CME Japanese Yen Future December 2012
Trading Metrics calculated at close of trading on 01-May-2012 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
30-Apr-2012 |
01-May-2012 |
Change |
Change % |
Previous Week |
Open |
1.2570 |
1.2509 |
-0.0061 |
-0.5% |
1.2370 |
High |
1.2570 |
1.2509 |
-0.0061 |
-0.5% |
1.2479 |
Low |
1.2570 |
1.2506 |
-0.0064 |
-0.5% |
1.2337 |
Close |
1.2570 |
1.2506 |
-0.0064 |
-0.5% |
1.2479 |
Range |
0.0000 |
0.0003 |
0.0003 |
|
0.0142 |
ATR |
0.0064 |
0.0064 |
0.0000 |
0.0% |
0.0000 |
Volume |
1 |
1 |
0 |
0.0% |
9 |
|
Daily Pivots for day following 01-May-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1.2516 |
1.2514 |
1.2508 |
|
R3 |
1.2513 |
1.2511 |
1.2507 |
|
R2 |
1.2510 |
1.2510 |
1.2507 |
|
R1 |
1.2508 |
1.2508 |
1.2506 |
1.2508 |
PP |
1.2507 |
1.2507 |
1.2507 |
1.2507 |
S1 |
1.2505 |
1.2505 |
1.2506 |
1.2505 |
S2 |
1.2504 |
1.2504 |
1.2505 |
|
S3 |
1.2501 |
1.2502 |
1.2505 |
|
S4 |
1.2498 |
1.2499 |
1.2504 |
|
|
Weekly Pivots for week ending 27-Apr-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1.2858 |
1.2810 |
1.2557 |
|
R3 |
1.2716 |
1.2668 |
1.2518 |
|
R2 |
1.2574 |
1.2574 |
1.2505 |
|
R1 |
1.2526 |
1.2526 |
1.2492 |
1.2550 |
PP |
1.2432 |
1.2432 |
1.2432 |
1.2444 |
S1 |
1.2384 |
1.2384 |
1.2466 |
1.2408 |
S2 |
1.2290 |
1.2290 |
1.2453 |
|
S3 |
1.2148 |
1.2242 |
1.2440 |
|
S4 |
1.2006 |
1.2100 |
1.2401 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
1.2570 |
1.2337 |
0.0233 |
1.9% |
0.0001 |
0.0% |
73% |
False |
False |
1 |
10 |
1.2570 |
1.2298 |
0.0272 |
2.2% |
0.0007 |
0.1% |
76% |
False |
False |
2 |
20 |
1.2570 |
1.2146 |
0.0424 |
3.4% |
0.0024 |
0.2% |
85% |
False |
False |
6 |
40 |
1.2570 |
1.1980 |
0.0590 |
4.7% |
0.0015 |
0.1% |
89% |
False |
False |
5 |
60 |
1.3090 |
1.1980 |
0.1110 |
8.9% |
0.0013 |
0.1% |
47% |
False |
False |
4 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
1.2522 |
2.618 |
1.2517 |
1.618 |
1.2514 |
1.000 |
1.2512 |
0.618 |
1.2511 |
HIGH |
1.2509 |
0.618 |
1.2508 |
0.500 |
1.2508 |
0.382 |
1.2507 |
LOW |
1.2506 |
0.618 |
1.2504 |
1.000 |
1.2503 |
1.618 |
1.2501 |
2.618 |
1.2498 |
4.250 |
1.2493 |
|
|
Fisher Pivots for day following 01-May-2012 |
Pivot |
1 day |
3 day |
R1 |
1.2508 |
1.2524 |
PP |
1.2507 |
1.2518 |
S1 |
1.2507 |
1.2512 |
|