CME Japanese Yen Future December 2012
Trading Metrics calculated at close of trading on 23-May-2012 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
22-May-2012 |
23-May-2012 |
Change |
Change % |
Previous Week |
Open |
1.2548 |
1.2624 |
0.0076 |
0.6% |
1.2557 |
High |
1.2548 |
1.2624 |
0.0076 |
0.6% |
1.2686 |
Low |
1.2517 |
1.2624 |
0.0107 |
0.9% |
1.2460 |
Close |
1.2517 |
1.2624 |
0.0107 |
0.9% |
1.2686 |
Range |
0.0031 |
0.0000 |
-0.0031 |
-100.0% |
0.0226 |
ATR |
0.0064 |
0.0067 |
0.0003 |
4.8% |
0.0000 |
Volume |
2 |
6 |
4 |
200.0% |
33 |
|
Daily Pivots for day following 23-May-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1.2624 |
1.2624 |
1.2624 |
|
R3 |
1.2624 |
1.2624 |
1.2624 |
|
R2 |
1.2624 |
1.2624 |
1.2624 |
|
R1 |
1.2624 |
1.2624 |
1.2624 |
1.2624 |
PP |
1.2624 |
1.2624 |
1.2624 |
1.2624 |
S1 |
1.2624 |
1.2624 |
1.2624 |
1.2624 |
S2 |
1.2624 |
1.2624 |
1.2624 |
|
S3 |
1.2624 |
1.2624 |
1.2624 |
|
S4 |
1.2624 |
1.2624 |
1.2624 |
|
|
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 |
1.2517 |
0.0169 |
1.3% |
0.0021 |
0.2% |
63% |
False |
False |
6 |
10 |
1.2686 |
1.2460 |
0.0226 |
1.8% |
0.0024 |
0.2% |
73% |
False |
False |
6 |
20 |
1.2686 |
1.2393 |
0.0293 |
2.3% |
0.0019 |
0.2% |
79% |
False |
False |
4 |
40 |
1.2686 |
1.2088 |
0.0598 |
4.7% |
0.0022 |
0.2% |
90% |
False |
False |
5 |
60 |
1.2686 |
1.1980 |
0.0706 |
5.6% |
0.0017 |
0.1% |
91% |
False |
False |
5 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
1.2624 |
2.618 |
1.2624 |
1.618 |
1.2624 |
1.000 |
1.2624 |
0.618 |
1.2624 |
HIGH |
1.2624 |
0.618 |
1.2624 |
0.500 |
1.2624 |
0.382 |
1.2624 |
LOW |
1.2624 |
0.618 |
1.2624 |
1.000 |
1.2624 |
1.618 |
1.2624 |
2.618 |
1.2624 |
4.250 |
1.2624 |
|
|
Fisher Pivots for day following 23-May-2012 |
Pivot |
1 day |
3 day |
R1 |
1.2624 |
1.2609 |
PP |
1.2624 |
1.2593 |
S1 |
1.2624 |
1.2578 |
|