CME Japanese Yen Future June 2012
| Trading Metrics calculated at close of trading on 05-Mar-2012 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
02-Mar-2012 |
05-Mar-2012 |
Change |
Change % |
Previous Week |
| Open |
1.2330 |
1.2229 |
-0.0101 |
-0.8% |
1.2276 |
| High |
1.2330 |
1.2333 |
0.0003 |
0.0% |
1.2512 |
| Low |
1.2226 |
1.2227 |
0.0001 |
0.0% |
1.2226 |
| Close |
1.2236 |
1.2290 |
0.0054 |
0.4% |
1.2236 |
| Range |
0.0104 |
0.0106 |
0.0002 |
1.9% |
0.0286 |
| ATR |
0.0099 |
0.0099 |
0.0001 |
0.5% |
0.0000 |
| Volume |
1,141 |
4,652 |
3,511 |
307.7% |
6,101 |
|
| Daily Pivots for day following 05-Mar-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.2601 |
1.2552 |
1.2348 |
|
| R3 |
1.2495 |
1.2446 |
1.2319 |
|
| R2 |
1.2389 |
1.2389 |
1.2309 |
|
| R1 |
1.2340 |
1.2340 |
1.2300 |
1.2365 |
| PP |
1.2283 |
1.2283 |
1.2283 |
1.2296 |
| S1 |
1.2234 |
1.2234 |
1.2280 |
1.2259 |
| S2 |
1.2177 |
1.2177 |
1.2271 |
|
| S3 |
1.2071 |
1.2128 |
1.2261 |
|
| S4 |
1.1965 |
1.2022 |
1.2232 |
|
|
| 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% |
0.0113 |
0.9% |
22% |
False |
False |
1,980 |
| 10 |
1.2612 |
1.2226 |
0.0386 |
3.1% |
0.0121 |
1.0% |
17% |
False |
False |
1,281 |
| 20 |
1.3084 |
1.2226 |
0.0858 |
7.0% |
0.0098 |
0.8% |
7% |
False |
False |
808 |
| 40 |
1.3174 |
1.2226 |
0.0948 |
7.7% |
0.0077 |
0.6% |
7% |
False |
False |
443 |
| 60 |
1.3174 |
1.2226 |
0.0948 |
7.7% |
0.0059 |
0.5% |
7% |
False |
False |
306 |
| 80 |
1.3174 |
1.2226 |
0.0948 |
7.7% |
0.0045 |
0.4% |
7% |
False |
False |
229 |
| 100 |
1.3257 |
1.2226 |
0.1031 |
8.4% |
0.0037 |
0.3% |
6% |
False |
False |
184 |
| 120 |
1.3257 |
1.2226 |
0.1031 |
8.4% |
0.0032 |
0.3% |
6% |
False |
False |
154 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.2784 |
|
2.618 |
1.2611 |
|
1.618 |
1.2505 |
|
1.000 |
1.2439 |
|
0.618 |
1.2399 |
|
HIGH |
1.2333 |
|
0.618 |
1.2293 |
|
0.500 |
1.2280 |
|
0.382 |
1.2267 |
|
LOW |
1.2227 |
|
0.618 |
1.2161 |
|
1.000 |
1.2121 |
|
1.618 |
1.2055 |
|
2.618 |
1.1949 |
|
4.250 |
1.1777 |
|
|
| Fisher Pivots for day following 05-Mar-2012 |
| Pivot |
1 day |
3 day |
| R1 |
1.2287 |
1.2301 |
| PP |
1.2283 |
1.2297 |
| S1 |
1.2280 |
1.2294 |
|