CME Japanese Yen Future March 2012
| Trading Metrics calculated at close of trading on 13-Mar-2012 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
12-Mar-2012 |
13-Mar-2012 |
Change |
Change % |
Previous Week |
| Open |
1.2123 |
1.2152 |
0.0029 |
0.2% |
1.2218 |
| High |
1.2180 |
1.2201 |
0.0021 |
0.2% |
1.2411 |
| Low |
1.2117 |
1.2036 |
-0.0081 |
-0.7% |
1.2100 |
| Close |
1.2156 |
1.2065 |
-0.0091 |
-0.7% |
1.2115 |
| Range |
0.0063 |
0.0165 |
0.0102 |
161.9% |
0.0311 |
| ATR |
0.0112 |
0.0116 |
0.0004 |
3.4% |
0.0000 |
| Volume |
73,764 |
141,019 |
67,255 |
91.2% |
509,612 |
|
| Daily Pivots for day following 13-Mar-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.2596 |
1.2495 |
1.2156 |
|
| R3 |
1.2431 |
1.2330 |
1.2110 |
|
| R2 |
1.2266 |
1.2266 |
1.2095 |
|
| R1 |
1.2165 |
1.2165 |
1.2080 |
1.2133 |
| PP |
1.2101 |
1.2101 |
1.2101 |
1.2085 |
| S1 |
1.2000 |
1.2000 |
1.2050 |
1.1968 |
| S2 |
1.1936 |
1.1936 |
1.2035 |
|
| S3 |
1.1771 |
1.1835 |
1.2020 |
|
| S4 |
1.1606 |
1.1670 |
1.1974 |
|
|
| 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 |
1.2036 |
0.0375 |
3.1% |
0.0120 |
1.0% |
8% |
False |
True |
108,669 |
| 10 |
1.2463 |
1.2036 |
0.0427 |
3.5% |
0.0123 |
1.0% |
7% |
False |
True |
101,636 |
| 20 |
1.2930 |
1.2036 |
0.0894 |
7.4% |
0.0127 |
1.1% |
3% |
False |
True |
97,593 |
| 40 |
1.3160 |
1.2036 |
0.1124 |
9.3% |
0.0104 |
0.9% |
3% |
False |
True |
87,137 |
| 60 |
1.3160 |
1.2036 |
0.1124 |
9.3% |
0.0092 |
0.8% |
3% |
False |
True |
73,729 |
| 80 |
1.3160 |
1.2036 |
0.1124 |
9.3% |
0.0086 |
0.7% |
3% |
False |
True |
57,124 |
| 100 |
1.3279 |
1.2036 |
0.1243 |
10.3% |
0.0088 |
0.7% |
2% |
False |
True |
45,733 |
| 120 |
1.3279 |
1.2036 |
0.1243 |
10.3% |
0.0084 |
0.7% |
2% |
False |
True |
38,121 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.2902 |
|
2.618 |
1.2633 |
|
1.618 |
1.2468 |
|
1.000 |
1.2366 |
|
0.618 |
1.2303 |
|
HIGH |
1.2201 |
|
0.618 |
1.2138 |
|
0.500 |
1.2119 |
|
0.382 |
1.2099 |
|
LOW |
1.2036 |
|
0.618 |
1.1934 |
|
1.000 |
1.1871 |
|
1.618 |
1.1769 |
|
2.618 |
1.1604 |
|
4.250 |
1.1335 |
|
|
| Fisher Pivots for day following 13-Mar-2012 |
| Pivot |
1 day |
3 day |
| R1 |
1.2119 |
1.2156 |
| PP |
1.2101 |
1.2126 |
| S1 |
1.2083 |
1.2095 |
|