CME Japanese Yen Future March 2012
| Trading Metrics calculated at close of trading on 06-Mar-2012 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
05-Mar-2012 |
06-Mar-2012 |
Change |
Change % |
Previous Week |
| Open |
1.2218 |
1.2268 |
0.0050 |
0.4% |
1.2260 |
| High |
1.2324 |
1.2410 |
0.0086 |
0.7% |
1.2499 |
| Low |
1.2216 |
1.2258 |
0.0042 |
0.3% |
1.2214 |
| Close |
1.2279 |
1.2384 |
0.0105 |
0.9% |
1.2225 |
| Range |
0.0108 |
0.0152 |
0.0044 |
40.7% |
0.0285 |
| ATR |
0.0110 |
0.0113 |
0.0003 |
2.8% |
0.0000 |
| Volume |
78,490 |
102,560 |
24,070 |
30.7% |
498,352 |
|
| Daily Pivots for day following 06-Mar-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.2807 |
1.2747 |
1.2468 |
|
| R3 |
1.2655 |
1.2595 |
1.2426 |
|
| R2 |
1.2503 |
1.2503 |
1.2412 |
|
| R1 |
1.2443 |
1.2443 |
1.2398 |
1.2473 |
| PP |
1.2351 |
1.2351 |
1.2351 |
1.2366 |
| S1 |
1.2291 |
1.2291 |
1.2370 |
1.2321 |
| S2 |
1.2199 |
1.2199 |
1.2356 |
|
| S3 |
1.2047 |
1.2139 |
1.2342 |
|
| S4 |
1.1895 |
1.1987 |
1.2300 |
|
|
| 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 |
1.2463 |
1.2214 |
0.0249 |
2.0% |
0.0126 |
1.0% |
68% |
False |
False |
94,603 |
| 10 |
1.2545 |
1.2214 |
0.0331 |
2.7% |
0.0136 |
1.1% |
51% |
False |
False |
94,298 |
| 20 |
1.3073 |
1.2214 |
0.0859 |
6.9% |
0.0117 |
0.9% |
20% |
False |
False |
88,402 |
| 40 |
1.3160 |
1.2214 |
0.0946 |
7.6% |
0.0094 |
0.8% |
18% |
False |
False |
79,305 |
| 60 |
1.3160 |
1.2214 |
0.0946 |
7.6% |
0.0088 |
0.7% |
18% |
False |
False |
66,520 |
| 80 |
1.3160 |
1.2214 |
0.0946 |
7.6% |
0.0082 |
0.7% |
18% |
False |
False |
50,335 |
| 100 |
1.3279 |
1.2214 |
0.1065 |
8.6% |
0.0087 |
0.7% |
16% |
False |
False |
40,302 |
| 120 |
1.3279 |
1.2214 |
0.1065 |
8.6% |
0.0080 |
0.6% |
16% |
False |
False |
33,593 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.3056 |
|
2.618 |
1.2808 |
|
1.618 |
1.2656 |
|
1.000 |
1.2562 |
|
0.618 |
1.2504 |
|
HIGH |
1.2410 |
|
0.618 |
1.2352 |
|
0.500 |
1.2334 |
|
0.382 |
1.2316 |
|
LOW |
1.2258 |
|
0.618 |
1.2164 |
|
1.000 |
1.2106 |
|
1.618 |
1.2012 |
|
2.618 |
1.1860 |
|
4.250 |
1.1612 |
|
|
| Fisher Pivots for day following 06-Mar-2012 |
| Pivot |
1 day |
3 day |
| R1 |
1.2367 |
1.2360 |
| PP |
1.2351 |
1.2336 |
| S1 |
1.2334 |
1.2312 |
|