CME Japanese Yen Future September 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 |
1.2585 |
1.2574 |
-0.0011 |
-0.1% |
1.2654 |
| High |
1.2588 |
1.2629 |
0.0041 |
0.3% |
1.2654 |
| Low |
1.2548 |
1.2568 |
0.0020 |
0.2% |
1.2492 |
| Close |
1.2573 |
1.2592 |
0.0019 |
0.2% |
1.2573 |
| Range |
0.0040 |
0.0061 |
0.0021 |
52.5% |
0.0162 |
| ATR |
0.0082 |
0.0081 |
-0.0002 |
-1.8% |
0.0000 |
| Volume |
284 |
230 |
-54 |
-19.0% |
1,052 |
|
| Daily Pivots for day following 29-May-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.2779 |
1.2747 |
1.2626 |
|
| R3 |
1.2718 |
1.2686 |
1.2609 |
|
| R2 |
1.2657 |
1.2657 |
1.2603 |
|
| R1 |
1.2625 |
1.2625 |
1.2598 |
1.2641 |
| PP |
1.2596 |
1.2596 |
1.2596 |
1.2605 |
| S1 |
1.2564 |
1.2564 |
1.2586 |
1.2580 |
| S2 |
1.2535 |
1.2535 |
1.2581 |
|
| S3 |
1.2474 |
1.2503 |
1.2575 |
|
| S4 |
1.2413 |
1.2442 |
1.2558 |
|
|
| Weekly Pivots for week ending 25-May-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.3059 |
1.2978 |
1.2662 |
|
| R3 |
1.2897 |
1.2816 |
1.2618 |
|
| R2 |
1.2735 |
1.2735 |
1.2603 |
|
| R1 |
1.2654 |
1.2654 |
1.2588 |
1.2614 |
| PP |
1.2573 |
1.2573 |
1.2573 |
1.2553 |
| S1 |
1.2492 |
1.2492 |
1.2558 |
1.2452 |
| S2 |
1.2411 |
1.2411 |
1.2543 |
|
| S3 |
1.2249 |
1.2330 |
1.2528 |
|
| S4 |
1.2087 |
1.2168 |
1.2484 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1.2639 |
1.2492 |
0.0147 |
1.2% |
0.0077 |
0.6% |
68% |
False |
False |
233 |
| 10 |
1.2669 |
1.2435 |
0.0234 |
1.9% |
0.0081 |
0.6% |
67% |
False |
False |
207 |
| 20 |
1.2669 |
1.2425 |
0.0244 |
1.9% |
0.0073 |
0.6% |
68% |
False |
False |
178 |
| 40 |
1.2669 |
1.2071 |
0.0598 |
4.7% |
0.0077 |
0.6% |
87% |
False |
False |
115 |
| 60 |
1.2669 |
1.1915 |
0.0754 |
6.0% |
0.0076 |
0.6% |
90% |
False |
False |
88 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.2888 |
|
2.618 |
1.2789 |
|
1.618 |
1.2728 |
|
1.000 |
1.2690 |
|
0.618 |
1.2667 |
|
HIGH |
1.2629 |
|
0.618 |
1.2606 |
|
0.500 |
1.2599 |
|
0.382 |
1.2591 |
|
LOW |
1.2568 |
|
0.618 |
1.2530 |
|
1.000 |
1.2507 |
|
1.618 |
1.2469 |
|
2.618 |
1.2408 |
|
4.250 |
1.2309 |
|
|
| Fisher Pivots for day following 29-May-2012 |
| Pivot |
1 day |
3 day |
| R1 |
1.2599 |
1.2591 |
| PP |
1.2596 |
1.2590 |
| S1 |
1.2594 |
1.2589 |
|