CME Japanese Yen Future September 2012
| Trading Metrics calculated at close of trading on 15-May-2012 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
14-May-2012 |
15-May-2012 |
Change |
Change % |
Previous Week |
| Open |
1.2511 |
1.2539 |
0.0028 |
0.2% |
1.2564 |
| High |
1.2560 |
1.2543 |
-0.0017 |
-0.1% |
1.2600 |
| Low |
1.2491 |
1.2470 |
-0.0021 |
-0.2% |
1.2507 |
| Close |
1.2539 |
1.2473 |
-0.0066 |
-0.5% |
1.2536 |
| Range |
0.0069 |
0.0073 |
0.0004 |
5.8% |
0.0093 |
| ATR |
0.0079 |
0.0079 |
0.0000 |
-0.6% |
0.0000 |
| Volume |
77 |
125 |
48 |
62.3% |
912 |
|
| Daily Pivots for day following 15-May-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.2714 |
1.2667 |
1.2513 |
|
| R3 |
1.2641 |
1.2594 |
1.2493 |
|
| R2 |
1.2568 |
1.2568 |
1.2486 |
|
| R1 |
1.2521 |
1.2521 |
1.2480 |
1.2508 |
| PP |
1.2495 |
1.2495 |
1.2495 |
1.2489 |
| S1 |
1.2448 |
1.2448 |
1.2466 |
1.2435 |
| S2 |
1.2422 |
1.2422 |
1.2460 |
|
| S3 |
1.2349 |
1.2375 |
1.2453 |
|
| S4 |
1.2276 |
1.2302 |
1.2433 |
|
|
| 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 |
1.2470 |
0.0130 |
1.0% |
0.0060 |
0.5% |
2% |
False |
True |
130 |
| 10 |
1.2600 |
1.2425 |
0.0175 |
1.4% |
0.0065 |
0.5% |
27% |
False |
False |
138 |
| 20 |
1.2600 |
1.2252 |
0.0348 |
2.8% |
0.0070 |
0.6% |
64% |
False |
False |
101 |
| 40 |
1.2600 |
1.1927 |
0.0673 |
5.4% |
0.0084 |
0.7% |
81% |
False |
False |
79 |
| 60 |
1.2600 |
1.1915 |
0.0685 |
5.5% |
0.0069 |
0.6% |
81% |
False |
False |
56 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.2853 |
|
2.618 |
1.2734 |
|
1.618 |
1.2661 |
|
1.000 |
1.2616 |
|
0.618 |
1.2588 |
|
HIGH |
1.2543 |
|
0.618 |
1.2515 |
|
0.500 |
1.2507 |
|
0.382 |
1.2498 |
|
LOW |
1.2470 |
|
0.618 |
1.2425 |
|
1.000 |
1.2397 |
|
1.618 |
1.2352 |
|
2.618 |
1.2279 |
|
4.250 |
1.2160 |
|
|
| Fisher Pivots for day following 15-May-2012 |
| Pivot |
1 day |
3 day |
| R1 |
1.2507 |
1.2515 |
| PP |
1.2495 |
1.2501 |
| S1 |
1.2484 |
1.2487 |
|