CME Japanese Yen Future March 2012
| Trading Metrics calculated at close of trading on 16-Mar-2012 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
15-Mar-2012 |
16-Mar-2012 |
Change |
Change % |
Previous Week |
| Open |
1.1946 |
1.1969 |
0.0023 |
0.2% |
1.2123 |
| High |
1.2023 |
1.2021 |
-0.0002 |
0.0% |
1.2201 |
| Low |
1.1879 |
1.1912 |
0.0033 |
0.3% |
1.1879 |
| Close |
1.1992 |
1.1995 |
0.0003 |
0.0% |
1.1995 |
| Range |
0.0144 |
0.0109 |
-0.0035 |
-24.3% |
0.0322 |
| ATR |
0.0119 |
0.0118 |
-0.0001 |
-0.6% |
0.0000 |
| Volume |
108,003 |
20,761 |
-87,242 |
-80.8% |
457,340 |
|
| Daily Pivots for day following 16-Mar-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.2303 |
1.2258 |
1.2055 |
|
| R3 |
1.2194 |
1.2149 |
1.2025 |
|
| R2 |
1.2085 |
1.2085 |
1.2015 |
|
| R1 |
1.2040 |
1.2040 |
1.2005 |
1.2063 |
| PP |
1.1976 |
1.1976 |
1.1976 |
1.1987 |
| S1 |
1.1931 |
1.1931 |
1.1985 |
1.1954 |
| S2 |
1.1867 |
1.1867 |
1.1975 |
|
| S3 |
1.1758 |
1.1822 |
1.1965 |
|
| S4 |
1.1649 |
1.1713 |
1.1935 |
|
|
| Weekly Pivots for week ending 16-Mar-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.2991 |
1.2815 |
1.2172 |
|
| R3 |
1.2669 |
1.2493 |
1.2084 |
|
| R2 |
1.2347 |
1.2347 |
1.2054 |
|
| R1 |
1.2171 |
1.2171 |
1.2025 |
1.2098 |
| PP |
1.2025 |
1.2025 |
1.2025 |
1.1989 |
| S1 |
1.1849 |
1.1849 |
1.1965 |
1.1776 |
| S2 |
1.1703 |
1.1703 |
1.1936 |
|
| S3 |
1.1381 |
1.1527 |
1.1906 |
|
| S4 |
1.1059 |
1.1205 |
1.1818 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1.2201 |
1.1879 |
0.0322 |
2.7% |
0.0124 |
1.0% |
36% |
False |
False |
91,468 |
| 10 |
1.2411 |
1.1879 |
0.0532 |
4.4% |
0.0125 |
1.0% |
22% |
False |
False |
96,695 |
| 20 |
1.2694 |
1.1879 |
0.0815 |
6.8% |
0.0128 |
1.1% |
14% |
False |
False |
95,883 |
| 40 |
1.3160 |
1.1879 |
0.1281 |
10.7% |
0.0108 |
0.9% |
9% |
False |
False |
87,452 |
| 60 |
1.3160 |
1.1879 |
0.1281 |
10.7% |
0.0093 |
0.8% |
9% |
False |
False |
75,507 |
| 80 |
1.3160 |
1.1879 |
0.1281 |
10.7% |
0.0089 |
0.7% |
9% |
False |
False |
60,150 |
| 100 |
1.3279 |
1.1879 |
0.1400 |
11.7% |
0.0089 |
0.7% |
8% |
False |
False |
48,157 |
| 120 |
1.3279 |
1.1879 |
0.1400 |
11.7% |
0.0085 |
0.7% |
8% |
False |
False |
40,138 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.2484 |
|
2.618 |
1.2306 |
|
1.618 |
1.2197 |
|
1.000 |
1.2130 |
|
0.618 |
1.2088 |
|
HIGH |
1.2021 |
|
0.618 |
1.1979 |
|
0.500 |
1.1967 |
|
0.382 |
1.1954 |
|
LOW |
1.1912 |
|
0.618 |
1.1845 |
|
1.000 |
1.1803 |
|
1.618 |
1.1736 |
|
2.618 |
1.1627 |
|
4.250 |
1.1449 |
|
|
| Fisher Pivots for day following 16-Mar-2012 |
| Pivot |
1 day |
3 day |
| R1 |
1.1986 |
1.1988 |
| PP |
1.1976 |
1.1980 |
| S1 |
1.1967 |
1.1973 |
|