CME Japanese Yen Future September 2012
| Trading Metrics calculated at close of trading on 11-Apr-2012 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
10-Apr-2012 |
11-Apr-2012 |
Change |
Change % |
Previous Week |
| Open |
1.2250 |
1.2411 |
0.0161 |
1.3% |
1.2073 |
| High |
1.2414 |
1.2423 |
0.0009 |
0.1% |
1.2304 |
| Low |
1.2250 |
1.2355 |
0.0105 |
0.9% |
1.2033 |
| Close |
1.2405 |
1.2384 |
-0.0021 |
-0.2% |
1.2289 |
| Range |
0.0164 |
0.0068 |
-0.0096 |
-58.5% |
0.0271 |
| ATR |
0.0111 |
0.0108 |
-0.0003 |
-2.8% |
0.0000 |
| Volume |
35 |
100 |
65 |
185.7% |
353 |
|
| Daily Pivots for day following 11-Apr-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.2591 |
1.2556 |
1.2421 |
|
| R3 |
1.2523 |
1.2488 |
1.2403 |
|
| R2 |
1.2455 |
1.2455 |
1.2396 |
|
| R1 |
1.2420 |
1.2420 |
1.2390 |
1.2404 |
| PP |
1.2387 |
1.2387 |
1.2387 |
1.2379 |
| S1 |
1.2352 |
1.2352 |
1.2378 |
1.2336 |
| S2 |
1.2319 |
1.2319 |
1.2372 |
|
| S3 |
1.2251 |
1.2284 |
1.2365 |
|
| S4 |
1.2183 |
1.2216 |
1.2347 |
|
|
| 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 |
1.2712 |
|
2.618 |
1.2601 |
|
1.618 |
1.2533 |
|
1.000 |
1.2491 |
|
0.618 |
1.2465 |
|
HIGH |
1.2423 |
|
0.618 |
1.2397 |
|
0.500 |
1.2389 |
|
0.382 |
1.2381 |
|
LOW |
1.2355 |
|
0.618 |
1.2313 |
|
1.000 |
1.2287 |
|
1.618 |
1.2245 |
|
2.618 |
1.2177 |
|
4.250 |
1.2066 |
|
|
| Fisher Pivots for day following 11-Apr-2012 |
| Pivot |
1 day |
3 day |
| R1 |
1.2389 |
1.2368 |
| PP |
1.2387 |
1.2352 |
| S1 |
1.2386 |
1.2337 |
|