CME Japanese Yen Future December 2012
| Trading Metrics calculated at close of trading on 04-May-2012 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
03-May-2012 |
04-May-2012 |
Change |
Change % |
Previous Week |
| Open |
1.2467 |
1.2520 |
0.0053 |
0.4% |
1.2570 |
| High |
1.2493 |
1.2558 |
0.0065 |
0.5% |
1.2570 |
| Low |
1.2454 |
1.2520 |
0.0066 |
0.5% |
1.2454 |
| Close |
1.2493 |
1.2558 |
0.0065 |
0.5% |
1.2558 |
| Range |
0.0039 |
0.0038 |
-0.0001 |
-2.6% |
0.0116 |
| ATR |
0.0060 |
0.0060 |
0.0000 |
0.6% |
0.0000 |
| Volume |
1 |
4 |
3 |
300.0% |
8 |
|
| Daily Pivots for day following 04-May-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.2659 |
1.2647 |
1.2579 |
|
| R3 |
1.2621 |
1.2609 |
1.2568 |
|
| R2 |
1.2583 |
1.2583 |
1.2565 |
|
| R1 |
1.2571 |
1.2571 |
1.2561 |
1.2577 |
| PP |
1.2545 |
1.2545 |
1.2545 |
1.2549 |
| S1 |
1.2533 |
1.2533 |
1.2555 |
1.2539 |
| S2 |
1.2507 |
1.2507 |
1.2551 |
|
| S3 |
1.2469 |
1.2495 |
1.2548 |
|
| S4 |
1.2431 |
1.2457 |
1.2537 |
|
|
| Weekly Pivots for week ending 04-May-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.2875 |
1.2833 |
1.2622 |
|
| R3 |
1.2759 |
1.2717 |
1.2590 |
|
| R2 |
1.2643 |
1.2643 |
1.2579 |
|
| R1 |
1.2601 |
1.2601 |
1.2569 |
1.2564 |
| PP |
1.2527 |
1.2527 |
1.2527 |
1.2509 |
| S1 |
1.2485 |
1.2485 |
1.2547 |
1.2448 |
| S2 |
1.2411 |
1.2411 |
1.2537 |
|
| S3 |
1.2295 |
1.2369 |
1.2526 |
|
| S4 |
1.2179 |
1.2253 |
1.2494 |
|
|
| 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% |
0.0016 |
0.1% |
90% |
False |
False |
1 |
| 10 |
1.2570 |
1.2337 |
0.0233 |
1.9% |
0.0009 |
0.1% |
95% |
False |
False |
1 |
| 20 |
1.2570 |
1.2288 |
0.0282 |
2.2% |
0.0023 |
0.2% |
96% |
False |
False |
5 |
| 40 |
1.2570 |
1.1980 |
0.0590 |
4.7% |
0.0017 |
0.1% |
98% |
False |
False |
5 |
| 60 |
1.2946 |
1.1980 |
0.0966 |
7.7% |
0.0014 |
0.1% |
60% |
False |
False |
4 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.2720 |
|
2.618 |
1.2657 |
|
1.618 |
1.2619 |
|
1.000 |
1.2596 |
|
0.618 |
1.2581 |
|
HIGH |
1.2558 |
|
0.618 |
1.2543 |
|
0.500 |
1.2539 |
|
0.382 |
1.2535 |
|
LOW |
1.2520 |
|
0.618 |
1.2497 |
|
1.000 |
1.2482 |
|
1.618 |
1.2459 |
|
2.618 |
1.2421 |
|
4.250 |
1.2359 |
|
|
| Fisher Pivots for day following 04-May-2012 |
| Pivot |
1 day |
3 day |
| R1 |
1.2552 |
1.2541 |
| PP |
1.2545 |
1.2523 |
| S1 |
1.2539 |
1.2506 |
|