CME Japanese Yen Future September 2012
| Trading Metrics calculated at close of trading on 12-Apr-2012 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
11-Apr-2012 |
12-Apr-2012 |
Change |
Change % |
Previous Week |
| Open |
1.2411 |
1.2379 |
-0.0032 |
-0.3% |
1.2073 |
| High |
1.2423 |
1.2406 |
-0.0017 |
-0.1% |
1.2304 |
| Low |
1.2355 |
1.2360 |
0.0005 |
0.0% |
1.2033 |
| Close |
1.2384 |
1.2400 |
0.0016 |
0.1% |
1.2289 |
| Range |
0.0068 |
0.0046 |
-0.0022 |
-32.4% |
0.0271 |
| ATR |
0.0108 |
0.0103 |
-0.0004 |
-4.1% |
0.0000 |
| Volume |
100 |
50 |
-50 |
-50.0% |
353 |
|
| Daily Pivots for day following 12-Apr-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.2527 |
1.2509 |
1.2425 |
|
| R3 |
1.2481 |
1.2463 |
1.2413 |
|
| R2 |
1.2435 |
1.2435 |
1.2408 |
|
| R1 |
1.2417 |
1.2417 |
1.2404 |
1.2426 |
| PP |
1.2389 |
1.2389 |
1.2389 |
1.2393 |
| S1 |
1.2371 |
1.2371 |
1.2396 |
1.2380 |
| S2 |
1.2343 |
1.2343 |
1.2392 |
|
| S3 |
1.2297 |
1.2325 |
1.2387 |
|
| S4 |
1.2251 |
1.2279 |
1.2375 |
|
|
| 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 |
1.2602 |
|
2.618 |
1.2526 |
|
1.618 |
1.2480 |
|
1.000 |
1.2452 |
|
0.618 |
1.2434 |
|
HIGH |
1.2406 |
|
0.618 |
1.2388 |
|
0.500 |
1.2383 |
|
0.382 |
1.2378 |
|
LOW |
1.2360 |
|
0.618 |
1.2332 |
|
1.000 |
1.2314 |
|
1.618 |
1.2286 |
|
2.618 |
1.2240 |
|
4.250 |
1.2165 |
|
|
| Fisher Pivots for day following 12-Apr-2012 |
| Pivot |
1 day |
3 day |
| R1 |
1.2394 |
1.2379 |
| PP |
1.2389 |
1.2358 |
| S1 |
1.2383 |
1.2337 |
|