CME Japanese Yen Future September 2012
| Trading Metrics calculated at close of trading on 04-May-2012 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
03-May-2012 |
04-May-2012 |
Change |
Change % |
Previous Week |
| Open |
1.2489 |
1.2493 |
0.0004 |
0.0% |
1.2465 |
| High |
1.2489 |
1.2592 |
0.0103 |
0.8% |
1.2592 |
| Low |
1.2436 |
1.2468 |
0.0032 |
0.3% |
1.2425 |
| Close |
1.2472 |
1.2538 |
0.0066 |
0.5% |
1.2538 |
| Range |
0.0053 |
0.0124 |
0.0071 |
134.0% |
0.0167 |
| ATR |
0.0091 |
0.0093 |
0.0002 |
2.6% |
0.0000 |
| Volume |
95 |
70 |
-25 |
-26.3% |
572 |
|
| Daily Pivots for day following 04-May-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.2905 |
1.2845 |
1.2606 |
|
| R3 |
1.2781 |
1.2721 |
1.2572 |
|
| R2 |
1.2657 |
1.2657 |
1.2561 |
|
| R1 |
1.2597 |
1.2597 |
1.2549 |
1.2627 |
| PP |
1.2533 |
1.2533 |
1.2533 |
1.2548 |
| S1 |
1.2473 |
1.2473 |
1.2527 |
1.2503 |
| S2 |
1.2409 |
1.2409 |
1.2515 |
|
| S3 |
1.2285 |
1.2349 |
1.2504 |
|
| S4 |
1.2161 |
1.2225 |
1.2470 |
|
|
| Weekly Pivots for week ending 04-May-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.3019 |
1.2946 |
1.2630 |
|
| R3 |
1.2852 |
1.2779 |
1.2584 |
|
| R2 |
1.2685 |
1.2685 |
1.2569 |
|
| R1 |
1.2612 |
1.2612 |
1.2553 |
1.2649 |
| PP |
1.2518 |
1.2518 |
1.2518 |
1.2537 |
| S1 |
1.2445 |
1.2445 |
1.2523 |
1.2482 |
| S2 |
1.2351 |
1.2351 |
1.2507 |
|
| S3 |
1.2184 |
1.2278 |
1.2492 |
|
| S4 |
1.2017 |
1.2111 |
1.2446 |
|
|
|
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.3119 |
|
2.618 |
1.2917 |
|
1.618 |
1.2793 |
|
1.000 |
1.2716 |
|
0.618 |
1.2669 |
|
HIGH |
1.2592 |
|
0.618 |
1.2545 |
|
0.500 |
1.2530 |
|
0.382 |
1.2515 |
|
LOW |
1.2468 |
|
0.618 |
1.2391 |
|
1.000 |
1.2344 |
|
1.618 |
1.2267 |
|
2.618 |
1.2143 |
|
4.250 |
1.1941 |
|
|
| Fisher Pivots for day following 04-May-2012 |
| Pivot |
1 day |
3 day |
| R1 |
1.2535 |
1.2528 |
| PP |
1.2533 |
1.2518 |
| S1 |
1.2530 |
1.2509 |
|