CME Japanese Yen Future December 2012
Trading Metrics calculated at close of trading on 18-May-2012 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
17-May-2012 |
18-May-2012 |
Change |
Change % |
Previous Week |
Open |
1.2663 |
1.2655 |
-0.0008 |
-0.1% |
1.2557 |
High |
1.2670 |
1.2686 |
0.0016 |
0.1% |
1.2686 |
Low |
1.2644 |
1.2640 |
-0.0004 |
0.0% |
1.2460 |
Close |
1.2659 |
1.2686 |
0.0027 |
0.2% |
1.2686 |
Range |
0.0026 |
0.0046 |
0.0020 |
76.9% |
0.0226 |
ATR |
0.0061 |
0.0060 |
-0.0001 |
-1.8% |
0.0000 |
Volume |
3 |
7 |
4 |
133.3% |
33 |
|
Daily Pivots for day following 18-May-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1.2809 |
1.2793 |
1.2711 |
|
R3 |
1.2763 |
1.2747 |
1.2699 |
|
R2 |
1.2717 |
1.2717 |
1.2694 |
|
R1 |
1.2701 |
1.2701 |
1.2690 |
1.2709 |
PP |
1.2671 |
1.2671 |
1.2671 |
1.2675 |
S1 |
1.2655 |
1.2655 |
1.2682 |
1.2663 |
S2 |
1.2625 |
1.2625 |
1.2678 |
|
S3 |
1.2579 |
1.2609 |
1.2673 |
|
S4 |
1.2533 |
1.2563 |
1.2661 |
|
|
Weekly Pivots for week ending 18-May-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1.3289 |
1.3213 |
1.2810 |
|
R3 |
1.3063 |
1.2987 |
1.2748 |
|
R2 |
1.2837 |
1.2837 |
1.2727 |
|
R1 |
1.2761 |
1.2761 |
1.2707 |
1.2799 |
PP |
1.2611 |
1.2611 |
1.2611 |
1.2630 |
S1 |
1.2535 |
1.2535 |
1.2665 |
1.2573 |
S2 |
1.2385 |
1.2385 |
1.2645 |
|
S3 |
1.2159 |
1.2309 |
1.2624 |
|
S4 |
1.1933 |
1.2083 |
1.2562 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
1.2686 |
1.2460 |
0.0226 |
1.8% |
0.0040 |
0.3% |
100% |
True |
False |
6 |
10 |
1.2686 |
1.2460 |
0.0226 |
1.8% |
0.0027 |
0.2% |
100% |
True |
False |
5 |
20 |
1.2686 |
1.2337 |
0.0349 |
2.8% |
0.0018 |
0.1% |
100% |
True |
False |
3 |
40 |
1.2686 |
1.2069 |
0.0617 |
4.9% |
0.0022 |
0.2% |
100% |
True |
False |
4 |
60 |
1.2686 |
1.1980 |
0.0706 |
5.6% |
0.0017 |
0.1% |
100% |
True |
False |
5 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
1.2882 |
2.618 |
1.2806 |
1.618 |
1.2760 |
1.000 |
1.2732 |
0.618 |
1.2714 |
HIGH |
1.2686 |
0.618 |
1.2668 |
0.500 |
1.2663 |
0.382 |
1.2658 |
LOW |
1.2640 |
0.618 |
1.2612 |
1.000 |
1.2594 |
1.618 |
1.2566 |
2.618 |
1.2520 |
4.250 |
1.2445 |
|
|
Fisher Pivots for day following 18-May-2012 |
Pivot |
1 day |
3 day |
R1 |
1.2678 |
1.2648 |
PP |
1.2671 |
1.2611 |
S1 |
1.2663 |
1.2573 |
|