CME Japanese Yen Future December 2012
| Trading Metrics calculated at close of trading on 30-May-2012 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
29-May-2012 |
30-May-2012 |
Change |
Change % |
Previous Week |
| Open |
1.2600 |
1.2680 |
0.0080 |
0.6% |
1.2639 |
| High |
1.2611 |
1.2684 |
0.0073 |
0.6% |
1.2639 |
| Low |
1.2600 |
1.2680 |
0.0080 |
0.6% |
1.2517 |
| Close |
1.2611 |
1.2684 |
0.0073 |
0.6% |
1.2594 |
| Range |
0.0011 |
0.0004 |
-0.0007 |
-63.6% |
0.0122 |
| ATR |
0.0057 |
0.0058 |
0.0001 |
2.1% |
0.0000 |
| Volume |
22 |
1 |
-21 |
-95.5% |
32 |
|
| Daily Pivots for day following 30-May-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.2695 |
1.2693 |
1.2686 |
|
| R3 |
1.2691 |
1.2689 |
1.2685 |
|
| R2 |
1.2687 |
1.2687 |
1.2685 |
|
| R1 |
1.2685 |
1.2685 |
1.2684 |
1.2686 |
| PP |
1.2683 |
1.2683 |
1.2683 |
1.2683 |
| S1 |
1.2681 |
1.2681 |
1.2684 |
1.2682 |
| S2 |
1.2679 |
1.2679 |
1.2683 |
|
| S3 |
1.2675 |
1.2677 |
1.2683 |
|
| S4 |
1.2671 |
1.2673 |
1.2682 |
|
|
| 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 |
1.2684 |
1.2594 |
0.0090 |
0.7% |
0.0007 |
0.1% |
100% |
True |
False |
7 |
| 10 |
1.2686 |
1.2460 |
0.0226 |
1.8% |
0.0017 |
0.1% |
99% |
False |
False |
6 |
| 20 |
1.2686 |
1.2454 |
0.0232 |
1.8% |
0.0021 |
0.2% |
99% |
False |
False |
5 |
| 40 |
1.2686 |
1.2146 |
0.0540 |
4.3% |
0.0022 |
0.2% |
100% |
False |
False |
6 |
| 60 |
1.2686 |
1.1980 |
0.0706 |
5.6% |
0.0017 |
0.1% |
100% |
False |
False |
5 |
| 80 |
1.3090 |
1.1980 |
0.1110 |
8.8% |
0.0015 |
0.1% |
63% |
False |
False |
4 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.2701 |
|
2.618 |
1.2694 |
|
1.618 |
1.2690 |
|
1.000 |
1.2688 |
|
0.618 |
1.2686 |
|
HIGH |
1.2684 |
|
0.618 |
1.2682 |
|
0.500 |
1.2682 |
|
0.382 |
1.2682 |
|
LOW |
1.2680 |
|
0.618 |
1.2678 |
|
1.000 |
1.2676 |
|
1.618 |
1.2674 |
|
2.618 |
1.2670 |
|
4.250 |
1.2663 |
|
|
| Fisher Pivots for day following 30-May-2012 |
| Pivot |
1 day |
3 day |
| R1 |
1.2683 |
1.2669 |
| PP |
1.2683 |
1.2654 |
| S1 |
1.2682 |
1.2639 |
|