CME Japanese Yen Future September 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 |
1.2260 |
1.2120 |
-0.0140 |
-1.1% |
1.2112 |
| High |
1.2264 |
1.2195 |
-0.0069 |
-0.6% |
1.2229 |
| Low |
1.2071 |
1.2108 |
0.0037 |
0.3% |
1.2015 |
| Close |
1.2071 |
1.2128 |
0.0057 |
0.5% |
1.2091 |
| Range |
0.0193 |
0.0087 |
-0.0106 |
-54.9% |
0.0214 |
| ATR |
0.0106 |
0.0108 |
0.0001 |
1.2% |
0.0000 |
| Volume |
25 |
59 |
34 |
136.0% |
305 |
|
| Daily Pivots for day following 04-Apr-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.2405 |
1.2353 |
1.2176 |
|
| R3 |
1.2318 |
1.2266 |
1.2152 |
|
| R2 |
1.2231 |
1.2231 |
1.2144 |
|
| R1 |
1.2179 |
1.2179 |
1.2136 |
1.2205 |
| PP |
1.2144 |
1.2144 |
1.2144 |
1.2157 |
| S1 |
1.2092 |
1.2092 |
1.2120 |
1.2118 |
| S2 |
1.2057 |
1.2057 |
1.2112 |
|
| S3 |
1.1970 |
1.2005 |
1.2104 |
|
| S4 |
1.1883 |
1.1918 |
1.2080 |
|
|
| 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 |
1.2565 |
|
2.618 |
1.2423 |
|
1.618 |
1.2336 |
|
1.000 |
1.2282 |
|
0.618 |
1.2249 |
|
HIGH |
1.2195 |
|
0.618 |
1.2162 |
|
0.500 |
1.2152 |
|
0.382 |
1.2141 |
|
LOW |
1.2108 |
|
0.618 |
1.2054 |
|
1.000 |
1.2021 |
|
1.618 |
1.1967 |
|
2.618 |
1.1880 |
|
4.250 |
1.1738 |
|
|
| Fisher Pivots for day following 04-Apr-2012 |
| Pivot |
1 day |
3 day |
| R1 |
1.2152 |
1.2149 |
| PP |
1.2144 |
1.2142 |
| S1 |
1.2136 |
1.2135 |
|