CME Japanese Yen Future June 2012
| Trading Metrics calculated at close of trading on 02-Mar-2012 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
01-Mar-2012 |
02-Mar-2012 |
Change |
Change % |
Previous Week |
| Open |
1.2318 |
1.2330 |
0.0012 |
0.1% |
1.2276 |
| High |
1.2375 |
1.2330 |
-0.0045 |
-0.4% |
1.2512 |
| Low |
1.2302 |
1.2226 |
-0.0076 |
-0.6% |
1.2226 |
| Close |
1.2346 |
1.2236 |
-0.0110 |
-0.9% |
1.2236 |
| Range |
0.0073 |
0.0104 |
0.0031 |
42.5% |
0.0286 |
| ATR |
0.0097 |
0.0099 |
0.0002 |
1.7% |
0.0000 |
| Volume |
2,377 |
1,141 |
-1,236 |
-52.0% |
6,101 |
|
| Daily Pivots for day following 02-Mar-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.2576 |
1.2510 |
1.2293 |
|
| R3 |
1.2472 |
1.2406 |
1.2265 |
|
| R2 |
1.2368 |
1.2368 |
1.2255 |
|
| R1 |
1.2302 |
1.2302 |
1.2246 |
1.2283 |
| PP |
1.2264 |
1.2264 |
1.2264 |
1.2255 |
| S1 |
1.2198 |
1.2198 |
1.2226 |
1.2179 |
| S2 |
1.2160 |
1.2160 |
1.2217 |
|
| S3 |
1.2056 |
1.2094 |
1.2207 |
|
| S4 |
1.1952 |
1.1990 |
1.2179 |
|
|
| Weekly Pivots for week ending 02-Mar-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.3183 |
1.2995 |
1.2393 |
|
| R3 |
1.2897 |
1.2709 |
1.2315 |
|
| R2 |
1.2611 |
1.2611 |
1.2288 |
|
| R1 |
1.2423 |
1.2423 |
1.2262 |
1.2374 |
| PP |
1.2325 |
1.2325 |
1.2325 |
1.2300 |
| S1 |
1.2137 |
1.2137 |
1.2210 |
1.2088 |
| S2 |
1.2039 |
1.2039 |
1.2184 |
|
| S3 |
1.1753 |
1.1851 |
1.2157 |
|
| S4 |
1.1467 |
1.1565 |
1.2079 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1.2512 |
1.2226 |
0.0286 |
2.3% |
0.0136 |
1.1% |
3% |
False |
True |
1,220 |
| 10 |
1.2673 |
1.2226 |
0.0447 |
3.7% |
0.0118 |
1.0% |
2% |
False |
True |
853 |
| 20 |
1.3142 |
1.2226 |
0.0916 |
7.5% |
0.0097 |
0.8% |
1% |
False |
True |
578 |
| 40 |
1.3174 |
1.2226 |
0.0948 |
7.7% |
0.0076 |
0.6% |
1% |
False |
True |
329 |
| 60 |
1.3174 |
1.2226 |
0.0948 |
7.7% |
0.0057 |
0.5% |
1% |
False |
True |
228 |
| 80 |
1.3174 |
1.2226 |
0.0948 |
7.7% |
0.0043 |
0.4% |
1% |
False |
True |
171 |
| 100 |
1.3257 |
1.2226 |
0.1031 |
8.4% |
0.0036 |
0.3% |
1% |
False |
True |
137 |
| 120 |
1.3257 |
1.2226 |
0.1031 |
8.4% |
0.0031 |
0.3% |
1% |
False |
True |
115 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.2772 |
|
2.618 |
1.2602 |
|
1.618 |
1.2498 |
|
1.000 |
1.2434 |
|
0.618 |
1.2394 |
|
HIGH |
1.2330 |
|
0.618 |
1.2290 |
|
0.500 |
1.2278 |
|
0.382 |
1.2266 |
|
LOW |
1.2226 |
|
0.618 |
1.2162 |
|
1.000 |
1.2122 |
|
1.618 |
1.2058 |
|
2.618 |
1.1954 |
|
4.250 |
1.1784 |
|
|
| Fisher Pivots for day following 02-Mar-2012 |
| Pivot |
1 day |
3 day |
| R1 |
1.2278 |
1.2350 |
| PP |
1.2264 |
1.2312 |
| S1 |
1.2250 |
1.2274 |
|