CME Japanese Yen Future December 2012
Trading Metrics calculated at close of trading on 03-May-2012 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
02-May-2012 |
03-May-2012 |
Change |
Change % |
Previous Week |
Open |
1.2512 |
1.2467 |
-0.0045 |
-0.4% |
1.2370 |
High |
1.2512 |
1.2493 |
-0.0019 |
-0.2% |
1.2479 |
Low |
1.2512 |
1.2454 |
-0.0058 |
-0.5% |
1.2337 |
Close |
1.2512 |
1.2493 |
-0.0019 |
-0.2% |
1.2479 |
Range |
0.0000 |
0.0039 |
0.0039 |
|
0.0142 |
ATR |
0.0060 |
0.0060 |
0.0000 |
-0.2% |
0.0000 |
Volume |
1 |
1 |
0 |
0.0% |
9 |
|
Daily Pivots for day following 03-May-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1.2597 |
1.2584 |
1.2514 |
|
R3 |
1.2558 |
1.2545 |
1.2504 |
|
R2 |
1.2519 |
1.2519 |
1.2500 |
|
R1 |
1.2506 |
1.2506 |
1.2497 |
1.2513 |
PP |
1.2480 |
1.2480 |
1.2480 |
1.2483 |
S1 |
1.2467 |
1.2467 |
1.2489 |
1.2474 |
S2 |
1.2441 |
1.2441 |
1.2486 |
|
S3 |
1.2402 |
1.2428 |
1.2482 |
|
S4 |
1.2363 |
1.2389 |
1.2472 |
|
|
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 |
1.2454 |
0.0116 |
0.9% |
0.0009 |
0.1% |
34% |
False |
True |
1 |
10 |
1.2570 |
1.2298 |
0.0272 |
2.2% |
0.0005 |
0.0% |
72% |
False |
False |
1 |
20 |
1.2570 |
1.2288 |
0.0282 |
2.3% |
0.0021 |
0.2% |
73% |
False |
False |
6 |
40 |
1.2570 |
1.1980 |
0.0590 |
4.7% |
0.0016 |
0.1% |
87% |
False |
False |
5 |
60 |
1.2960 |
1.1980 |
0.0980 |
7.8% |
0.0014 |
0.1% |
52% |
False |
False |
4 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
1.2659 |
2.618 |
1.2595 |
1.618 |
1.2556 |
1.000 |
1.2532 |
0.618 |
1.2517 |
HIGH |
1.2493 |
0.618 |
1.2478 |
0.500 |
1.2474 |
0.382 |
1.2469 |
LOW |
1.2454 |
0.618 |
1.2430 |
1.000 |
1.2415 |
1.618 |
1.2391 |
2.618 |
1.2352 |
4.250 |
1.2288 |
|
|
Fisher Pivots for day following 03-May-2012 |
Pivot |
1 day |
3 day |
R1 |
1.2487 |
1.2490 |
PP |
1.2480 |
1.2486 |
S1 |
1.2474 |
1.2483 |
|