CME Japanese Yen Future September 2012
| Trading Metrics calculated at close of trading on 31-May-2012 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
30-May-2012 |
31-May-2012 |
Change |
Change % |
Previous Week |
| Open |
1.2586 |
1.2655 |
0.0069 |
0.5% |
1.2654 |
| High |
1.2693 |
1.2801 |
0.0108 |
0.9% |
1.2654 |
| Low |
1.2586 |
1.2655 |
0.0069 |
0.5% |
1.2492 |
| Close |
1.2663 |
1.2782 |
0.0119 |
0.9% |
1.2573 |
| Range |
0.0107 |
0.0146 |
0.0039 |
36.4% |
0.0162 |
| ATR |
0.0082 |
0.0087 |
0.0005 |
5.5% |
0.0000 |
| Volume |
538 |
602 |
64 |
11.9% |
1,052 |
|
| Daily Pivots for day following 31-May-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.3184 |
1.3129 |
1.2862 |
|
| R3 |
1.3038 |
1.2983 |
1.2822 |
|
| R2 |
1.2892 |
1.2892 |
1.2809 |
|
| R1 |
1.2837 |
1.2837 |
1.2795 |
1.2865 |
| PP |
1.2746 |
1.2746 |
1.2746 |
1.2760 |
| S1 |
1.2691 |
1.2691 |
1.2769 |
1.2719 |
| S2 |
1.2600 |
1.2600 |
1.2755 |
|
| S3 |
1.2454 |
1.2545 |
1.2742 |
|
| S4 |
1.2308 |
1.2399 |
1.2702 |
|
|
| 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 |
1.2801 |
1.2548 |
0.0253 |
2.0% |
0.0079 |
0.6% |
92% |
True |
False |
390 |
| 10 |
1.2801 |
1.2460 |
0.0341 |
2.7% |
0.0094 |
0.7% |
94% |
True |
False |
298 |
| 20 |
1.2801 |
1.2435 |
0.0366 |
2.9% |
0.0078 |
0.6% |
95% |
True |
False |
218 |
| 40 |
1.2801 |
1.2156 |
0.0645 |
5.0% |
0.0076 |
0.6% |
97% |
True |
False |
141 |
| 60 |
1.2801 |
1.1915 |
0.0886 |
6.9% |
0.0078 |
0.6% |
98% |
True |
False |
106 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.3422 |
|
2.618 |
1.3183 |
|
1.618 |
1.3037 |
|
1.000 |
1.2947 |
|
0.618 |
1.2891 |
|
HIGH |
1.2801 |
|
0.618 |
1.2745 |
|
0.500 |
1.2728 |
|
0.382 |
1.2711 |
|
LOW |
1.2655 |
|
0.618 |
1.2565 |
|
1.000 |
1.2509 |
|
1.618 |
1.2419 |
|
2.618 |
1.2273 |
|
4.250 |
1.2035 |
|
|
| Fisher Pivots for day following 31-May-2012 |
| Pivot |
1 day |
3 day |
| R1 |
1.2764 |
1.2750 |
| PP |
1.2746 |
1.2717 |
| S1 |
1.2728 |
1.2685 |
|