CME Japanese Yen Future March 2012
| Trading Metrics calculated at close of trading on 02-Mar-2012 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
01-Mar-2012 |
02-Mar-2012 |
Change |
Change % |
Previous Week |
| Open |
1.2308 |
1.2327 |
0.0019 |
0.2% |
1.2260 |
| High |
1.2373 |
1.2334 |
-0.0039 |
-0.3% |
1.2499 |
| Low |
1.2287 |
1.2214 |
-0.0073 |
-0.6% |
1.2214 |
| Close |
1.2334 |
1.2225 |
-0.0109 |
-0.9% |
1.2225 |
| Range |
0.0086 |
0.0120 |
0.0034 |
39.5% |
0.0285 |
| ATR |
0.0109 |
0.0110 |
0.0001 |
0.7% |
0.0000 |
| Volume |
89,940 |
85,451 |
-4,489 |
-5.0% |
498,352 |
|
| Daily Pivots for day following 02-Mar-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.2618 |
1.2541 |
1.2291 |
|
| R3 |
1.2498 |
1.2421 |
1.2258 |
|
| R2 |
1.2378 |
1.2378 |
1.2247 |
|
| R1 |
1.2301 |
1.2301 |
1.2236 |
1.2280 |
| PP |
1.2258 |
1.2258 |
1.2258 |
1.2247 |
| S1 |
1.2181 |
1.2181 |
1.2214 |
1.2160 |
| S2 |
1.2138 |
1.2138 |
1.2203 |
|
| S3 |
1.2018 |
1.2061 |
1.2192 |
|
| S4 |
1.1898 |
1.1941 |
1.2159 |
|
|
| Weekly Pivots for week ending 02-Mar-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.3168 |
1.2981 |
1.2382 |
|
| R3 |
1.2883 |
1.2696 |
1.2303 |
|
| R2 |
1.2598 |
1.2598 |
1.2277 |
|
| R1 |
1.2411 |
1.2411 |
1.2251 |
1.2362 |
| PP |
1.2313 |
1.2313 |
1.2313 |
1.2288 |
| S1 |
1.2126 |
1.2126 |
1.2199 |
1.2077 |
| S2 |
1.2028 |
1.2028 |
1.2173 |
|
| S3 |
1.1743 |
1.1841 |
1.2147 |
|
| S4 |
1.1458 |
1.1556 |
1.2068 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1.2499 |
1.2214 |
0.0285 |
2.3% |
0.0143 |
1.2% |
4% |
False |
True |
99,670 |
| 10 |
1.2694 |
1.2214 |
0.0480 |
3.9% |
0.0131 |
1.1% |
2% |
False |
True |
95,072 |
| 20 |
1.3138 |
1.2214 |
0.0924 |
7.6% |
0.0112 |
0.9% |
1% |
False |
True |
86,404 |
| 40 |
1.3160 |
1.2214 |
0.0946 |
7.7% |
0.0092 |
0.8% |
1% |
False |
True |
77,902 |
| 60 |
1.3160 |
1.2214 |
0.0946 |
7.7% |
0.0084 |
0.7% |
1% |
False |
True |
63,611 |
| 80 |
1.3160 |
1.2214 |
0.0946 |
7.7% |
0.0080 |
0.7% |
1% |
False |
True |
48,074 |
| 100 |
1.3279 |
1.2214 |
0.1065 |
8.7% |
0.0085 |
0.7% |
1% |
False |
True |
38,492 |
| 120 |
1.3279 |
1.2214 |
0.1065 |
8.7% |
0.0078 |
0.6% |
1% |
False |
True |
32,085 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.2844 |
|
2.618 |
1.2648 |
|
1.618 |
1.2528 |
|
1.000 |
1.2454 |
|
0.618 |
1.2408 |
|
HIGH |
1.2334 |
|
0.618 |
1.2288 |
|
0.500 |
1.2274 |
|
0.382 |
1.2260 |
|
LOW |
1.2214 |
|
0.618 |
1.2140 |
|
1.000 |
1.2094 |
|
1.618 |
1.2020 |
|
2.618 |
1.1900 |
|
4.250 |
1.1704 |
|
|
| Fisher Pivots for day following 02-Mar-2012 |
| Pivot |
1 day |
3 day |
| R1 |
1.2274 |
1.2339 |
| PP |
1.2258 |
1.2301 |
| S1 |
1.2241 |
1.2263 |
|