CME Japanese Yen Future September 2012
| Trading Metrics calculated at close of trading on 29-Mar-2012 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
28-Mar-2012 |
29-Mar-2012 |
Change |
Change % |
Previous Week |
| Open |
1.2072 |
1.2083 |
0.0011 |
0.1% |
1.2002 |
| High |
1.2111 |
1.2229 |
0.0118 |
1.0% |
1.2205 |
| Low |
1.2053 |
1.2083 |
0.0030 |
0.2% |
1.1927 |
| Close |
1.2101 |
1.2157 |
0.0056 |
0.5% |
1.2145 |
| Range |
0.0058 |
0.0146 |
0.0088 |
151.7% |
0.0278 |
| ATR |
0.0085 |
0.0090 |
0.0004 |
5.1% |
0.0000 |
| Volume |
134 |
36 |
-98 |
-73.1% |
166 |
|
| Daily Pivots for day following 29-Mar-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.2594 |
1.2522 |
1.2237 |
|
| R3 |
1.2448 |
1.2376 |
1.2197 |
|
| R2 |
1.2302 |
1.2302 |
1.2184 |
|
| R1 |
1.2230 |
1.2230 |
1.2170 |
1.2266 |
| PP |
1.2156 |
1.2156 |
1.2156 |
1.2175 |
| S1 |
1.2084 |
1.2084 |
1.2144 |
1.2120 |
| S2 |
1.2010 |
1.2010 |
1.2130 |
|
| S3 |
1.1864 |
1.1938 |
1.2117 |
|
| S4 |
1.1718 |
1.1792 |
1.2077 |
|
|
| Weekly Pivots for week ending 23-Mar-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.2926 |
1.2814 |
1.2298 |
|
| R3 |
1.2648 |
1.2536 |
1.2221 |
|
| R2 |
1.2370 |
1.2370 |
1.2196 |
|
| R1 |
1.2258 |
1.2258 |
1.2170 |
1.2314 |
| PP |
1.2092 |
1.2092 |
1.2092 |
1.2121 |
| S1 |
1.1980 |
1.1980 |
1.2120 |
1.2036 |
| S2 |
1.1814 |
1.1814 |
1.2094 |
|
| S3 |
1.1536 |
1.1702 |
1.2069 |
|
| S4 |
1.1258 |
1.1424 |
1.1992 |
|
|
|
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.2850 |
|
2.618 |
1.2611 |
|
1.618 |
1.2465 |
|
1.000 |
1.2375 |
|
0.618 |
1.2319 |
|
HIGH |
1.2229 |
|
0.618 |
1.2173 |
|
0.500 |
1.2156 |
|
0.382 |
1.2139 |
|
LOW |
1.2083 |
|
0.618 |
1.1993 |
|
1.000 |
1.1937 |
|
1.618 |
1.1847 |
|
2.618 |
1.1701 |
|
4.250 |
1.1463 |
|
|
| Fisher Pivots for day following 29-Mar-2012 |
| Pivot |
1 day |
3 day |
| R1 |
1.2157 |
1.2145 |
| PP |
1.2156 |
1.2134 |
| S1 |
1.2156 |
1.2122 |
|