CME Japanese Yen Future December 2012
Trading Metrics calculated at close of trading on 26-Apr-2012 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
25-Apr-2012 |
26-Apr-2012 |
Change |
Change % |
Previous Week |
Open |
1.2337 |
1.2393 |
0.0056 |
0.5% |
1.2472 |
High |
1.2337 |
1.2393 |
0.0056 |
0.5% |
1.2480 |
Low |
1.2337 |
1.2393 |
0.0056 |
0.5% |
1.2298 |
Close |
1.2337 |
1.2393 |
0.0056 |
0.5% |
1.2298 |
Range |
|
|
|
|
|
ATR |
0.0060 |
0.0060 |
0.0000 |
-0.5% |
0.0000 |
Volume |
1 |
1 |
0 |
0.0% |
49 |
|
Daily Pivots for day following 26-Apr-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1.2393 |
1.2393 |
1.2393 |
|
R3 |
1.2393 |
1.2393 |
1.2393 |
|
R2 |
1.2393 |
1.2393 |
1.2393 |
|
R1 |
1.2393 |
1.2393 |
1.2393 |
1.2393 |
PP |
1.2393 |
1.2393 |
1.2393 |
1.2393 |
S1 |
1.2393 |
1.2393 |
1.2393 |
1.2393 |
S2 |
1.2393 |
1.2393 |
1.2393 |
|
S3 |
1.2393 |
1.2393 |
1.2393 |
|
S4 |
1.2393 |
1.2393 |
1.2393 |
|
|
Weekly Pivots for week ending 20-Apr-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1.2905 |
1.2783 |
1.2398 |
|
R3 |
1.2723 |
1.2601 |
1.2348 |
|
R2 |
1.2541 |
1.2541 |
1.2331 |
|
R1 |
1.2419 |
1.2419 |
1.2315 |
1.2389 |
PP |
1.2359 |
1.2359 |
1.2359 |
1.2344 |
S1 |
1.2237 |
1.2237 |
1.2281 |
1.2207 |
S2 |
1.2177 |
1.2177 |
1.2265 |
|
S3 |
1.1995 |
1.2055 |
1.2248 |
|
S4 |
1.1813 |
1.1873 |
1.2198 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
1.2393 |
1.2298 |
0.0095 |
0.8% |
0.0002 |
0.0% |
100% |
True |
False |
1 |
10 |
1.2480 |
1.2298 |
0.0182 |
1.5% |
0.0015 |
0.1% |
52% |
False |
False |
6 |
20 |
1.2480 |
1.2088 |
0.0392 |
3.2% |
0.0026 |
0.2% |
78% |
False |
False |
6 |
40 |
1.2480 |
1.1980 |
0.0500 |
4.0% |
0.0017 |
0.1% |
83% |
False |
False |
5 |
60 |
1.3189 |
1.1980 |
0.1209 |
9.8% |
0.0014 |
0.1% |
34% |
False |
False |
4 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
1.2393 |
2.618 |
1.2393 |
1.618 |
1.2393 |
1.000 |
1.2393 |
0.618 |
1.2393 |
HIGH |
1.2393 |
0.618 |
1.2393 |
0.500 |
1.2393 |
0.382 |
1.2393 |
LOW |
1.2393 |
0.618 |
1.2393 |
1.000 |
1.2393 |
1.618 |
1.2393 |
2.618 |
1.2393 |
4.250 |
1.2393 |
|
|
Fisher Pivots for day following 26-Apr-2012 |
Pivot |
1 day |
3 day |
R1 |
1.2393 |
1.2384 |
PP |
1.2393 |
1.2374 |
S1 |
1.2393 |
1.2365 |
|