CME Japanese Yen Future December 2012
| Trading Metrics calculated at close of trading on 16-Apr-2012 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
13-Apr-2012 |
16-Apr-2012 |
Change |
Change % |
Previous Week |
| Open |
1.2391 |
1.2472 |
0.0081 |
0.7% |
1.2292 |
| High |
1.2395 |
1.2473 |
0.0078 |
0.6% |
1.2429 |
| Low |
1.2373 |
1.2467 |
0.0094 |
0.8% |
1.2288 |
| Close |
1.2373 |
1.2467 |
0.0094 |
0.8% |
1.2373 |
| Range |
0.0022 |
0.0006 |
-0.0016 |
-72.7% |
0.0141 |
| ATR |
0.0069 |
0.0071 |
0.0002 |
3.2% |
0.0000 |
| Volume |
9 |
10 |
1 |
11.1% |
50 |
|
| Daily Pivots for day following 16-Apr-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.2487 |
1.2483 |
1.2470 |
|
| R3 |
1.2481 |
1.2477 |
1.2469 |
|
| R2 |
1.2475 |
1.2475 |
1.2468 |
|
| R1 |
1.2471 |
1.2471 |
1.2468 |
1.2470 |
| PP |
1.2469 |
1.2469 |
1.2469 |
1.2469 |
| S1 |
1.2465 |
1.2465 |
1.2466 |
1.2464 |
| S2 |
1.2463 |
1.2463 |
1.2466 |
|
| S3 |
1.2457 |
1.2459 |
1.2465 |
|
| S4 |
1.2451 |
1.2453 |
1.2464 |
|
|
| Weekly Pivots for week ending 13-Apr-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.2786 |
1.2721 |
1.2451 |
|
| R3 |
1.2645 |
1.2580 |
1.2412 |
|
| R2 |
1.2504 |
1.2504 |
1.2399 |
|
| R1 |
1.2439 |
1.2439 |
1.2386 |
1.2472 |
| PP |
1.2363 |
1.2363 |
1.2363 |
1.2380 |
| S1 |
1.2298 |
1.2298 |
1.2360 |
1.2331 |
| S2 |
1.2222 |
1.2222 |
1.2347 |
|
| S3 |
1.2081 |
1.2157 |
1.2334 |
|
| S4 |
1.1940 |
1.2016 |
1.2295 |
|
|
|
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.2499 |
|
2.618 |
1.2489 |
|
1.618 |
1.2483 |
|
1.000 |
1.2479 |
|
0.618 |
1.2477 |
|
HIGH |
1.2473 |
|
0.618 |
1.2471 |
|
0.500 |
1.2470 |
|
0.382 |
1.2469 |
|
LOW |
1.2467 |
|
0.618 |
1.2463 |
|
1.000 |
1.2461 |
|
1.618 |
1.2457 |
|
2.618 |
1.2451 |
|
4.250 |
1.2442 |
|
|
| Fisher Pivots for day following 16-Apr-2012 |
| Pivot |
1 day |
3 day |
| R1 |
1.2470 |
1.2452 |
| PP |
1.2469 |
1.2438 |
| S1 |
1.2468 |
1.2423 |
|