CME Japanese Yen Future September 2012
| Trading Metrics calculated at close of trading on 16-May-2012 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
15-May-2012 |
16-May-2012 |
Change |
Change % |
Previous Week |
| Open |
1.2539 |
1.2479 |
-0.0060 |
-0.5% |
1.2564 |
| High |
1.2543 |
1.2481 |
-0.0062 |
-0.5% |
1.2600 |
| Low |
1.2470 |
1.2435 |
-0.0035 |
-0.3% |
1.2507 |
| Close |
1.2473 |
1.2473 |
0.0000 |
0.0% |
1.2536 |
| Range |
0.0073 |
0.0046 |
-0.0027 |
-37.0% |
0.0093 |
| ATR |
0.0079 |
0.0076 |
-0.0002 |
-3.0% |
0.0000 |
| Volume |
125 |
107 |
-18 |
-14.4% |
912 |
|
| Daily Pivots for day following 16-May-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.2601 |
1.2583 |
1.2498 |
|
| R3 |
1.2555 |
1.2537 |
1.2486 |
|
| R2 |
1.2509 |
1.2509 |
1.2481 |
|
| R1 |
1.2491 |
1.2491 |
1.2477 |
1.2477 |
| PP |
1.2463 |
1.2463 |
1.2463 |
1.2456 |
| S1 |
1.2445 |
1.2445 |
1.2469 |
1.2431 |
| S2 |
1.2417 |
1.2417 |
1.2465 |
|
| S3 |
1.2371 |
1.2399 |
1.2460 |
|
| S4 |
1.2325 |
1.2353 |
1.2448 |
|
|
| 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 |
1.2573 |
1.2435 |
0.0138 |
1.1% |
0.0056 |
0.4% |
28% |
False |
True |
139 |
| 10 |
1.2600 |
1.2435 |
0.0165 |
1.3% |
0.0062 |
0.5% |
23% |
False |
True |
138 |
| 20 |
1.2600 |
1.2252 |
0.0348 |
2.8% |
0.0069 |
0.6% |
64% |
False |
False |
102 |
| 40 |
1.2600 |
1.2015 |
0.0585 |
4.7% |
0.0083 |
0.7% |
78% |
False |
False |
81 |
| 60 |
1.2600 |
1.1915 |
0.0685 |
5.5% |
0.0069 |
0.6% |
81% |
False |
False |
58 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.2677 |
|
2.618 |
1.2601 |
|
1.618 |
1.2555 |
|
1.000 |
1.2527 |
|
0.618 |
1.2509 |
|
HIGH |
1.2481 |
|
0.618 |
1.2463 |
|
0.500 |
1.2458 |
|
0.382 |
1.2453 |
|
LOW |
1.2435 |
|
0.618 |
1.2407 |
|
1.000 |
1.2389 |
|
1.618 |
1.2361 |
|
2.618 |
1.2315 |
|
4.250 |
1.2240 |
|
|
| Fisher Pivots for day following 16-May-2012 |
| Pivot |
1 day |
3 day |
| R1 |
1.2468 |
1.2498 |
| PP |
1.2463 |
1.2489 |
| S1 |
1.2458 |
1.2481 |
|