CME Japanese Yen Future September 2012
| Trading Metrics calculated at close of trading on 13-Apr-2012 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
12-Apr-2012 |
13-Apr-2012 |
Change |
Change % |
Previous Week |
| Open |
1.2379 |
1.2370 |
-0.0009 |
-0.1% |
1.2301 |
| High |
1.2406 |
1.2370 |
-0.0036 |
-0.3% |
1.2423 |
| Low |
1.2360 |
1.2352 |
-0.0008 |
-0.1% |
1.2250 |
| Close |
1.2400 |
1.2352 |
-0.0048 |
-0.4% |
1.2352 |
| Range |
0.0046 |
0.0018 |
-0.0028 |
-60.9% |
0.0173 |
| ATR |
0.0103 |
0.0100 |
-0.0004 |
-3.8% |
0.0000 |
| Volume |
50 |
37 |
-13 |
-26.0% |
248 |
|
| Daily Pivots for day following 13-Apr-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.2412 |
1.2400 |
1.2362 |
|
| R3 |
1.2394 |
1.2382 |
1.2357 |
|
| R2 |
1.2376 |
1.2376 |
1.2355 |
|
| R1 |
1.2364 |
1.2364 |
1.2354 |
1.2361 |
| PP |
1.2358 |
1.2358 |
1.2358 |
1.2357 |
| S1 |
1.2346 |
1.2346 |
1.2350 |
1.2343 |
| S2 |
1.2340 |
1.2340 |
1.2349 |
|
| S3 |
1.2322 |
1.2328 |
1.2347 |
|
| S4 |
1.2304 |
1.2310 |
1.2342 |
|
|
| Weekly Pivots for week ending 13-Apr-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.2861 |
1.2779 |
1.2447 |
|
| R3 |
1.2688 |
1.2606 |
1.2400 |
|
| R2 |
1.2515 |
1.2515 |
1.2384 |
|
| R1 |
1.2433 |
1.2433 |
1.2368 |
1.2474 |
| PP |
1.2342 |
1.2342 |
1.2342 |
1.2362 |
| S1 |
1.2260 |
1.2260 |
1.2336 |
1.2301 |
| S2 |
1.2169 |
1.2169 |
1.2320 |
|
| S3 |
1.1996 |
1.2087 |
1.2304 |
|
| S4 |
1.1823 |
1.1914 |
1.2257 |
|
|
|
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.2447 |
|
2.618 |
1.2417 |
|
1.618 |
1.2399 |
|
1.000 |
1.2388 |
|
0.618 |
1.2381 |
|
HIGH |
1.2370 |
|
0.618 |
1.2363 |
|
0.500 |
1.2361 |
|
0.382 |
1.2359 |
|
LOW |
1.2352 |
|
0.618 |
1.2341 |
|
1.000 |
1.2334 |
|
1.618 |
1.2323 |
|
2.618 |
1.2305 |
|
4.250 |
1.2276 |
|
|
| Fisher Pivots for day following 13-Apr-2012 |
| Pivot |
1 day |
3 day |
| R1 |
1.2361 |
1.2388 |
| PP |
1.2358 |
1.2376 |
| S1 |
1.2355 |
1.2364 |
|