CME Japanese Yen Future June 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 |
1.2568 |
1.2554 |
-0.0014 |
-0.1% |
1.2629 |
| High |
1.2580 |
1.2616 |
0.0036 |
0.3% |
1.2643 |
| Low |
1.2528 |
1.2550 |
0.0022 |
0.2% |
1.2476 |
| Close |
1.2559 |
1.2579 |
0.0020 |
0.2% |
1.2559 |
| Range |
0.0052 |
0.0066 |
0.0014 |
26.9% |
0.0167 |
| ATR |
0.0093 |
0.0091 |
-0.0002 |
-2.1% |
0.0000 |
| Volume |
49,292 |
86,499 |
37,207 |
75.5% |
356,983 |
|
| Daily Pivots for day following 29-May-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.2780 |
1.2745 |
1.2615 |
|
| R3 |
1.2714 |
1.2679 |
1.2597 |
|
| R2 |
1.2648 |
1.2648 |
1.2591 |
|
| R1 |
1.2613 |
1.2613 |
1.2585 |
1.2631 |
| PP |
1.2582 |
1.2582 |
1.2582 |
1.2590 |
| S1 |
1.2547 |
1.2547 |
1.2573 |
1.2565 |
| S2 |
1.2516 |
1.2516 |
1.2567 |
|
| S3 |
1.2450 |
1.2481 |
1.2561 |
|
| S4 |
1.2384 |
1.2415 |
1.2543 |
|
|
| Weekly Pivots for week ending 25-May-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.3060 |
1.2977 |
1.2651 |
|
| R3 |
1.2893 |
1.2810 |
1.2605 |
|
| R2 |
1.2726 |
1.2726 |
1.2590 |
|
| R1 |
1.2643 |
1.2643 |
1.2574 |
1.2601 |
| PP |
1.2559 |
1.2559 |
1.2559 |
1.2539 |
| S1 |
1.2476 |
1.2476 |
1.2544 |
1.2434 |
| S2 |
1.2392 |
1.2392 |
1.2528 |
|
| S3 |
1.2225 |
1.2309 |
1.2513 |
|
| S4 |
1.2058 |
1.2142 |
1.2467 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1.2627 |
1.2476 |
0.0151 |
1.2% |
0.0090 |
0.7% |
68% |
False |
False |
76,841 |
| 10 |
1.2663 |
1.2416 |
0.0247 |
2.0% |
0.0092 |
0.7% |
66% |
False |
False |
85,129 |
| 20 |
1.2663 |
1.2409 |
0.0254 |
2.0% |
0.0083 |
0.7% |
67% |
False |
False |
76,949 |
| 40 |
1.2663 |
1.2011 |
0.0652 |
5.2% |
0.0098 |
0.8% |
87% |
False |
False |
79,859 |
| 60 |
1.2663 |
1.1889 |
0.0774 |
6.2% |
0.0106 |
0.8% |
89% |
False |
False |
74,476 |
| 80 |
1.3142 |
1.1889 |
0.1253 |
10.0% |
0.0103 |
0.8% |
55% |
False |
False |
56,002 |
| 100 |
1.3174 |
1.1889 |
0.1285 |
10.2% |
0.0094 |
0.7% |
54% |
False |
False |
44,817 |
| 120 |
1.3174 |
1.1889 |
0.1285 |
10.2% |
0.0081 |
0.6% |
54% |
False |
False |
37,352 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.2897 |
|
2.618 |
1.2789 |
|
1.618 |
1.2723 |
|
1.000 |
1.2682 |
|
0.618 |
1.2657 |
|
HIGH |
1.2616 |
|
0.618 |
1.2591 |
|
0.500 |
1.2583 |
|
0.382 |
1.2575 |
|
LOW |
1.2550 |
|
0.618 |
1.2509 |
|
1.000 |
1.2484 |
|
1.618 |
1.2443 |
|
2.618 |
1.2377 |
|
4.250 |
1.2270 |
|
|
| Fisher Pivots for day following 29-May-2012 |
| Pivot |
1 day |
3 day |
| R1 |
1.2583 |
1.2577 |
| PP |
1.2582 |
1.2574 |
| S1 |
1.2580 |
1.2572 |
|