CME Japanese Yen Future December 2012
| Trading Metrics calculated at close of trading on 24-May-2012 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
23-May-2012 |
24-May-2012 |
Change |
Change % |
Previous Week |
| Open |
1.2624 |
1.2621 |
-0.0003 |
0.0% |
1.2557 |
| High |
1.2624 |
1.2621 |
-0.0003 |
0.0% |
1.2686 |
| Low |
1.2624 |
1.2606 |
-0.0018 |
-0.1% |
1.2460 |
| Close |
1.2624 |
1.2606 |
-0.0018 |
-0.1% |
1.2686 |
| Range |
0.0000 |
0.0015 |
0.0015 |
|
0.0226 |
| ATR |
0.0067 |
0.0063 |
-0.0003 |
-5.2% |
0.0000 |
| Volume |
6 |
6 |
0 |
0.0% |
33 |
|
| Daily Pivots for day following 24-May-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.2656 |
1.2646 |
1.2614 |
|
| R3 |
1.2641 |
1.2631 |
1.2610 |
|
| R2 |
1.2626 |
1.2626 |
1.2609 |
|
| R1 |
1.2616 |
1.2616 |
1.2607 |
1.2614 |
| PP |
1.2611 |
1.2611 |
1.2611 |
1.2610 |
| S1 |
1.2601 |
1.2601 |
1.2605 |
1.2599 |
| S2 |
1.2596 |
1.2596 |
1.2603 |
|
| S3 |
1.2581 |
1.2586 |
1.2602 |
|
| S4 |
1.2566 |
1.2571 |
1.2598 |
|
|
| 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% |
0.0018 |
0.1% |
53% |
False |
False |
7 |
| 10 |
1.2686 |
1.2460 |
0.0226 |
1.8% |
0.0025 |
0.2% |
65% |
False |
False |
6 |
| 20 |
1.2686 |
1.2454 |
0.0232 |
1.8% |
0.0020 |
0.2% |
66% |
False |
False |
4 |
| 40 |
1.2686 |
1.2088 |
0.0598 |
4.7% |
0.0023 |
0.2% |
87% |
False |
False |
5 |
| 60 |
1.2686 |
1.1980 |
0.0706 |
5.6% |
0.0018 |
0.1% |
89% |
False |
False |
5 |
| 80 |
1.3189 |
1.1980 |
0.1209 |
9.6% |
0.0015 |
0.1% |
52% |
False |
False |
4 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.2685 |
|
2.618 |
1.2660 |
|
1.618 |
1.2645 |
|
1.000 |
1.2636 |
|
0.618 |
1.2630 |
|
HIGH |
1.2621 |
|
0.618 |
1.2615 |
|
0.500 |
1.2614 |
|
0.382 |
1.2612 |
|
LOW |
1.2606 |
|
0.618 |
1.2597 |
|
1.000 |
1.2591 |
|
1.618 |
1.2582 |
|
2.618 |
1.2567 |
|
4.250 |
1.2542 |
|
|
| Fisher Pivots for day following 24-May-2012 |
| Pivot |
1 day |
3 day |
| R1 |
1.2614 |
1.2594 |
| PP |
1.2611 |
1.2582 |
| S1 |
1.2609 |
1.2571 |
|