CME Japanese Yen Future March 2012
| Trading Metrics calculated at close of trading on 08-Mar-2012 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
07-Mar-2012 |
08-Mar-2012 |
Change |
Change % |
Previous Week |
| Open |
1.2381 |
1.2323 |
-0.0058 |
-0.5% |
1.2260 |
| High |
1.2411 |
1.2333 |
-0.0078 |
-0.6% |
1.2499 |
| Low |
1.2312 |
1.2236 |
-0.0076 |
-0.6% |
1.2214 |
| Close |
1.2314 |
1.2252 |
-0.0062 |
-0.5% |
1.2225 |
| Range |
0.0099 |
0.0097 |
-0.0002 |
-2.0% |
0.0285 |
| ATR |
0.0112 |
0.0111 |
-0.0001 |
-0.9% |
0.0000 |
| Volume |
85,878 |
103,651 |
17,773 |
20.7% |
498,352 |
|
| Daily Pivots for day following 08-Mar-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.2565 |
1.2505 |
1.2305 |
|
| R3 |
1.2468 |
1.2408 |
1.2279 |
|
| R2 |
1.2371 |
1.2371 |
1.2270 |
|
| R1 |
1.2311 |
1.2311 |
1.2261 |
1.2293 |
| PP |
1.2274 |
1.2274 |
1.2274 |
1.2264 |
| S1 |
1.2214 |
1.2214 |
1.2243 |
1.2196 |
| S2 |
1.2177 |
1.2177 |
1.2234 |
|
| S3 |
1.2080 |
1.2117 |
1.2225 |
|
| S4 |
1.1983 |
1.2020 |
1.2199 |
|
|
| 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% |
0.0115 |
0.9% |
19% |
False |
False |
91,206 |
| 10 |
1.2512 |
1.2214 |
0.0298 |
2.4% |
0.0137 |
1.1% |
13% |
False |
False |
96,404 |
| 20 |
1.2988 |
1.2214 |
0.0774 |
6.3% |
0.0119 |
1.0% |
5% |
False |
False |
90,371 |
| 40 |
1.3160 |
1.2214 |
0.0946 |
7.7% |
0.0098 |
0.8% |
4% |
False |
False |
82,267 |
| 60 |
1.3160 |
1.2214 |
0.0946 |
7.7% |
0.0088 |
0.7% |
4% |
False |
False |
69,284 |
| 80 |
1.3160 |
1.2214 |
0.0946 |
7.7% |
0.0084 |
0.7% |
4% |
False |
False |
52,702 |
| 100 |
1.3279 |
1.2214 |
0.1065 |
8.7% |
0.0086 |
0.7% |
4% |
False |
False |
42,196 |
| 120 |
1.3279 |
1.2214 |
0.1065 |
8.7% |
0.0081 |
0.7% |
4% |
False |
False |
35,172 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.2745 |
|
2.618 |
1.2587 |
|
1.618 |
1.2490 |
|
1.000 |
1.2430 |
|
0.618 |
1.2393 |
|
HIGH |
1.2333 |
|
0.618 |
1.2296 |
|
0.500 |
1.2285 |
|
0.382 |
1.2273 |
|
LOW |
1.2236 |
|
0.618 |
1.2176 |
|
1.000 |
1.2139 |
|
1.618 |
1.2079 |
|
2.618 |
1.1982 |
|
4.250 |
1.1824 |
|
|
| Fisher Pivots for day following 08-Mar-2012 |
| Pivot |
1 day |
3 day |
| R1 |
1.2285 |
1.2324 |
| PP |
1.2274 |
1.2300 |
| S1 |
1.2263 |
1.2276 |
|