CME Japanese Yen Future September 2012
| Trading Metrics calculated at close of trading on 27-Apr-2012 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
26-Apr-2012 |
27-Apr-2012 |
Change |
Change % |
Previous Week |
| Open |
1.2312 |
1.2365 |
0.0053 |
0.4% |
1.2316 |
| High |
1.2408 |
1.2476 |
0.0068 |
0.5% |
1.2476 |
| Low |
1.2312 |
1.2314 |
0.0002 |
0.0% |
1.2278 |
| Close |
1.2373 |
1.2460 |
0.0087 |
0.7% |
1.2460 |
| Range |
0.0096 |
0.0162 |
0.0066 |
68.8% |
0.0198 |
| ATR |
0.0090 |
0.0095 |
0.0005 |
5.7% |
0.0000 |
| Volume |
46 |
51 |
5 |
10.9% |
167 |
|
| Daily Pivots for day following 27-Apr-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.2903 |
1.2843 |
1.2549 |
|
| R3 |
1.2741 |
1.2681 |
1.2505 |
|
| R2 |
1.2579 |
1.2579 |
1.2490 |
|
| R1 |
1.2519 |
1.2519 |
1.2475 |
1.2549 |
| PP |
1.2417 |
1.2417 |
1.2417 |
1.2432 |
| S1 |
1.2357 |
1.2357 |
1.2445 |
1.2387 |
| S2 |
1.2255 |
1.2255 |
1.2430 |
|
| S3 |
1.2093 |
1.2195 |
1.2415 |
|
| S4 |
1.1931 |
1.2033 |
1.2371 |
|
|
| Weekly Pivots for week ending 27-Apr-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.2999 |
1.2927 |
1.2569 |
|
| R3 |
1.2801 |
1.2729 |
1.2514 |
|
| R2 |
1.2603 |
1.2603 |
1.2496 |
|
| R1 |
1.2531 |
1.2531 |
1.2478 |
1.2567 |
| PP |
1.2405 |
1.2405 |
1.2405 |
1.2423 |
| S1 |
1.2333 |
1.2333 |
1.2442 |
1.2369 |
| S2 |
1.2207 |
1.2207 |
1.2424 |
|
| S3 |
1.2009 |
1.2135 |
1.2406 |
|
| S4 |
1.1811 |
1.1937 |
1.2351 |
|
|
|
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.3165 |
|
2.618 |
1.2900 |
|
1.618 |
1.2738 |
|
1.000 |
1.2638 |
|
0.618 |
1.2576 |
|
HIGH |
1.2476 |
|
0.618 |
1.2414 |
|
0.500 |
1.2395 |
|
0.382 |
1.2376 |
|
LOW |
1.2314 |
|
0.618 |
1.2214 |
|
1.000 |
1.2152 |
|
1.618 |
1.2052 |
|
2.618 |
1.1890 |
|
4.250 |
1.1626 |
|
|
| Fisher Pivots for day following 27-Apr-2012 |
| Pivot |
1 day |
3 day |
| R1 |
1.2438 |
1.2432 |
| PP |
1.2417 |
1.2405 |
| S1 |
1.2395 |
1.2377 |
|