |
False |
4 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.2589 |
|
2.618 |
1.2575 |
|
1.618 |
1.2566 |
|
1.000 |
1.2560 |
|
0.618 |
1.2557 |
|
HIGH |
1.2551 |
|
0.618 |
1.2548 |
|
0.500 |
1.2547 |
|
0.382 |
1.2545 |
|
LOW |
1.2542 |
|
0.618 |
1.2536 |
|
1.000 |
1.2533 |
|
1.618 |
1.2527 |
|
2.618 |
1.2518 |
|
4.250 |
1.2504 |
|
|
| Fisher Pivots for day following 10-May-2012 |
| Pivot |
1 day |
3 day |
| R1 |
1.2550 |
1.2580 |
| PP |
1.2548 |
1.2570 |
| S1 |
1.2547 |
1.2561 |
|