CME Japanese Yen Future September 2012
| Trading Metrics calculated at close of trading on 03-Apr-2012 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
02-Apr-2012 |
03-Apr-2012 |
Change |
Change % |
Previous Week |
| Open |
1.2073 |
1.2260 |
0.0187 |
1.5% |
1.2112 |
| High |
1.2227 |
1.2264 |
0.0037 |
0.3% |
1.2229 |
| Low |
1.2033 |
1.2071 |
0.0038 |
0.3% |
1.2015 |
| Close |
1.2190 |
1.2071 |
-0.0119 |
-1.0% |
1.2091 |
| Range |
0.0194 |
0.0193 |
-0.0001 |
-0.5% |
0.0214 |
| ATR |
0.0100 |
0.0106 |
0.0007 |
6.7% |
0.0000 |
| Volume |
67 |
25 |
-42 |
-62.7% |
305 |
|
| Daily Pivots for day following 03-Apr-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.2714 |
1.2586 |
1.2177 |
|
| R3 |
1.2521 |
1.2393 |
1.2124 |
|
| R2 |
1.2328 |
1.2328 |
1.2106 |
|
| R1 |
1.2200 |
1.2200 |
1.2089 |
1.2168 |
| PP |
1.2135 |
1.2135 |
1.2135 |
1.2119 |
| S1 |
1.2007 |
1.2007 |
1.2053 |
1.1975 |
| S2 |
1.1942 |
1.1942 |
1.2036 |
|
| S3 |
1.1749 |
1.1814 |
1.2018 |
|
| S4 |
1.1556 |
1.1621 |
1.1965 |
|
|
| 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 |
1.3084 |
|
2.618 |
1.2769 |
|
1.618 |
1.2576 |
|
1.000 |
1.2457 |
|
0.618 |
1.2383 |
|
HIGH |
1.2264 |
|
0.618 |
1.2190 |
|
0.500 |
1.2168 |
|
0.382 |
1.2145 |
|
LOW |
1.2071 |
|
0.618 |
1.1952 |
|
1.000 |
1.1878 |
|
1.618 |
1.1759 |
|
2.618 |
1.1566 |
|
4.250 |
1.1251 |
|
|
| Fisher Pivots for day following 03-Apr-2012 |
| Pivot |
1 day |
3 day |
| R1 |
1.2168 |
1.2149 |
| PP |
1.2135 |
1.2123 |
| S1 |
1.2103 |
1.2097 |
|