CME Japanese Yen Future December 2012
| Trading Metrics calculated at close of trading on 31-May-2012 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
30-May-2012 |
31-May-2012 |
Change |
Change % |
Previous Week |
| Open |
1.2680 |
1.2745 |
0.0065 |
0.5% |
1.2639 |
| High |
1.2684 |
1.2810 |
0.0126 |
1.0% |
1.2639 |
| Low |
1.2680 |
1.2745 |
0.0065 |
0.5% |
1.2517 |
| Close |
1.2684 |
1.2803 |
0.0119 |
0.9% |
1.2594 |
| Range |
0.0004 |
0.0065 |
0.0061 |
1,525.0% |
0.0122 |
| ATR |
0.0058 |
0.0063 |
0.0005 |
8.4% |
0.0000 |
| Volume |
1 |
13 |
12 |
1,200.0% |
32 |
|
| Daily Pivots for day following 31-May-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.2981 |
1.2957 |
1.2839 |
|
| R3 |
1.2916 |
1.2892 |
1.2821 |
|
| R2 |
1.2851 |
1.2851 |
1.2815 |
|
| R1 |
1.2827 |
1.2827 |
1.2809 |
1.2839 |
| PP |
1.2786 |
1.2786 |
1.2786 |
1.2792 |
| S1 |
1.2762 |
1.2762 |
1.2797 |
1.2774 |
| S2 |
1.2721 |
1.2721 |
1.2791 |
|
| S3 |
1.2656 |
1.2697 |
1.2785 |
|
| S4 |
1.2591 |
1.2632 |
1.2767 |
|
|
| 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 |
1.2810 |
1.2594 |
0.0216 |
1.7% |
0.0020 |
0.2% |
97% |
True |
False |
9 |
| 10 |
1.2810 |
1.2517 |
0.0293 |
2.3% |
0.0020 |
0.2% |
98% |
True |
False |
7 |
| 20 |
1.2810 |
1.2454 |
0.0356 |
2.8% |
0.0024 |
0.2% |
98% |
True |
False |
6 |
| 40 |
1.2810 |
1.2183 |
0.0627 |
4.9% |
0.0023 |
0.2% |
99% |
True |
False |
6 |
| 60 |
1.2810 |
1.1980 |
0.0830 |
6.5% |
0.0018 |
0.1% |
99% |
True |
False |
6 |
| 80 |
1.3040 |
1.1980 |
0.1060 |
8.3% |
0.0016 |
0.1% |
78% |
False |
False |
5 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.3086 |
|
2.618 |
1.2980 |
|
1.618 |
1.2915 |
|
1.000 |
1.2875 |
|
0.618 |
1.2850 |
|
HIGH |
1.2810 |
|
0.618 |
1.2785 |
|
0.500 |
1.2778 |
|
0.382 |
1.2770 |
|
LOW |
1.2745 |
|
0.618 |
1.2705 |
|
1.000 |
1.2680 |
|
1.618 |
1.2640 |
|
2.618 |
1.2575 |
|
4.250 |
1.2469 |
|
|
| Fisher Pivots for day following 31-May-2012 |
| Pivot |
1 day |
3 day |
| R1 |
1.2795 |
1.2770 |
| PP |
1.2786 |
1.2738 |
| S1 |
1.2778 |
1.2705 |
|