CME Japanese Yen Future March 2012
| Trading Metrics calculated at close of trading on 07-Mar-2012 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
06-Mar-2012 |
07-Mar-2012 |
Change |
Change % |
Previous Week |
| Open |
1.2268 |
1.2381 |
0.0113 |
0.9% |
1.2260 |
| High |
1.2410 |
1.2411 |
0.0001 |
0.0% |
1.2499 |
| Low |
1.2258 |
1.2312 |
0.0054 |
0.4% |
1.2214 |
| Close |
1.2384 |
1.2314 |
-0.0070 |
-0.6% |
1.2225 |
| Range |
0.0152 |
0.0099 |
-0.0053 |
-34.9% |
0.0285 |
| ATR |
0.0113 |
0.0112 |
-0.0001 |
-0.9% |
0.0000 |
| Volume |
102,560 |
85,878 |
-16,682 |
-16.3% |
498,352 |
|
| Daily Pivots for day following 07-Mar-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.2643 |
1.2577 |
1.2368 |
|
| R3 |
1.2544 |
1.2478 |
1.2341 |
|
| R2 |
1.2445 |
1.2445 |
1.2332 |
|
| R1 |
1.2379 |
1.2379 |
1.2323 |
1.2363 |
| PP |
1.2346 |
1.2346 |
1.2346 |
1.2337 |
| S1 |
1.2280 |
1.2280 |
1.2305 |
1.2264 |
| S2 |
1.2247 |
1.2247 |
1.2296 |
|
| S3 |
1.2148 |
1.2181 |
1.2287 |
|
| S4 |
1.2049 |
1.2082 |
1.2260 |
|
|
| 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 |
1.2411 |
1.2214 |
0.0197 |
1.6% |
0.0113 |
0.9% |
51% |
True |
False |
88,463 |
| 10 |
1.2526 |
1.2214 |
0.0312 |
2.5% |
0.0135 |
1.1% |
32% |
False |
False |
93,613 |
| 20 |
1.3040 |
1.2214 |
0.0826 |
6.7% |
0.0118 |
1.0% |
12% |
False |
False |
88,937 |
| 40 |
1.3160 |
1.2214 |
0.0946 |
7.7% |
0.0096 |
0.8% |
11% |
False |
False |
80,669 |
| 60 |
1.3160 |
1.2214 |
0.0946 |
7.7% |
0.0087 |
0.7% |
11% |
False |
False |
67,741 |
| 80 |
1.3160 |
1.2214 |
0.0946 |
7.7% |
0.0083 |
0.7% |
11% |
False |
False |
51,409 |
| 100 |
1.3279 |
1.2214 |
0.1065 |
8.6% |
0.0086 |
0.7% |
9% |
False |
False |
41,161 |
| 120 |
1.3279 |
1.2214 |
0.1065 |
8.6% |
0.0081 |
0.7% |
9% |
False |
False |
34,309 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.2832 |
|
2.618 |
1.2670 |
|
1.618 |
1.2571 |
|
1.000 |
1.2510 |
|
0.618 |
1.2472 |
|
HIGH |
1.2411 |
|
0.618 |
1.2373 |
|
0.500 |
1.2362 |
|
0.382 |
1.2350 |
|
LOW |
1.2312 |
|
0.618 |
1.2251 |
|
1.000 |
1.2213 |
|
1.618 |
1.2152 |
|
2.618 |
1.2053 |
|
4.250 |
1.1891 |
|
|
| Fisher Pivots for day following 07-Mar-2012 |
| Pivot |
1 day |
3 day |
| R1 |
1.2362 |
1.2314 |
| PP |
1.2346 |
1.2314 |
| S1 |
1.2330 |
1.2314 |
|