CME Japanese Yen Future September 2012
| Trading Metrics calculated at close of trading on 30-Mar-2012 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
29-Mar-2012 |
30-Mar-2012 |
Change |
Change % |
Previous Week |
| Open |
1.2083 |
1.2156 |
0.0073 |
0.6% |
1.2112 |
| High |
1.2229 |
1.2218 |
-0.0011 |
-0.1% |
1.2229 |
| Low |
1.2083 |
1.2089 |
0.0006 |
0.0% |
1.2015 |
| Close |
1.2157 |
1.2091 |
-0.0066 |
-0.5% |
1.2091 |
| Range |
0.0146 |
0.0129 |
-0.0017 |
-11.6% |
0.0214 |
| ATR |
0.0090 |
0.0093 |
0.0003 |
3.1% |
0.0000 |
| Volume |
36 |
55 |
19 |
52.8% |
305 |
|
| Daily Pivots for day following 30-Mar-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.2520 |
1.2434 |
1.2162 |
|
| R3 |
1.2391 |
1.2305 |
1.2126 |
|
| R2 |
1.2262 |
1.2262 |
1.2115 |
|
| R1 |
1.2176 |
1.2176 |
1.2103 |
1.2155 |
| PP |
1.2133 |
1.2133 |
1.2133 |
1.2122 |
| S1 |
1.2047 |
1.2047 |
1.2079 |
1.2026 |
| S2 |
1.2004 |
1.2004 |
1.2067 |
|
| S3 |
1.1875 |
1.1918 |
1.2056 |
|
| S4 |
1.1746 |
1.1789 |
1.2020 |
|
|
| Weekly Pivots for week ending 30-Mar-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.2754 |
1.2636 |
1.2209 |
|
| R3 |
1.2540 |
1.2422 |
1.2150 |
|
| R2 |
1.2326 |
1.2326 |
1.2130 |
|
| R1 |
1.2208 |
1.2208 |
1.2111 |
1.2160 |
| PP |
1.2112 |
1.2112 |
1.2112 |
1.2088 |
| S1 |
1.1994 |
1.1994 |
1.2071 |
1.1946 |
| S2 |
1.1898 |
1.1898 |
1.2052 |
|
| S3 |
1.1684 |
1.1780 |
1.2032 |
|
| S4 |
1.1470 |
1.1566 |
1.1973 |
|
|
|
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.2766 |
|
2.618 |
1.2556 |
|
1.618 |
1.2427 |
|
1.000 |
1.2347 |
|
0.618 |
1.2298 |
|
HIGH |
1.2218 |
|
0.618 |
1.2169 |
|
0.500 |
1.2154 |
|
0.382 |
1.2138 |
|
LOW |
1.2089 |
|
0.618 |
1.2009 |
|
1.000 |
1.1960 |
|
1.618 |
1.1880 |
|
2.618 |
1.1751 |
|
4.250 |
1.1541 |
|
|
| Fisher Pivots for day following 30-Mar-2012 |
| Pivot |
1 day |
3 day |
| R1 |
1.2154 |
1.2141 |
| PP |
1.2133 |
1.2124 |
| S1 |
1.2112 |
1.2108 |
|