CME Japanese Yen Future September 2012
| Trading Metrics calculated at close of trading on 02-Apr-2012 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
30-Mar-2012 |
02-Apr-2012 |
Change |
Change % |
Previous Week |
| Open |
1.2156 |
1.2073 |
-0.0083 |
-0.7% |
1.2112 |
| High |
1.2218 |
1.2227 |
0.0009 |
0.1% |
1.2229 |
| Low |
1.2089 |
1.2033 |
-0.0056 |
-0.5% |
1.2015 |
| Close |
1.2091 |
1.2190 |
0.0099 |
0.8% |
1.2091 |
| Range |
0.0129 |
0.0194 |
0.0065 |
50.4% |
0.0214 |
| ATR |
0.0093 |
0.0100 |
0.0007 |
7.8% |
0.0000 |
| Volume |
55 |
67 |
12 |
21.8% |
305 |
|
| Daily Pivots for day following 02-Apr-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.2732 |
1.2655 |
1.2297 |
|
| R3 |
1.2538 |
1.2461 |
1.2243 |
|
| R2 |
1.2344 |
1.2344 |
1.2226 |
|
| R1 |
1.2267 |
1.2267 |
1.2208 |
1.2306 |
| PP |
1.2150 |
1.2150 |
1.2150 |
1.2169 |
| S1 |
1.2073 |
1.2073 |
1.2172 |
1.2112 |
| S2 |
1.1956 |
1.1956 |
1.2154 |
|
| S3 |
1.1762 |
1.1879 |
1.2137 |
|
| S4 |
1.1568 |
1.1685 |
1.2083 |
|
|
| Weekly Pivots for week ending 30-Mar-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.2754 |
1.2636 |
1.2209 |
|
| R3 |
1.2540 |
1.2422 |
1.2150 |
|
| R2 |
1.2326 |
1.2326 |
1.2130 |
|
| R1 |
1.2208 |
1.2208 |
1.2111 |
1.2160 |
| PP |
1.2112 |
1.2112 |
1.2112 |
1.2088 |
| S1 |
1.1994 |
1.1994 |
1.2071 |
1.1946 |
| S2 |
1.1898 |
1.1898 |
1.2052 |
|
| S3 |
1.1684 |
1.1780 |
1.2032 |
|
| S4 |
1.1470 |
1.1566 |
1.1973 |
|
|
|
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.3052 |
|
2.618 |
1.2735 |
|
1.618 |
1.2541 |
|
1.000 |
1.2421 |
|
0.618 |
1.2347 |
|
HIGH |
1.2227 |
|
0.618 |
1.2153 |
|
0.500 |
1.2130 |
|
0.382 |
1.2107 |
|
LOW |
1.2033 |
|
0.618 |
1.1913 |
|
1.000 |
1.1839 |
|
1.618 |
1.1719 |
|
2.618 |
1.1525 |
|
4.250 |
1.1209 |
|
|
| Fisher Pivots for day following 02-Apr-2012 |
| Pivot |
1 day |
3 day |
| R1 |
1.2170 |
1.2170 |
| PP |
1.2150 |
1.2151 |
| S1 |
1.2130 |
1.2131 |
|