CME Japanese Yen Future September 2012
| Trading Metrics calculated at close of trading on 02-May-2012 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
01-May-2012 |
02-May-2012 |
Change |
Change % |
Previous Week |
| Open |
1.2544 |
1.2480 |
-0.0064 |
-0.5% |
1.2316 |
| High |
1.2567 |
1.2506 |
-0.0061 |
-0.5% |
1.2476 |
| Low |
1.2486 |
1.2425 |
-0.0061 |
-0.5% |
1.2278 |
| Close |
1.2486 |
1.2493 |
0.0007 |
0.1% |
1.2460 |
| Range |
0.0081 |
0.0081 |
0.0000 |
0.0% |
0.0198 |
| ATR |
0.0095 |
0.0094 |
-0.0001 |
-1.0% |
0.0000 |
| Volume |
239 |
104 |
-135 |
-56.5% |
167 |
|
| Daily Pivots for day following 02-May-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.2718 |
1.2686 |
1.2538 |
|
| R3 |
1.2637 |
1.2605 |
1.2515 |
|
| R2 |
1.2556 |
1.2556 |
1.2508 |
|
| R1 |
1.2524 |
1.2524 |
1.2500 |
1.2540 |
| PP |
1.2475 |
1.2475 |
1.2475 |
1.2483 |
| S1 |
1.2443 |
1.2443 |
1.2486 |
1.2459 |
| S2 |
1.2394 |
1.2394 |
1.2478 |
|
| S3 |
1.2313 |
1.2362 |
1.2471 |
|
| S4 |
1.2232 |
1.2281 |
1.2448 |
|
|
| 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 |
1.2850 |
|
2.618 |
1.2718 |
|
1.618 |
1.2637 |
|
1.000 |
1.2587 |
|
0.618 |
1.2556 |
|
HIGH |
1.2506 |
|
0.618 |
1.2475 |
|
0.500 |
1.2466 |
|
0.382 |
1.2456 |
|
LOW |
1.2425 |
|
0.618 |
1.2375 |
|
1.000 |
1.2344 |
|
1.618 |
1.2294 |
|
2.618 |
1.2213 |
|
4.250 |
1.2081 |
|
|
| Fisher Pivots for day following 02-May-2012 |
| Pivot |
1 day |
3 day |
| R1 |
1.2484 |
1.2496 |
| PP |
1.2475 |
1.2495 |
| S1 |
1.2466 |
1.2494 |
|