CME Japanese Yen Future September 2012
| Trading Metrics calculated at close of trading on 09-Apr-2012 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
06-Apr-2012 |
09-Apr-2012 |
Change |
Change % |
Previous Week |
| Open |
1.2271 |
1.2301 |
0.0030 |
0.2% |
1.2073 |
| High |
1.2304 |
1.2335 |
0.0031 |
0.3% |
1.2304 |
| Low |
1.2254 |
1.2273 |
0.0019 |
0.2% |
1.2033 |
| Close |
1.2289 |
1.2273 |
-0.0016 |
-0.1% |
1.2289 |
| Range |
0.0050 |
0.0062 |
0.0012 |
24.0% |
0.0271 |
| ATR |
0.0110 |
0.0107 |
-0.0003 |
-3.1% |
0.0000 |
| Volume |
145 |
26 |
-119 |
-82.1% |
353 |
|
| Daily Pivots for day following 09-Apr-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.2480 |
1.2438 |
1.2307 |
|
| R3 |
1.2418 |
1.2376 |
1.2290 |
|
| R2 |
1.2356 |
1.2356 |
1.2284 |
|
| R1 |
1.2314 |
1.2314 |
1.2279 |
1.2304 |
| PP |
1.2294 |
1.2294 |
1.2294 |
1.2289 |
| S1 |
1.2252 |
1.2252 |
1.2267 |
1.2242 |
| S2 |
1.2232 |
1.2232 |
1.2262 |
|
| S3 |
1.2170 |
1.2190 |
1.2256 |
|
| S4 |
1.2108 |
1.2128 |
1.2239 |
|
|
| 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 |
1.2599 |
|
2.618 |
1.2497 |
|
1.618 |
1.2435 |
|
1.000 |
1.2397 |
|
0.618 |
1.2373 |
|
HIGH |
1.2335 |
|
0.618 |
1.2311 |
|
0.500 |
1.2304 |
|
0.382 |
1.2297 |
|
LOW |
1.2273 |
|
0.618 |
1.2235 |
|
1.000 |
1.2211 |
|
1.618 |
1.2173 |
|
2.618 |
1.2111 |
|
4.250 |
1.2010 |
|
|
| Fisher Pivots for day following 09-Apr-2012 |
| Pivot |
1 day |
3 day |
| R1 |
1.2304 |
1.2264 |
| PP |
1.2294 |
1.2255 |
| S1 |
1.2283 |
1.2246 |
|