CME Japanese Yen Future March 2012
| Trading Metrics calculated at close of trading on 01-Mar-2012 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
29-Feb-2012 |
01-Mar-2012 |
Change |
Change % |
Previous Week |
| Open |
1.2427 |
1.2308 |
-0.0119 |
-1.0% |
1.2544 |
| High |
1.2463 |
1.2373 |
-0.0090 |
-0.7% |
1.2603 |
| Low |
1.2300 |
1.2287 |
-0.0013 |
-0.1% |
1.2315 |
| Close |
1.2321 |
1.2334 |
0.0013 |
0.1% |
1.2351 |
| Range |
0.0163 |
0.0086 |
-0.0077 |
-47.2% |
0.0288 |
| ATR |
0.0111 |
0.0109 |
-0.0002 |
-1.6% |
0.0000 |
| Volume |
116,575 |
89,940 |
-26,635 |
-22.8% |
370,195 |
|
| Daily Pivots for day following 01-Mar-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.2589 |
1.2548 |
1.2381 |
|
| R3 |
1.2503 |
1.2462 |
1.2358 |
|
| R2 |
1.2417 |
1.2417 |
1.2350 |
|
| R1 |
1.2376 |
1.2376 |
1.2342 |
1.2397 |
| PP |
1.2331 |
1.2331 |
1.2331 |
1.2342 |
| S1 |
1.2290 |
1.2290 |
1.2326 |
1.2311 |
| S2 |
1.2245 |
1.2245 |
1.2318 |
|
| S3 |
1.2159 |
1.2204 |
1.2310 |
|
| S4 |
1.2073 |
1.2118 |
1.2287 |
|
|
| Weekly Pivots for week ending 24-Feb-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.3287 |
1.3107 |
1.2509 |
|
| R3 |
1.2999 |
1.2819 |
1.2430 |
|
| R2 |
1.2711 |
1.2711 |
1.2404 |
|
| R1 |
1.2531 |
1.2531 |
1.2377 |
1.2477 |
| PP |
1.2423 |
1.2423 |
1.2423 |
1.2396 |
| S1 |
1.2243 |
1.2243 |
1.2325 |
1.2189 |
| S2 |
1.2135 |
1.2135 |
1.2298 |
|
| S3 |
1.1847 |
1.1955 |
1.2272 |
|
| S4 |
1.1559 |
1.1667 |
1.2193 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1.2512 |
1.2256 |
0.0256 |
2.1% |
0.0158 |
1.3% |
30% |
False |
False |
101,603 |
| 10 |
1.2762 |
1.2256 |
0.0506 |
4.1% |
0.0129 |
1.0% |
15% |
False |
False |
94,374 |
| 20 |
1.3156 |
1.2256 |
0.0900 |
7.3% |
0.0107 |
0.9% |
9% |
False |
False |
84,542 |
| 40 |
1.3160 |
1.2256 |
0.0904 |
7.3% |
0.0090 |
0.7% |
9% |
False |
False |
77,182 |
| 60 |
1.3160 |
1.2256 |
0.0904 |
7.3% |
0.0083 |
0.7% |
9% |
False |
False |
62,250 |
| 80 |
1.3160 |
1.2256 |
0.0904 |
7.3% |
0.0079 |
0.6% |
9% |
False |
False |
47,008 |
| 100 |
1.3279 |
1.2256 |
0.1023 |
8.3% |
0.0084 |
0.7% |
8% |
False |
False |
37,638 |
| 120 |
1.3279 |
1.2256 |
0.1023 |
8.3% |
0.0077 |
0.6% |
8% |
False |
False |
31,373 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.2739 |
|
2.618 |
1.2598 |
|
1.618 |
1.2512 |
|
1.000 |
1.2459 |
|
0.618 |
1.2426 |
|
HIGH |
1.2373 |
|
0.618 |
1.2340 |
|
0.500 |
1.2330 |
|
0.382 |
1.2320 |
|
LOW |
1.2287 |
|
0.618 |
1.2234 |
|
1.000 |
1.2201 |
|
1.618 |
1.2148 |
|
2.618 |
1.2062 |
|
4.250 |
1.1922 |
|
|
| Fisher Pivots for day following 01-Mar-2012 |
| Pivot |
1 day |
3 day |
| R1 |
1.2333 |
1.2393 |
| PP |
1.2331 |
1.2373 |
| S1 |
1.2330 |
1.2354 |
|