CME Japanese Yen Future December 2012
| Trading Metrics calculated at close of trading on 11-Apr-2012 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
10-Apr-2012 |
11-Apr-2012 |
Change |
Change % |
Previous Week |
| Open |
1.2288 |
1.2429 |
0.0141 |
1.1% |
1.2207 |
| High |
1.2429 |
1.2429 |
0.0000 |
0.0% |
1.2310 |
| Low |
1.2288 |
1.2384 |
0.0096 |
0.8% |
1.2088 |
| Close |
1.2427 |
1.2405 |
-0.0022 |
-0.2% |
1.2310 |
| Range |
0.0141 |
0.0045 |
-0.0096 |
-68.1% |
0.0222 |
| ATR |
0.0076 |
0.0073 |
-0.0002 |
-2.9% |
0.0000 |
| Volume |
17 |
4 |
-13 |
-76.5% |
21 |
|
| Daily Pivots for day following 11-Apr-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.2541 |
1.2518 |
1.2430 |
|
| R3 |
1.2496 |
1.2473 |
1.2417 |
|
| R2 |
1.2451 |
1.2451 |
1.2413 |
|
| R1 |
1.2428 |
1.2428 |
1.2409 |
1.2417 |
| PP |
1.2406 |
1.2406 |
1.2406 |
1.2401 |
| S1 |
1.2383 |
1.2383 |
1.2401 |
1.2372 |
| S2 |
1.2361 |
1.2361 |
1.2397 |
|
| S3 |
1.2316 |
1.2338 |
1.2393 |
|
| S4 |
1.2271 |
1.2293 |
1.2380 |
|
|
| Weekly Pivots for week ending 06-Apr-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.2902 |
1.2828 |
1.2432 |
|
| R3 |
1.2680 |
1.2606 |
1.2371 |
|
| R2 |
1.2458 |
1.2458 |
1.2351 |
|
| R1 |
1.2384 |
1.2384 |
1.2330 |
1.2421 |
| PP |
1.2236 |
1.2236 |
1.2236 |
1.2255 |
| S1 |
1.2162 |
1.2162 |
1.2290 |
1.2199 |
| S2 |
1.2014 |
1.2014 |
1.2269 |
|
| S3 |
1.1792 |
1.1940 |
1.2249 |
|
| S4 |
1.1570 |
1.1718 |
1.2188 |
|
|
|
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.2620 |
|
2.618 |
1.2547 |
|
1.618 |
1.2502 |
|
1.000 |
1.2474 |
|
0.618 |
1.2457 |
|
HIGH |
1.2429 |
|
0.618 |
1.2412 |
|
0.500 |
1.2407 |
|
0.382 |
1.2401 |
|
LOW |
1.2384 |
|
0.618 |
1.2356 |
|
1.000 |
1.2339 |
|
1.618 |
1.2311 |
|
2.618 |
1.2266 |
|
4.250 |
1.2193 |
|
|
| Fisher Pivots for day following 11-Apr-2012 |
| Pivot |
1 day |
3 day |
| R1 |
1.2407 |
1.2390 |
| PP |
1.2406 |
1.2374 |
| S1 |
1.2406 |
1.2359 |
|