CME Japanese Yen Future September 2012
| Trading Metrics calculated at close of trading on 24-Apr-2012 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
23-Apr-2012 |
24-Apr-2012 |
Change |
Change % |
Previous Week |
| Open |
1.2316 |
1.2380 |
0.0064 |
0.5% |
1.2386 |
| High |
1.2363 |
1.2386 |
0.0023 |
0.2% |
1.2463 |
| Low |
1.2316 |
1.2320 |
0.0004 |
0.0% |
1.2252 |
| Close |
1.2345 |
1.2327 |
-0.0018 |
-0.1% |
1.2278 |
| Range |
0.0047 |
0.0066 |
0.0019 |
40.4% |
0.0211 |
| ATR |
0.0094 |
0.0092 |
-0.0002 |
-2.1% |
0.0000 |
| Volume |
25 |
29 |
4 |
16.0% |
267 |
|
| Daily Pivots for day following 24-Apr-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.2542 |
1.2501 |
1.2363 |
|
| R3 |
1.2476 |
1.2435 |
1.2345 |
|
| R2 |
1.2410 |
1.2410 |
1.2339 |
|
| R1 |
1.2369 |
1.2369 |
1.2333 |
1.2357 |
| PP |
1.2344 |
1.2344 |
1.2344 |
1.2338 |
| S1 |
1.2303 |
1.2303 |
1.2321 |
1.2291 |
| S2 |
1.2278 |
1.2278 |
1.2315 |
|
| S3 |
1.2212 |
1.2237 |
1.2309 |
|
| S4 |
1.2146 |
1.2171 |
1.2291 |
|
|
| 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 |
1.2667 |
|
2.618 |
1.2559 |
|
1.618 |
1.2493 |
|
1.000 |
1.2452 |
|
0.618 |
1.2427 |
|
HIGH |
1.2386 |
|
0.618 |
1.2361 |
|
0.500 |
1.2353 |
|
0.382 |
1.2345 |
|
LOW |
1.2320 |
|
0.618 |
1.2279 |
|
1.000 |
1.2254 |
|
1.618 |
1.2213 |
|
2.618 |
1.2147 |
|
4.250 |
1.2040 |
|
|
| Fisher Pivots for day following 24-Apr-2012 |
| Pivot |
1 day |
3 day |
| R1 |
1.2353 |
1.2324 |
| PP |
1.2344 |
1.2322 |
| S1 |
1.2336 |
1.2319 |
|