CME Japanese Yen Future September 2012
| Trading Metrics calculated at close of trading on 23-Apr-2012 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
20-Apr-2012 |
23-Apr-2012 |
Change |
Change % |
Previous Week |
| Open |
1.2274 |
1.2316 |
0.0042 |
0.3% |
1.2386 |
| High |
1.2278 |
1.2363 |
0.0085 |
0.7% |
1.2463 |
| Low |
1.2252 |
1.2316 |
0.0064 |
0.5% |
1.2252 |
| Close |
1.2278 |
1.2345 |
0.0067 |
0.5% |
1.2278 |
| Range |
0.0026 |
0.0047 |
0.0021 |
80.8% |
0.0211 |
| ATR |
0.0094 |
0.0094 |
-0.0001 |
-0.7% |
0.0000 |
| Volume |
54 |
25 |
-29 |
-53.7% |
267 |
|
| Daily Pivots for day following 23-Apr-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.2482 |
1.2461 |
1.2371 |
|
| R3 |
1.2435 |
1.2414 |
1.2358 |
|
| R2 |
1.2388 |
1.2388 |
1.2354 |
|
| R1 |
1.2367 |
1.2367 |
1.2349 |
1.2378 |
| PP |
1.2341 |
1.2341 |
1.2341 |
1.2347 |
| S1 |
1.2320 |
1.2320 |
1.2341 |
1.2331 |
| S2 |
1.2294 |
1.2294 |
1.2336 |
|
| S3 |
1.2247 |
1.2273 |
1.2332 |
|
| S4 |
1.2200 |
1.2226 |
1.2319 |
|
|
| Weekly Pivots for week ending 20-Apr-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.2964 |
1.2832 |
1.2394 |
|
| R3 |
1.2753 |
1.2621 |
1.2336 |
|
| R2 |
1.2542 |
1.2542 |
1.2317 |
|
| R1 |
1.2410 |
1.2410 |
1.2297 |
1.2371 |
| PP |
1.2331 |
1.2331 |
1.2331 |
1.2311 |
| S1 |
1.2199 |
1.2199 |
1.2259 |
1.2160 |
| S2 |
1.2120 |
1.2120 |
1.2239 |
|
| S3 |
1.1909 |
1.1988 |
1.2220 |
|
| S4 |
1.1698 |
1.1777 |
1.2162 |
|
|
|
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.2563 |
|
2.618 |
1.2486 |
|
1.618 |
1.2439 |
|
1.000 |
1.2410 |
|
0.618 |
1.2392 |
|
HIGH |
1.2363 |
|
0.618 |
1.2345 |
|
0.500 |
1.2340 |
|
0.382 |
1.2334 |
|
LOW |
1.2316 |
|
0.618 |
1.2287 |
|
1.000 |
1.2269 |
|
1.618 |
1.2240 |
|
2.618 |
1.2193 |
|
4.250 |
1.2116 |
|
|
| Fisher Pivots for day following 23-Apr-2012 |
| Pivot |
1 day |
3 day |
| R1 |
1.2343 |
1.2333 |
| PP |
1.2341 |
1.2320 |
| S1 |
1.2340 |
1.2308 |
|