CME Japanese Yen Future September 2012
| Trading Metrics calculated at close of trading on 03-May-2012 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
02-May-2012 |
03-May-2012 |
Change |
Change % |
Previous Week |
| Open |
1.2480 |
1.2489 |
0.0009 |
0.1% |
1.2316 |
| High |
1.2506 |
1.2489 |
-0.0017 |
-0.1% |
1.2476 |
| Low |
1.2425 |
1.2436 |
0.0011 |
0.1% |
1.2278 |
| Close |
1.2493 |
1.2472 |
-0.0021 |
-0.2% |
1.2460 |
| Range |
0.0081 |
0.0053 |
-0.0028 |
-34.6% |
0.0198 |
| ATR |
0.0094 |
0.0091 |
-0.0003 |
-2.8% |
0.0000 |
| Volume |
104 |
95 |
-9 |
-8.7% |
167 |
|
| Daily Pivots for day following 03-May-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.2625 |
1.2601 |
1.2501 |
|
| R3 |
1.2572 |
1.2548 |
1.2487 |
|
| R2 |
1.2519 |
1.2519 |
1.2482 |
|
| R1 |
1.2495 |
1.2495 |
1.2477 |
1.2481 |
| PP |
1.2466 |
1.2466 |
1.2466 |
1.2458 |
| S1 |
1.2442 |
1.2442 |
1.2467 |
1.2428 |
| S2 |
1.2413 |
1.2413 |
1.2462 |
|
| S3 |
1.2360 |
1.2389 |
1.2457 |
|
| S4 |
1.2307 |
1.2336 |
1.2443 |
|
|
| 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 |
1.2714 |
|
2.618 |
1.2628 |
|
1.618 |
1.2575 |
|
1.000 |
1.2542 |
|
0.618 |
1.2522 |
|
HIGH |
1.2489 |
|
0.618 |
1.2469 |
|
0.500 |
1.2463 |
|
0.382 |
1.2456 |
|
LOW |
1.2436 |
|
0.618 |
1.2403 |
|
1.000 |
1.2383 |
|
1.618 |
1.2350 |
|
2.618 |
1.2297 |
|
4.250 |
1.2211 |
|
|
| Fisher Pivots for day following 03-May-2012 |
| Pivot |
1 day |
3 day |
| R1 |
1.2469 |
1.2496 |
| PP |
1.2466 |
1.2488 |
| S1 |
1.2463 |
1.2480 |
|