CME Japanese Yen Future June 2012
| Trading Metrics calculated at close of trading on 11-May-2012 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
10-May-2012 |
11-May-2012 |
Change |
Change % |
Previous Week |
| Open |
1.2557 |
1.2521 |
-0.0036 |
-0.3% |
1.2535 |
| High |
1.2566 |
1.2547 |
-0.0019 |
-0.2% |
1.2595 |
| Low |
1.2501 |
1.2505 |
0.0004 |
0.0% |
1.2491 |
| Close |
1.2518 |
1.2523 |
0.0005 |
0.0% |
1.2523 |
| Range |
0.0065 |
0.0042 |
-0.0023 |
-35.4% |
0.0104 |
| ATR |
0.0097 |
0.0093 |
-0.0004 |
-4.1% |
0.0000 |
| Volume |
75,385 |
65,382 |
-10,003 |
-13.3% |
343,577 |
|
| Daily Pivots for day following 11-May-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.2651 |
1.2629 |
1.2546 |
|
| R3 |
1.2609 |
1.2587 |
1.2535 |
|
| R2 |
1.2567 |
1.2567 |
1.2531 |
|
| R1 |
1.2545 |
1.2545 |
1.2527 |
1.2556 |
| PP |
1.2525 |
1.2525 |
1.2525 |
1.2531 |
| S1 |
1.2503 |
1.2503 |
1.2519 |
1.2514 |
| S2 |
1.2483 |
1.2483 |
1.2515 |
|
| S3 |
1.2441 |
1.2461 |
1.2511 |
|
| S4 |
1.2399 |
1.2419 |
1.2500 |
|
|
| Weekly Pivots for week ending 11-May-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.2848 |
1.2790 |
1.2580 |
|
| R3 |
1.2744 |
1.2686 |
1.2552 |
|
| R2 |
1.2640 |
1.2640 |
1.2542 |
|
| R1 |
1.2582 |
1.2582 |
1.2533 |
1.2559 |
| PP |
1.2536 |
1.2536 |
1.2536 |
1.2525 |
| S1 |
1.2478 |
1.2478 |
1.2513 |
1.2455 |
| S2 |
1.2432 |
1.2432 |
1.2504 |
|
| S3 |
1.2328 |
1.2374 |
1.2494 |
|
| S4 |
1.2224 |
1.2270 |
1.2466 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1.2595 |
1.2491 |
0.0104 |
0.8% |
0.0061 |
0.5% |
31% |
False |
False |
68,715 |
| 10 |
1.2595 |
1.2409 |
0.0186 |
1.5% |
0.0076 |
0.6% |
61% |
False |
False |
69,038 |
| 20 |
1.2595 |
1.2233 |
0.0362 |
2.9% |
0.0090 |
0.7% |
80% |
False |
False |
74,615 |
| 40 |
1.2595 |
1.1900 |
0.0695 |
5.5% |
0.0105 |
0.8% |
90% |
False |
False |
82,849 |
| 60 |
1.2776 |
1.1889 |
0.0887 |
7.1% |
0.0110 |
0.9% |
71% |
False |
False |
59,280 |
| 80 |
1.3174 |
1.1889 |
0.1285 |
10.3% |
0.0101 |
0.8% |
49% |
False |
False |
44,512 |
| 100 |
1.3174 |
1.1889 |
0.1285 |
10.3% |
0.0087 |
0.7% |
49% |
False |
False |
35,616 |
| 120 |
1.3174 |
1.1889 |
0.1285 |
10.3% |
0.0073 |
0.6% |
49% |
False |
False |
29,682 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.2726 |
|
2.618 |
1.2657 |
|
1.618 |
1.2615 |
|
1.000 |
1.2589 |
|
0.618 |
1.2573 |
|
HIGH |
1.2547 |
|
0.618 |
1.2531 |
|
0.500 |
1.2526 |
|
0.382 |
1.2521 |
|
LOW |
1.2505 |
|
0.618 |
1.2479 |
|
1.000 |
1.2463 |
|
1.618 |
1.2437 |
|
2.618 |
1.2395 |
|
4.250 |
1.2327 |
|
|
| Fisher Pivots for day following 11-May-2012 |
| Pivot |
1 day |
3 day |
| R1 |
1.2526 |
1.2548 |
| PP |
1.2525 |
1.2540 |
| S1 |
1.2524 |
1.2531 |
|