CME Japanese Yen Future December 2012
| Trading Metrics calculated at close of trading on 16-May-2012 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
15-May-2012 |
16-May-2012 |
Change |
Change % |
Previous Week |
| Open |
1.2502 |
1.2481 |
-0.0021 |
-0.2% |
1.2546 |
| High |
1.2502 |
1.2498 |
-0.0004 |
0.0% |
1.2620 |
| Low |
1.2495 |
1.2460 |
-0.0035 |
-0.3% |
1.2539 |
| Close |
1.2495 |
1.2498 |
0.0003 |
0.0% |
1.2557 |
| Range |
0.0007 |
0.0038 |
0.0031 |
442.9% |
0.0081 |
| ATR |
0.0054 |
0.0053 |
-0.0001 |
-2.1% |
0.0000 |
| Volume |
11 |
4 |
-7 |
-63.6% |
20 |
|
| Daily Pivots for day following 16-May-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.2599 |
1.2587 |
1.2519 |
|
| R3 |
1.2561 |
1.2549 |
1.2508 |
|
| R2 |
1.2523 |
1.2523 |
1.2505 |
|
| R1 |
1.2511 |
1.2511 |
1.2501 |
1.2517 |
| PP |
1.2485 |
1.2485 |
1.2485 |
1.2489 |
| S1 |
1.2473 |
1.2473 |
1.2495 |
1.2479 |
| S2 |
1.2447 |
1.2447 |
1.2491 |
|
| S3 |
1.2409 |
1.2435 |
1.2488 |
|
| S4 |
1.2371 |
1.2397 |
1.2477 |
|
|
| 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 |
1.2596 |
1.2460 |
0.0136 |
1.1% |
0.0027 |
0.2% |
28% |
False |
True |
6 |
| 10 |
1.2620 |
1.2454 |
0.0166 |
1.3% |
0.0027 |
0.2% |
27% |
False |
False |
4 |
| 20 |
1.2620 |
1.2298 |
0.0322 |
2.6% |
0.0014 |
0.1% |
62% |
False |
False |
3 |
| 40 |
1.2620 |
1.2069 |
0.0551 |
4.4% |
0.0020 |
0.2% |
78% |
False |
False |
4 |
| 60 |
1.2620 |
1.1980 |
0.0640 |
5.1% |
0.0016 |
0.1% |
81% |
False |
False |
5 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.2660 |
|
2.618 |
1.2597 |
|
1.618 |
1.2559 |
|
1.000 |
1.2536 |
|
0.618 |
1.2521 |
|
HIGH |
1.2498 |
|
0.618 |
1.2483 |
|
0.500 |
1.2479 |
|
0.382 |
1.2475 |
|
LOW |
1.2460 |
|
0.618 |
1.2437 |
|
1.000 |
1.2422 |
|
1.618 |
1.2399 |
|
2.618 |
1.2361 |
|
4.250 |
1.2299 |
|
|
| Fisher Pivots for day following 16-May-2012 |
| Pivot |
1 day |
3 day |
| R1 |
1.2492 |
1.2528 |
| PP |
1.2485 |
1.2518 |
| S1 |
1.2479 |
1.2508 |
|