CME Japanese Yen Future June 2012
| Trading Metrics calculated at close of trading on 18-May-2012 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
17-May-2012 |
18-May-2012 |
Change |
Change % |
Previous Week |
| Open |
1.2453 |
1.2610 |
0.0157 |
1.3% |
1.2515 |
| High |
1.2641 |
1.2663 |
0.0022 |
0.2% |
1.2663 |
| Low |
1.2442 |
1.2587 |
0.0145 |
1.2% |
1.2416 |
| Close |
1.2619 |
1.2650 |
0.0031 |
0.2% |
1.2650 |
| Range |
0.0199 |
0.0076 |
-0.0123 |
-61.8% |
0.0247 |
| ATR |
0.0097 |
0.0095 |
-0.0001 |
-1.5% |
0.0000 |
| Volume |
128,731 |
88,039 |
-40,692 |
-31.6% |
477,010 |
|
| Daily Pivots for day following 18-May-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.2861 |
1.2832 |
1.2692 |
|
| R3 |
1.2785 |
1.2756 |
1.2671 |
|
| R2 |
1.2709 |
1.2709 |
1.2664 |
|
| R1 |
1.2680 |
1.2680 |
1.2657 |
1.2695 |
| PP |
1.2633 |
1.2633 |
1.2633 |
1.2641 |
| S1 |
1.2604 |
1.2604 |
1.2643 |
1.2619 |
| S2 |
1.2557 |
1.2557 |
1.2636 |
|
| S3 |
1.2481 |
1.2528 |
1.2629 |
|
| S4 |
1.2405 |
1.2452 |
1.2608 |
|
|
| Weekly Pivots for week ending 18-May-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.3317 |
1.3231 |
1.2786 |
|
| R3 |
1.3070 |
1.2984 |
1.2718 |
|
| R2 |
1.2823 |
1.2823 |
1.2695 |
|
| R1 |
1.2737 |
1.2737 |
1.2673 |
1.2780 |
| PP |
1.2576 |
1.2576 |
1.2576 |
1.2598 |
| S1 |
1.2490 |
1.2490 |
1.2627 |
1.2533 |
| S2 |
1.2329 |
1.2329 |
1.2605 |
|
| S3 |
1.2082 |
1.2243 |
1.2582 |
|
| S4 |
1.1835 |
1.1996 |
1.2514 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1.2663 |
1.2416 |
0.0247 |
2.0% |
0.0098 |
0.8% |
95% |
True |
False |
95,402 |
| 10 |
1.2663 |
1.2416 |
0.0247 |
2.0% |
0.0080 |
0.6% |
95% |
True |
False |
82,058 |
| 20 |
1.2663 |
1.2245 |
0.0418 |
3.3% |
0.0092 |
0.7% |
97% |
True |
False |
80,060 |
| 40 |
1.2663 |
1.2000 |
0.0663 |
5.2% |
0.0104 |
0.8% |
98% |
True |
False |
83,308 |
| 60 |
1.2663 |
1.1889 |
0.0774 |
6.1% |
0.0112 |
0.9% |
98% |
True |
False |
67,197 |
| 80 |
1.3174 |
1.1889 |
0.1285 |
10.2% |
0.0102 |
0.8% |
59% |
False |
False |
50,472 |
| 100 |
1.3174 |
1.1889 |
0.1285 |
10.2% |
0.0090 |
0.7% |
59% |
False |
False |
40,384 |
| 120 |
1.3174 |
1.1889 |
0.1285 |
10.2% |
0.0077 |
0.6% |
59% |
False |
False |
33,657 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.2986 |
|
2.618 |
1.2862 |
|
1.618 |
1.2786 |
|
1.000 |
1.2739 |
|
0.618 |
1.2710 |
|
HIGH |
1.2663 |
|
0.618 |
1.2634 |
|
0.500 |
1.2625 |
|
0.382 |
1.2616 |
|
LOW |
1.2587 |
|
0.618 |
1.2540 |
|
1.000 |
1.2511 |
|
1.618 |
1.2464 |
|
2.618 |
1.2388 |
|
4.250 |
1.2264 |
|
|
| Fisher Pivots for day following 18-May-2012 |
| Pivot |
1 day |
3 day |
| R1 |
1.2642 |
1.2613 |
| PP |
1.2633 |
1.2576 |
| S1 |
1.2625 |
1.2540 |
|