CME Japanese Yen Future June 2012
| Trading Metrics calculated at close of trading on 06-Mar-2012 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
05-Mar-2012 |
06-Mar-2012 |
Change |
Change % |
Previous Week |
| Open |
1.2229 |
1.2272 |
0.0043 |
0.4% |
1.2276 |
| High |
1.2333 |
1.2420 |
0.0087 |
0.7% |
1.2512 |
| Low |
1.2227 |
1.2269 |
0.0042 |
0.3% |
1.2226 |
| Close |
1.2290 |
1.2395 |
0.0105 |
0.9% |
1.2236 |
| Range |
0.0106 |
0.0151 |
0.0045 |
42.5% |
0.0286 |
| ATR |
0.0099 |
0.0103 |
0.0004 |
3.7% |
0.0000 |
| Volume |
4,652 |
4,948 |
296 |
6.4% |
6,101 |
|
| Daily Pivots for day following 06-Mar-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.2814 |
1.2756 |
1.2478 |
|
| R3 |
1.2663 |
1.2605 |
1.2437 |
|
| R2 |
1.2512 |
1.2512 |
1.2423 |
|
| R1 |
1.2454 |
1.2454 |
1.2409 |
1.2483 |
| PP |
1.2361 |
1.2361 |
1.2361 |
1.2376 |
| S1 |
1.2303 |
1.2303 |
1.2381 |
1.2332 |
| S2 |
1.2210 |
1.2210 |
1.2367 |
|
| S3 |
1.2059 |
1.2152 |
1.2353 |
|
| S4 |
1.1908 |
1.2001 |
1.2312 |
|
|
| 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 |
1.2473 |
1.2226 |
0.0247 |
2.0% |
0.0119 |
1.0% |
68% |
False |
False |
2,726 |
| 10 |
1.2549 |
1.2226 |
0.0323 |
2.6% |
0.0129 |
1.0% |
52% |
False |
False |
1,743 |
| 20 |
1.3067 |
1.2226 |
0.0841 |
6.8% |
0.0103 |
0.8% |
20% |
False |
False |
1,050 |
| 40 |
1.3174 |
1.2226 |
0.0948 |
7.6% |
0.0080 |
0.6% |
18% |
False |
False |
567 |
| 60 |
1.3174 |
1.2226 |
0.0948 |
7.6% |
0.0061 |
0.5% |
18% |
False |
False |
388 |
| 80 |
1.3174 |
1.2226 |
0.0948 |
7.6% |
0.0046 |
0.4% |
18% |
False |
False |
291 |
| 100 |
1.3257 |
1.2226 |
0.1031 |
8.3% |
0.0039 |
0.3% |
16% |
False |
False |
233 |
| 120 |
1.3257 |
1.2226 |
0.1031 |
8.3% |
0.0033 |
0.3% |
16% |
False |
False |
195 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.3062 |
|
2.618 |
1.2815 |
|
1.618 |
1.2664 |
|
1.000 |
1.2571 |
|
0.618 |
1.2513 |
|
HIGH |
1.2420 |
|
0.618 |
1.2362 |
|
0.500 |
1.2345 |
|
0.382 |
1.2327 |
|
LOW |
1.2269 |
|
0.618 |
1.2176 |
|
1.000 |
1.2118 |
|
1.618 |
1.2025 |
|
2.618 |
1.1874 |
|
4.250 |
1.1627 |
|
|
| Fisher Pivots for day following 06-Mar-2012 |
| Pivot |
1 day |
3 day |
| R1 |
1.2378 |
1.2371 |
| PP |
1.2361 |
1.2347 |
| S1 |
1.2345 |
1.2323 |
|