CME Japanese Yen Future December 2012
| Trading Metrics calculated at close of trading on 25-May-2012 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
24-May-2012 |
25-May-2012 |
Change |
Change % |
Previous Week |
| Open |
1.2621 |
1.2597 |
-0.0024 |
-0.2% |
1.2639 |
| High |
1.2621 |
1.2597 |
-0.0024 |
-0.2% |
1.2639 |
| Low |
1.2606 |
1.2594 |
-0.0012 |
-0.1% |
1.2517 |
| Close |
1.2606 |
1.2594 |
-0.0012 |
-0.1% |
1.2594 |
| Range |
0.0015 |
0.0003 |
-0.0012 |
-80.0% |
0.0122 |
| ATR |
0.0063 |
0.0060 |
-0.0004 |
-5.8% |
0.0000 |
| Volume |
6 |
4 |
-2 |
-33.3% |
32 |
|
| Daily Pivots for day following 25-May-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.2604 |
1.2602 |
1.2596 |
|
| R3 |
1.2601 |
1.2599 |
1.2595 |
|
| R2 |
1.2598 |
1.2598 |
1.2595 |
|
| R1 |
1.2596 |
1.2596 |
1.2594 |
1.2596 |
| PP |
1.2595 |
1.2595 |
1.2595 |
1.2595 |
| S1 |
1.2593 |
1.2593 |
1.2594 |
1.2593 |
| S2 |
1.2592 |
1.2592 |
1.2593 |
|
| S3 |
1.2589 |
1.2590 |
1.2593 |
|
| S4 |
1.2586 |
1.2587 |
1.2592 |
|
|
| Weekly Pivots for week ending 25-May-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.2949 |
1.2894 |
1.2661 |
|
| R3 |
1.2827 |
1.2772 |
1.2628 |
|
| R2 |
1.2705 |
1.2705 |
1.2616 |
|
| R1 |
1.2650 |
1.2650 |
1.2605 |
1.2617 |
| PP |
1.2583 |
1.2583 |
1.2583 |
1.2567 |
| S1 |
1.2528 |
1.2528 |
1.2583 |
1.2495 |
| S2 |
1.2461 |
1.2461 |
1.2572 |
|
| S3 |
1.2339 |
1.2406 |
1.2560 |
|
| S4 |
1.2217 |
1.2284 |
1.2527 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1.2639 |
1.2517 |
0.0122 |
1.0% |
0.0010 |
0.1% |
63% |
False |
False |
6 |
| 10 |
1.2686 |
1.2460 |
0.0226 |
1.8% |
0.0025 |
0.2% |
59% |
False |
False |
6 |
| 20 |
1.2686 |
1.2454 |
0.0232 |
1.8% |
0.0020 |
0.2% |
60% |
False |
False |
4 |
| 40 |
1.2686 |
1.2088 |
0.0598 |
4.7% |
0.0022 |
0.2% |
85% |
False |
False |
5 |
| 60 |
1.2686 |
1.1980 |
0.0706 |
5.6% |
0.0017 |
0.1% |
87% |
False |
False |
5 |
| 80 |
1.3118 |
1.1980 |
0.1138 |
9.0% |
0.0016 |
0.1% |
54% |
False |
False |
4 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.2610 |
|
2.618 |
1.2605 |
|
1.618 |
1.2602 |
|
1.000 |
1.2600 |
|
0.618 |
1.2599 |
|
HIGH |
1.2597 |
|
0.618 |
1.2596 |
|
0.500 |
1.2596 |
|
0.382 |
1.2595 |
|
LOW |
1.2594 |
|
0.618 |
1.2592 |
|
1.000 |
1.2591 |
|
1.618 |
1.2589 |
|
2.618 |
1.2586 |
|
4.250 |
1.2581 |
|
|
| Fisher Pivots for day following 25-May-2012 |
| Pivot |
1 day |
3 day |
| R1 |
1.2596 |
1.2609 |
| PP |
1.2595 |
1.2604 |
| S1 |
1.2595 |
1.2599 |
|