CME Japanese Yen Future September 2012
| Trading Metrics calculated at close of trading on 17-May-2012 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
16-May-2012 |
17-May-2012 |
Change |
Change % |
Previous Week |
| Open |
1.2479 |
1.2468 |
-0.0011 |
-0.1% |
1.2564 |
| High |
1.2481 |
1.2650 |
0.0169 |
1.4% |
1.2600 |
| Low |
1.2435 |
1.2460 |
0.0025 |
0.2% |
1.2507 |
| Close |
1.2473 |
1.2633 |
0.0160 |
1.3% |
1.2536 |
| Range |
0.0046 |
0.0190 |
0.0144 |
313.0% |
0.0093 |
| ATR |
0.0076 |
0.0085 |
0.0008 |
10.6% |
0.0000 |
| Volume |
107 |
165 |
58 |
54.2% |
912 |
|
| Daily Pivots for day following 17-May-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.3151 |
1.3082 |
1.2738 |
|
| R3 |
1.2961 |
1.2892 |
1.2685 |
|
| R2 |
1.2771 |
1.2771 |
1.2668 |
|
| R1 |
1.2702 |
1.2702 |
1.2650 |
1.2737 |
| PP |
1.2581 |
1.2581 |
1.2581 |
1.2598 |
| S1 |
1.2512 |
1.2512 |
1.2616 |
1.2547 |
| S2 |
1.2391 |
1.2391 |
1.2598 |
|
| S3 |
1.2201 |
1.2322 |
1.2581 |
|
| S4 |
1.2011 |
1.2132 |
1.2529 |
|
|
| 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 |
1.2650 |
1.2435 |
0.0215 |
1.7% |
0.0083 |
0.7% |
92% |
True |
False |
113 |
| 10 |
1.2650 |
1.2435 |
0.0215 |
1.7% |
0.0075 |
0.6% |
92% |
True |
False |
145 |
| 20 |
1.2650 |
1.2252 |
0.0398 |
3.2% |
0.0076 |
0.6% |
96% |
True |
False |
108 |
| 40 |
1.2650 |
1.2015 |
0.0635 |
5.0% |
0.0084 |
0.7% |
97% |
True |
False |
85 |
| 60 |
1.2650 |
1.1915 |
0.0735 |
5.8% |
0.0072 |
0.6% |
98% |
True |
False |
60 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.3458 |
|
2.618 |
1.3147 |
|
1.618 |
1.2957 |
|
1.000 |
1.2840 |
|
0.618 |
1.2767 |
|
HIGH |
1.2650 |
|
0.618 |
1.2577 |
|
0.500 |
1.2555 |
|
0.382 |
1.2533 |
|
LOW |
1.2460 |
|
0.618 |
1.2343 |
|
1.000 |
1.2270 |
|
1.618 |
1.2153 |
|
2.618 |
1.1963 |
|
4.250 |
1.1653 |
|
|
| Fisher Pivots for day following 17-May-2012 |
| Pivot |
1 day |
3 day |
| R1 |
1.2607 |
1.2603 |
| PP |
1.2581 |
1.2573 |
| S1 |
1.2555 |
1.2543 |
|