CME Japanese Yen Future December 2012
| Trading Metrics calculated at close of trading on 29-May-2012 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
25-May-2012 |
29-May-2012 |
Change |
Change % |
Previous Week |
| Open |
1.2597 |
1.2600 |
0.0003 |
0.0% |
1.2639 |
| High |
1.2597 |
1.2611 |
0.0014 |
0.1% |
1.2639 |
| Low |
1.2594 |
1.2600 |
0.0006 |
0.0% |
1.2517 |
| Close |
1.2594 |
1.2611 |
0.0017 |
0.1% |
1.2594 |
| Range |
0.0003 |
0.0011 |
0.0008 |
266.7% |
0.0122 |
| ATR |
0.0060 |
0.0057 |
-0.0003 |
-5.1% |
0.0000 |
| Volume |
4 |
22 |
18 |
450.0% |
32 |
|
| Daily Pivots for day following 29-May-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.2640 |
1.2637 |
1.2617 |
|
| R3 |
1.2629 |
1.2626 |
1.2614 |
|
| R2 |
1.2618 |
1.2618 |
1.2613 |
|
| R1 |
1.2615 |
1.2615 |
1.2612 |
1.2617 |
| PP |
1.2607 |
1.2607 |
1.2607 |
1.2608 |
| S1 |
1.2604 |
1.2604 |
1.2610 |
1.2606 |
| S2 |
1.2596 |
1.2596 |
1.2609 |
|
| S3 |
1.2585 |
1.2593 |
1.2608 |
|
| S4 |
1.2574 |
1.2582 |
1.2605 |
|
|
| 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 |
1.2624 |
1.2517 |
0.0107 |
0.8% |
0.0012 |
0.1% |
88% |
False |
False |
8 |
| 10 |
1.2686 |
1.2460 |
0.0226 |
1.8% |
0.0018 |
0.1% |
67% |
False |
False |
7 |
| 20 |
1.2686 |
1.2454 |
0.0232 |
1.8% |
0.0020 |
0.2% |
68% |
False |
False |
5 |
| 40 |
1.2686 |
1.2088 |
0.0598 |
4.7% |
0.0022 |
0.2% |
87% |
False |
False |
6 |
| 60 |
1.2686 |
1.1980 |
0.0706 |
5.6% |
0.0017 |
0.1% |
89% |
False |
False |
5 |
| 80 |
1.3118 |
1.1980 |
0.1138 |
9.0% |
0.0016 |
0.1% |
55% |
False |
False |
4 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.2658 |
|
2.618 |
1.2640 |
|
1.618 |
1.2629 |
|
1.000 |
1.2622 |
|
0.618 |
1.2618 |
|
HIGH |
1.2611 |
|
0.618 |
1.2607 |
|
0.500 |
1.2606 |
|
0.382 |
1.2604 |
|
LOW |
1.2600 |
|
0.618 |
1.2593 |
|
1.000 |
1.2589 |
|
1.618 |
1.2582 |
|
2.618 |
1.2571 |
|
4.250 |
1.2553 |
|
|
| Fisher Pivots for day following 29-May-2012 |
| Pivot |
1 day |
3 day |
| R1 |
1.2609 |
1.2610 |
| PP |
1.2607 |
1.2609 |
| S1 |
1.2606 |
1.2608 |
|