CME Japanese Yen Future September 2012
| Trading Metrics calculated at close of trading on 14-May-2012 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
11-May-2012 |
14-May-2012 |
Change |
Change % |
Previous Week |
| Open |
1.2532 |
1.2511 |
-0.0021 |
-0.2% |
1.2564 |
| High |
1.2556 |
1.2560 |
0.0004 |
0.0% |
1.2600 |
| Low |
1.2521 |
1.2491 |
-0.0030 |
-0.2% |
1.2507 |
| Close |
1.2536 |
1.2539 |
0.0003 |
0.0% |
1.2536 |
| Range |
0.0035 |
0.0069 |
0.0034 |
97.1% |
0.0093 |
| ATR |
0.0080 |
0.0079 |
-0.0001 |
-1.0% |
0.0000 |
| Volume |
93 |
77 |
-16 |
-17.2% |
912 |
|
| Daily Pivots for day following 14-May-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.2737 |
1.2707 |
1.2577 |
|
| R3 |
1.2668 |
1.2638 |
1.2558 |
|
| R2 |
1.2599 |
1.2599 |
1.2552 |
|
| R1 |
1.2569 |
1.2569 |
1.2545 |
1.2584 |
| PP |
1.2530 |
1.2530 |
1.2530 |
1.2538 |
| S1 |
1.2500 |
1.2500 |
1.2533 |
1.2515 |
| S2 |
1.2461 |
1.2461 |
1.2526 |
|
| S3 |
1.2392 |
1.2431 |
1.2520 |
|
| S4 |
1.2323 |
1.2362 |
1.2501 |
|
|
| Weekly Pivots for week ending 11-May-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.2827 |
1.2774 |
1.2587 |
|
| R3 |
1.2734 |
1.2681 |
1.2562 |
|
| R2 |
1.2641 |
1.2641 |
1.2553 |
|
| R1 |
1.2588 |
1.2588 |
1.2545 |
1.2568 |
| PP |
1.2548 |
1.2548 |
1.2548 |
1.2538 |
| S1 |
1.2495 |
1.2495 |
1.2527 |
1.2475 |
| S2 |
1.2455 |
1.2455 |
1.2519 |
|
| S3 |
1.2362 |
1.2402 |
1.2510 |
|
| S4 |
1.2269 |
1.2309 |
1.2485 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1.2600 |
1.2491 |
0.0109 |
0.9% |
0.0056 |
0.4% |
44% |
False |
True |
152 |
| 10 |
1.2600 |
1.2425 |
0.0175 |
1.4% |
0.0066 |
0.5% |
65% |
False |
False |
149 |
| 20 |
1.2600 |
1.2252 |
0.0348 |
2.8% |
0.0071 |
0.6% |
82% |
False |
False |
99 |
| 40 |
1.2600 |
1.1927 |
0.0673 |
5.4% |
0.0083 |
0.7% |
91% |
False |
False |
76 |
| 60 |
1.2600 |
1.1915 |
0.0685 |
5.5% |
0.0068 |
0.5% |
91% |
False |
False |
54 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.2853 |
|
2.618 |
1.2741 |
|
1.618 |
1.2672 |
|
1.000 |
1.2629 |
|
0.618 |
1.2603 |
|
HIGH |
1.2560 |
|
0.618 |
1.2534 |
|
0.500 |
1.2526 |
|
0.382 |
1.2517 |
|
LOW |
1.2491 |
|
0.618 |
1.2448 |
|
1.000 |
1.2422 |
|
1.618 |
1.2379 |
|
2.618 |
1.2310 |
|
4.250 |
1.2198 |
|
|
| Fisher Pivots for day following 14-May-2012 |
| Pivot |
1 day |
3 day |
| R1 |
1.2535 |
1.2537 |
| PP |
1.2530 |
1.2534 |
| S1 |
1.2526 |
1.2532 |
|