CME Japanese Yen Future December 2012
| Trading Metrics calculated at close of trading on 14-May-2012 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
11-May-2012 |
14-May-2012 |
Change |
Change % |
Previous Week |
| Open |
1.2557 |
1.2557 |
0.0000 |
0.0% |
1.2546 |
| High |
1.2557 |
1.2596 |
0.0039 |
0.3% |
1.2620 |
| Low |
1.2557 |
1.2514 |
-0.0043 |
-0.3% |
1.2539 |
| Close |
1.2557 |
1.2561 |
0.0004 |
0.0% |
1.2557 |
| Range |
0.0000 |
0.0082 |
0.0082 |
|
0.0081 |
| ATR |
0.0051 |
0.0053 |
0.0002 |
4.4% |
0.0000 |
| Volume |
8 |
8 |
0 |
0.0% |
20 |
|
| Daily Pivots for day following 14-May-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.2803 |
1.2764 |
1.2606 |
|
| R3 |
1.2721 |
1.2682 |
1.2584 |
|
| R2 |
1.2639 |
1.2639 |
1.2576 |
|
| R1 |
1.2600 |
1.2600 |
1.2569 |
1.2620 |
| PP |
1.2557 |
1.2557 |
1.2557 |
1.2567 |
| S1 |
1.2518 |
1.2518 |
1.2553 |
1.2538 |
| S2 |
1.2475 |
1.2475 |
1.2546 |
|
| S3 |
1.2393 |
1.2436 |
1.2538 |
|
| S4 |
1.2311 |
1.2354 |
1.2516 |
|
|
| Weekly Pivots for week ending 11-May-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.2815 |
1.2767 |
1.2602 |
|
| R3 |
1.2734 |
1.2686 |
1.2579 |
|
| R2 |
1.2653 |
1.2653 |
1.2572 |
|
| R1 |
1.2605 |
1.2605 |
1.2564 |
1.2629 |
| PP |
1.2572 |
1.2572 |
1.2572 |
1.2584 |
| S1 |
1.2524 |
1.2524 |
1.2550 |
1.2548 |
| S2 |
1.2491 |
1.2491 |
1.2542 |
|
| S3 |
1.2410 |
1.2443 |
1.2535 |
|
| S4 |
1.2329 |
1.2362 |
1.2512 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1.2620 |
1.2514 |
0.0106 |
0.8% |
0.0030 |
0.2% |
44% |
False |
True |
4 |
| 10 |
1.2620 |
1.2454 |
0.0166 |
1.3% |
0.0023 |
0.2% |
64% |
False |
False |
3 |
| 20 |
1.2620 |
1.2298 |
0.0322 |
2.6% |
0.0018 |
0.1% |
82% |
False |
False |
4 |
| 40 |
1.2620 |
1.1980 |
0.0640 |
5.1% |
0.0020 |
0.2% |
91% |
False |
False |
4 |
| 60 |
1.2620 |
1.1980 |
0.0640 |
5.1% |
0.0016 |
0.1% |
91% |
False |
False |
5 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.2945 |
|
2.618 |
1.2811 |
|
1.618 |
1.2729 |
|
1.000 |
1.2678 |
|
0.618 |
1.2647 |
|
HIGH |
1.2596 |
|
0.618 |
1.2565 |
|
0.500 |
1.2555 |
|
0.382 |
1.2545 |
|
LOW |
1.2514 |
|
0.618 |
1.2463 |
|
1.000 |
1.2432 |
|
1.618 |
1.2381 |
|
2.618 |
1.2299 |
|
4.250 |
1.2166 |
|
|
| Fisher Pivots for day following 14-May-2012 |
| Pivot |
1 day |
3 day |
| R1 |
1.2559 |
1.2559 |
| PP |
1.2557 |
1.2557 |
| S1 |
1.2555 |
1.2555 |
|