CME Japanese Yen Future September 2012
| Trading Metrics calculated at close of trading on 09-May-2012 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
08-May-2012 |
09-May-2012 |
Change |
Change % |
Previous Week |
| Open |
1.2507 |
1.2533 |
0.0026 |
0.2% |
1.2465 |
| High |
1.2560 |
1.2600 |
0.0040 |
0.3% |
1.2592 |
| Low |
1.2507 |
1.2533 |
0.0026 |
0.2% |
1.2425 |
| Close |
1.2549 |
1.2568 |
0.0019 |
0.2% |
1.2538 |
| Range |
0.0053 |
0.0067 |
0.0014 |
26.4% |
0.0167 |
| ATR |
0.0087 |
0.0086 |
-0.0001 |
-1.6% |
0.0000 |
| Volume |
237 |
62 |
-175 |
-73.8% |
572 |
|
| Daily Pivots for day following 09-May-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.2768 |
1.2735 |
1.2605 |
|
| R3 |
1.2701 |
1.2668 |
1.2586 |
|
| R2 |
1.2634 |
1.2634 |
1.2580 |
|
| R1 |
1.2601 |
1.2601 |
1.2574 |
1.2618 |
| PP |
1.2567 |
1.2567 |
1.2567 |
1.2575 |
| S1 |
1.2534 |
1.2534 |
1.2562 |
1.2551 |
| S2 |
1.2500 |
1.2500 |
1.2556 |
|
| S3 |
1.2433 |
1.2467 |
1.2550 |
|
| S4 |
1.2366 |
1.2400 |
1.2531 |
|
|
| 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 |
1.2885 |
|
2.618 |
1.2775 |
|
1.618 |
1.2708 |
|
1.000 |
1.2667 |
|
0.618 |
1.2641 |
|
HIGH |
1.2600 |
|
0.618 |
1.2574 |
|
0.500 |
1.2567 |
|
0.382 |
1.2559 |
|
LOW |
1.2533 |
|
0.618 |
1.2492 |
|
1.000 |
1.2466 |
|
1.618 |
1.2425 |
|
2.618 |
1.2358 |
|
4.250 |
1.2248 |
|
|
| Fisher Pivots for day following 09-May-2012 |
| Pivot |
1 day |
3 day |
| R1 |
1.2568 |
1.2563 |
| PP |
1.2567 |
1.2558 |
| S1 |
1.2567 |
1.2554 |
|