CME Japanese Yen Future September 2012
| Trading Metrics calculated at close of trading on 16-Apr-2012 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
13-Apr-2012 |
16-Apr-2012 |
Change |
Change % |
Previous Week |
| Open |
1.2370 |
1.2386 |
0.0016 |
0.1% |
1.2301 |
| High |
1.2370 |
1.2463 |
0.0093 |
0.8% |
1.2423 |
| Low |
1.2352 |
1.2380 |
0.0028 |
0.2% |
1.2250 |
| Close |
1.2352 |
1.2446 |
0.0094 |
0.8% |
1.2352 |
| Range |
0.0018 |
0.0083 |
0.0065 |
361.1% |
0.0173 |
| ATR |
0.0100 |
0.0100 |
0.0001 |
0.8% |
0.0000 |
| Volume |
37 |
15 |
-22 |
-59.5% |
248 |
|
| Daily Pivots for day following 16-Apr-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.2679 |
1.2645 |
1.2492 |
|
| R3 |
1.2596 |
1.2562 |
1.2469 |
|
| R2 |
1.2513 |
1.2513 |
1.2461 |
|
| R1 |
1.2479 |
1.2479 |
1.2454 |
1.2496 |
| PP |
1.2430 |
1.2430 |
1.2430 |
1.2438 |
| S1 |
1.2396 |
1.2396 |
1.2438 |
1.2413 |
| S2 |
1.2347 |
1.2347 |
1.2431 |
|
| S3 |
1.2264 |
1.2313 |
1.2423 |
|
| S4 |
1.2181 |
1.2230 |
1.2400 |
|
|
| 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 |
1.2816 |
|
2.618 |
1.2680 |
|
1.618 |
1.2597 |
|
1.000 |
1.2546 |
|
0.618 |
1.2514 |
|
HIGH |
1.2463 |
|
0.618 |
1.2431 |
|
0.500 |
1.2422 |
|
0.382 |
1.2412 |
|
LOW |
1.2380 |
|
0.618 |
1.2329 |
|
1.000 |
1.2297 |
|
1.618 |
1.2246 |
|
2.618 |
1.2163 |
|
4.250 |
1.2027 |
|
|
| Fisher Pivots for day following 16-Apr-2012 |
| Pivot |
1 day |
3 day |
| R1 |
1.2438 |
1.2433 |
| PP |
1.2430 |
1.2420 |
| S1 |
1.2422 |
1.2408 |
|