CME Japanese Yen Future December 2012
| Trading Metrics calculated at close of trading on 04-Apr-2012 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
03-Apr-2012 |
04-Apr-2012 |
Change |
Change % |
Previous Week |
| Open |
1.2088 |
1.2171 |
0.0083 |
0.7% |
1.2115 |
| High |
1.2088 |
1.2171 |
0.0083 |
0.7% |
1.2173 |
| Low |
1.2088 |
1.2146 |
0.0058 |
0.5% |
1.2069 |
| Close |
1.2088 |
1.2146 |
0.0058 |
0.5% |
1.2109 |
| Range |
0.0000 |
0.0025 |
0.0025 |
|
0.0104 |
| ATR |
0.0067 |
0.0068 |
0.0001 |
1.7% |
0.0000 |
| Volume |
1 |
1 |
0 |
0.0% |
7 |
|
| Daily Pivots for day following 04-Apr-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.2229 |
1.2213 |
1.2160 |
|
| R3 |
1.2204 |
1.2188 |
1.2153 |
|
| R2 |
1.2179 |
1.2179 |
1.2151 |
|
| R1 |
1.2163 |
1.2163 |
1.2148 |
1.2159 |
| PP |
1.2154 |
1.2154 |
1.2154 |
1.2152 |
| S1 |
1.2138 |
1.2138 |
1.2144 |
1.2134 |
| S2 |
1.2129 |
1.2129 |
1.2141 |
|
| S3 |
1.2104 |
1.2113 |
1.2139 |
|
| S4 |
1.2079 |
1.2088 |
1.2132 |
|
|
| Weekly Pivots for week ending 30-Mar-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.2429 |
1.2373 |
1.2166 |
|
| R3 |
1.2325 |
1.2269 |
1.2138 |
|
| R2 |
1.2221 |
1.2221 |
1.2128 |
|
| R1 |
1.2165 |
1.2165 |
1.2119 |
1.2141 |
| PP |
1.2117 |
1.2117 |
1.2117 |
1.2105 |
| S1 |
1.2061 |
1.2061 |
1.2099 |
1.2037 |
| S2 |
1.2013 |
1.2013 |
1.2090 |
|
| S3 |
1.1909 |
1.1957 |
1.2080 |
|
| S4 |
1.1805 |
1.1853 |
1.2052 |
|
|
|
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.2277 |
|
2.618 |
1.2236 |
|
1.618 |
1.2211 |
|
1.000 |
1.2196 |
|
0.618 |
1.2186 |
|
HIGH |
1.2171 |
|
0.618 |
1.2161 |
|
0.500 |
1.2159 |
|
0.382 |
1.2156 |
|
LOW |
1.2146 |
|
0.618 |
1.2131 |
|
1.000 |
1.2121 |
|
1.618 |
1.2106 |
|
2.618 |
1.2081 |
|
4.250 |
1.2040 |
|
|
| Fisher Pivots for day following 04-Apr-2012 |
| Pivot |
1 day |
3 day |
| R1 |
1.2159 |
1.2148 |
| PP |
1.2154 |
1.2147 |
| S1 |
1.2150 |
1.2147 |
|