CME Japanese Yen Future September 2012
| Trading Metrics calculated at close of trading on 07-May-2012 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
04-May-2012 |
07-May-2012 |
Change |
Change % |
Previous Week |
| Open |
1.2493 |
1.2564 |
0.0071 |
0.6% |
1.2465 |
| High |
1.2592 |
1.2564 |
-0.0028 |
-0.2% |
1.2592 |
| Low |
1.2468 |
1.2523 |
0.0055 |
0.4% |
1.2425 |
| Close |
1.2538 |
1.2528 |
-0.0010 |
-0.1% |
1.2538 |
| Range |
0.0124 |
0.0041 |
-0.0083 |
-66.9% |
0.0167 |
| ATR |
0.0093 |
0.0090 |
-0.0004 |
-4.0% |
0.0000 |
| Volume |
70 |
226 |
156 |
222.9% |
572 |
|
| Daily Pivots for day following 07-May-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.2661 |
1.2636 |
1.2551 |
|
| R3 |
1.2620 |
1.2595 |
1.2539 |
|
| R2 |
1.2579 |
1.2579 |
1.2536 |
|
| R1 |
1.2554 |
1.2554 |
1.2532 |
1.2546 |
| PP |
1.2538 |
1.2538 |
1.2538 |
1.2535 |
| S1 |
1.2513 |
1.2513 |
1.2524 |
1.2505 |
| S2 |
1.2497 |
1.2497 |
1.2520 |
|
| S3 |
1.2456 |
1.2472 |
1.2517 |
|
| S4 |
1.2415 |
1.2431 |
1.2505 |
|
|
| 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 |
1.2738 |
|
2.618 |
1.2671 |
|
1.618 |
1.2630 |
|
1.000 |
1.2605 |
|
0.618 |
1.2589 |
|
HIGH |
1.2564 |
|
0.618 |
1.2548 |
|
0.500 |
1.2544 |
|
0.382 |
1.2539 |
|
LOW |
1.2523 |
|
0.618 |
1.2498 |
|
1.000 |
1.2482 |
|
1.618 |
1.2457 |
|
2.618 |
1.2416 |
|
4.250 |
1.2349 |
|
|
| Fisher Pivots for day following 07-May-2012 |
| Pivot |
1 day |
3 day |
| R1 |
1.2544 |
1.2523 |
| PP |
1.2538 |
1.2519 |
| S1 |
1.2533 |
1.2514 |
|