CME Japanese Yen Future September 2012
| Trading Metrics calculated at close of trading on 06-Apr-2012 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
05-Apr-2012 |
06-Apr-2012 |
Change |
Change % |
Previous Week |
| Open |
1.2158 |
1.2271 |
0.0113 |
0.9% |
1.2073 |
| High |
1.2241 |
1.2304 |
0.0063 |
0.5% |
1.2304 |
| Low |
1.2156 |
1.2254 |
0.0098 |
0.8% |
1.2033 |
| Close |
1.2164 |
1.2289 |
0.0125 |
1.0% |
1.2289 |
| Range |
0.0085 |
0.0050 |
-0.0035 |
-41.2% |
0.0271 |
| ATR |
0.0108 |
0.0110 |
0.0002 |
2.1% |
0.0000 |
| Volume |
57 |
145 |
88 |
154.4% |
353 |
|
| Daily Pivots for day following 06-Apr-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.2432 |
1.2411 |
1.2317 |
|
| R3 |
1.2382 |
1.2361 |
1.2303 |
|
| R2 |
1.2332 |
1.2332 |
1.2298 |
|
| R1 |
1.2311 |
1.2311 |
1.2294 |
1.2322 |
| PP |
1.2282 |
1.2282 |
1.2282 |
1.2288 |
| S1 |
1.2261 |
1.2261 |
1.2284 |
1.2272 |
| S2 |
1.2232 |
1.2232 |
1.2280 |
|
| S3 |
1.2182 |
1.2211 |
1.2275 |
|
| S4 |
1.2132 |
1.2161 |
1.2262 |
|
|
| Weekly Pivots for week ending 06-Apr-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.3022 |
1.2926 |
1.2438 |
|
| R3 |
1.2751 |
1.2655 |
1.2364 |
|
| R2 |
1.2480 |
1.2480 |
1.2339 |
|
| R1 |
1.2384 |
1.2384 |
1.2314 |
1.2432 |
| PP |
1.2209 |
1.2209 |
1.2209 |
1.2233 |
| S1 |
1.2113 |
1.2113 |
1.2264 |
1.2161 |
| S2 |
1.1938 |
1.1938 |
1.2239 |
|
| S3 |
1.1667 |
1.1842 |
1.2214 |
|
| S4 |
1.1396 |
1.1571 |
1.2140 |
|
|
|
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.2517 |
|
2.618 |
1.2435 |
|
1.618 |
1.2385 |
|
1.000 |
1.2354 |
|
0.618 |
1.2335 |
|
HIGH |
1.2304 |
|
0.618 |
1.2285 |
|
0.500 |
1.2279 |
|
0.382 |
1.2273 |
|
LOW |
1.2254 |
|
0.618 |
1.2223 |
|
1.000 |
1.2204 |
|
1.618 |
1.2173 |
|
2.618 |
1.2123 |
|
4.250 |
1.2042 |
|
|
| Fisher Pivots for day following 06-Apr-2012 |
| Pivot |
1 day |
3 day |
| R1 |
1.2286 |
1.2261 |
| PP |
1.2282 |
1.2234 |
| S1 |
1.2279 |
1.2206 |
|