CME Japanese Yen Future March 2012
| Trading Metrics calculated at close of trading on 12-Mar-2012 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
09-Mar-2012 |
12-Mar-2012 |
Change |
Change % |
Previous Week |
| Open |
1.2263 |
1.2123 |
-0.0140 |
-1.1% |
1.2218 |
| High |
1.2276 |
1.2180 |
-0.0096 |
-0.8% |
1.2411 |
| Low |
1.2100 |
1.2117 |
0.0017 |
0.1% |
1.2100 |
| Close |
1.2115 |
1.2156 |
0.0041 |
0.3% |
1.2115 |
| Range |
0.0176 |
0.0063 |
-0.0113 |
-64.2% |
0.0311 |
| ATR |
0.0115 |
0.0112 |
-0.0004 |
-3.1% |
0.0000 |
| Volume |
139,033 |
73,764 |
-65,269 |
-46.9% |
509,612 |
|
| Daily Pivots for day following 12-Mar-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.2340 |
1.2311 |
1.2191 |
|
| R3 |
1.2277 |
1.2248 |
1.2173 |
|
| R2 |
1.2214 |
1.2214 |
1.2168 |
|
| R1 |
1.2185 |
1.2185 |
1.2162 |
1.2200 |
| PP |
1.2151 |
1.2151 |
1.2151 |
1.2158 |
| S1 |
1.2122 |
1.2122 |
1.2150 |
1.2137 |
| S2 |
1.2088 |
1.2088 |
1.2144 |
|
| S3 |
1.2025 |
1.2059 |
1.2139 |
|
| S4 |
1.1962 |
1.1996 |
1.2121 |
|
|
| Weekly Pivots for week ending 09-Mar-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.3142 |
1.2939 |
1.2286 |
|
| R3 |
1.2831 |
1.2628 |
1.2201 |
|
| R2 |
1.2520 |
1.2520 |
1.2172 |
|
| R1 |
1.2317 |
1.2317 |
1.2144 |
1.2263 |
| PP |
1.2209 |
1.2209 |
1.2209 |
1.2182 |
| S1 |
1.2006 |
1.2006 |
1.2086 |
1.1952 |
| S2 |
1.1898 |
1.1898 |
1.2058 |
|
| S3 |
1.1587 |
1.1695 |
1.2029 |
|
| S4 |
1.1276 |
1.1384 |
1.1944 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1.2411 |
1.2100 |
0.0311 |
2.6% |
0.0117 |
1.0% |
18% |
False |
False |
100,977 |
| 10 |
1.2499 |
1.2100 |
0.0399 |
3.3% |
0.0118 |
1.0% |
14% |
False |
False |
97,068 |
| 20 |
1.2930 |
1.2100 |
0.0830 |
6.8% |
0.0122 |
1.0% |
7% |
False |
False |
93,176 |
| 40 |
1.3160 |
1.2100 |
0.1060 |
8.7% |
0.0101 |
0.8% |
5% |
False |
False |
85,114 |
| 60 |
1.3160 |
1.2100 |
0.1060 |
8.7% |
0.0090 |
0.7% |
5% |
False |
False |
72,075 |
| 80 |
1.3160 |
1.2100 |
0.1060 |
8.7% |
0.0085 |
0.7% |
5% |
False |
False |
55,361 |
| 100 |
1.3279 |
1.2100 |
0.1179 |
9.7% |
0.0087 |
0.7% |
5% |
False |
False |
44,323 |
| 120 |
1.3279 |
1.2100 |
0.1179 |
9.7% |
0.0083 |
0.7% |
5% |
False |
False |
36,946 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.2448 |
|
2.618 |
1.2345 |
|
1.618 |
1.2282 |
|
1.000 |
1.2243 |
|
0.618 |
1.2219 |
|
HIGH |
1.2180 |
|
0.618 |
1.2156 |
|
0.500 |
1.2149 |
|
0.382 |
1.2141 |
|
LOW |
1.2117 |
|
0.618 |
1.2078 |
|
1.000 |
1.2054 |
|
1.618 |
1.2015 |
|
2.618 |
1.1952 |
|
4.250 |
1.1849 |
|
|
| Fisher Pivots for day following 12-Mar-2012 |
| Pivot |
1 day |
3 day |
| R1 |
1.2154 |
1.2217 |
| PP |
1.2151 |
1.2196 |
| S1 |
1.2149 |
1.2176 |
|