CME Japanese Yen Future September 2012
| Trading Metrics calculated at close of trading on 08-May-2012 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
07-May-2012 |
08-May-2012 |
Change |
Change % |
Previous Week |
| Open |
1.2564 |
1.2507 |
-0.0057 |
-0.5% |
1.2465 |
| High |
1.2564 |
1.2560 |
-0.0004 |
0.0% |
1.2592 |
| Low |
1.2523 |
1.2507 |
-0.0016 |
-0.1% |
1.2425 |
| Close |
1.2528 |
1.2549 |
0.0021 |
0.2% |
1.2538 |
| Range |
0.0041 |
0.0053 |
0.0012 |
29.3% |
0.0167 |
| ATR |
0.0090 |
0.0087 |
-0.0003 |
-2.9% |
0.0000 |
| Volume |
226 |
237 |
11 |
4.9% |
572 |
|
| Daily Pivots for day following 08-May-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.2698 |
1.2676 |
1.2578 |
|
| R3 |
1.2645 |
1.2623 |
1.2564 |
|
| R2 |
1.2592 |
1.2592 |
1.2559 |
|
| R1 |
1.2570 |
1.2570 |
1.2554 |
1.2581 |
| PP |
1.2539 |
1.2539 |
1.2539 |
1.2544 |
| S1 |
1.2517 |
1.2517 |
1.2544 |
1.2528 |
| S2 |
1.2486 |
1.2486 |
1.2539 |
|
| S3 |
1.2433 |
1.2464 |
1.2534 |
|
| S4 |
1.2380 |
1.2411 |
1.2520 |
|
|
| 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 |
1.2785 |
|
2.618 |
1.2699 |
|
1.618 |
1.2646 |
|
1.000 |
1.2613 |
|
0.618 |
1.2593 |
|
HIGH |
1.2560 |
|
0.618 |
1.2540 |
|
0.500 |
1.2534 |
|
0.382 |
1.2527 |
|
LOW |
1.2507 |
|
0.618 |
1.2474 |
|
1.000 |
1.2454 |
|
1.618 |
1.2421 |
|
2.618 |
1.2368 |
|
4.250 |
1.2282 |
|
|
| Fisher Pivots for day following 08-May-2012 |
| Pivot |
1 day |
3 day |
| R1 |
1.2544 |
1.2543 |
| PP |
1.2539 |
1.2536 |
| S1 |
1.2534 |
1.2530 |
|