CME Japanese Yen Future September 2012
| Trading Metrics calculated at close of trading on 05-Apr-2012 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
04-Apr-2012 |
05-Apr-2012 |
Change |
Change % |
Previous Week |
| Open |
1.2120 |
1.2158 |
0.0038 |
0.3% |
1.2112 |
| High |
1.2195 |
1.2241 |
0.0046 |
0.4% |
1.2229 |
| Low |
1.2108 |
1.2156 |
0.0048 |
0.4% |
1.2015 |
| Close |
1.2128 |
1.2164 |
0.0036 |
0.3% |
1.2091 |
| Range |
0.0087 |
0.0085 |
-0.0002 |
-2.3% |
0.0214 |
| ATR |
0.0108 |
0.0108 |
0.0000 |
0.4% |
0.0000 |
| Volume |
59 |
57 |
-2 |
-3.4% |
305 |
|
| Daily Pivots for day following 05-Apr-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.2442 |
1.2388 |
1.2211 |
|
| R3 |
1.2357 |
1.2303 |
1.2187 |
|
| R2 |
1.2272 |
1.2272 |
1.2180 |
|
| R1 |
1.2218 |
1.2218 |
1.2172 |
1.2245 |
| PP |
1.2187 |
1.2187 |
1.2187 |
1.2201 |
| S1 |
1.2133 |
1.2133 |
1.2156 |
1.2160 |
| S2 |
1.2102 |
1.2102 |
1.2148 |
|
| S3 |
1.2017 |
1.2048 |
1.2141 |
|
| S4 |
1.1932 |
1.1963 |
1.2117 |
|
|
| 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 |
1.2602 |
|
2.618 |
1.2464 |
|
1.618 |
1.2379 |
|
1.000 |
1.2326 |
|
0.618 |
1.2294 |
|
HIGH |
1.2241 |
|
0.618 |
1.2209 |
|
0.500 |
1.2199 |
|
0.382 |
1.2188 |
|
LOW |
1.2156 |
|
0.618 |
1.2103 |
|
1.000 |
1.2071 |
|
1.618 |
1.2018 |
|
2.618 |
1.1933 |
|
4.250 |
1.1795 |
|
|
| Fisher Pivots for day following 05-Apr-2012 |
| Pivot |
1 day |
3 day |
| R1 |
1.2199 |
1.2168 |
| PP |
1.2187 |
1.2166 |
| S1 |
1.2176 |
1.2165 |
|