CME Japanese Yen Future September 2012
| Trading Metrics calculated at close of trading on 10-Apr-2012 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
09-Apr-2012 |
10-Apr-2012 |
Change |
Change % |
Previous Week |
| Open |
1.2301 |
1.2250 |
-0.0051 |
-0.4% |
1.2073 |
| High |
1.2335 |
1.2414 |
0.0079 |
0.6% |
1.2304 |
| Low |
1.2273 |
1.2250 |
-0.0023 |
-0.2% |
1.2033 |
| Close |
1.2273 |
1.2405 |
0.0132 |
1.1% |
1.2289 |
| Range |
0.0062 |
0.0164 |
0.0102 |
164.5% |
0.0271 |
| ATR |
0.0107 |
0.0111 |
0.0004 |
3.8% |
0.0000 |
| Volume |
26 |
35 |
9 |
34.6% |
353 |
|
| Daily Pivots for day following 10-Apr-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.2848 |
1.2791 |
1.2495 |
|
| R3 |
1.2684 |
1.2627 |
1.2450 |
|
| R2 |
1.2520 |
1.2520 |
1.2435 |
|
| R1 |
1.2463 |
1.2463 |
1.2420 |
1.2492 |
| PP |
1.2356 |
1.2356 |
1.2356 |
1.2371 |
| S1 |
1.2299 |
1.2299 |
1.2390 |
1.2328 |
| S2 |
1.2192 |
1.2192 |
1.2375 |
|
| S3 |
1.2028 |
1.2135 |
1.2360 |
|
| S4 |
1.1864 |
1.1971 |
1.2315 |
|
|
| Weekly Pivots for week ending 06-Apr-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.3022 |
1.2926 |
1.2438 |
|
| R3 |
1.2751 |
1.2655 |
1.2364 |
|
| R2 |
1.2480 |
1.2480 |
1.2339 |
|
| R1 |
1.2384 |
1.2384 |
1.2314 |
1.2432 |
| PP |
1.2209 |
1.2209 |
1.2209 |
1.2233 |
| S1 |
1.2113 |
1.2113 |
1.2264 |
1.2161 |
| S2 |
1.1938 |
1.1938 |
1.2239 |
|
| S3 |
1.1667 |
1.1842 |
1.2214 |
|
| S4 |
1.1396 |
1.1571 |
1.2140 |
|
|
|
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.3111 |
|
2.618 |
1.2843 |
|
1.618 |
1.2679 |
|
1.000 |
1.2578 |
|
0.618 |
1.2515 |
|
HIGH |
1.2414 |
|
0.618 |
1.2351 |
|
0.500 |
1.2332 |
|
0.382 |
1.2313 |
|
LOW |
1.2250 |
|
0.618 |
1.2149 |
|
1.000 |
1.2086 |
|
1.618 |
1.1985 |
|
2.618 |
1.1821 |
|
4.250 |
1.1553 |
|
|
| Fisher Pivots for day following 10-Apr-2012 |
| Pivot |
1 day |
3 day |
| R1 |
1.2381 |
1.2381 |
| PP |
1.2356 |
1.2356 |
| S1 |
1.2332 |
1.2332 |
|