CME Japanese Yen Future June 2012
| Trading Metrics calculated at close of trading on 07-Mar-2012 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
06-Mar-2012 |
07-Mar-2012 |
Change |
Change % |
Previous Week |
| Open |
1.2272 |
1.2396 |
0.0124 |
1.0% |
1.2276 |
| High |
1.2420 |
1.2420 |
0.0000 |
0.0% |
1.2512 |
| Low |
1.2269 |
1.2325 |
0.0056 |
0.5% |
1.2226 |
| Close |
1.2395 |
1.2326 |
-0.0069 |
-0.6% |
1.2236 |
| Range |
0.0151 |
0.0095 |
-0.0056 |
-37.1% |
0.0286 |
| ATR |
0.0103 |
0.0103 |
-0.0001 |
-0.6% |
0.0000 |
| Volume |
4,948 |
7,758 |
2,810 |
56.8% |
6,101 |
|
| Daily Pivots for day following 07-Mar-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.2642 |
1.2579 |
1.2378 |
|
| R3 |
1.2547 |
1.2484 |
1.2352 |
|
| R2 |
1.2452 |
1.2452 |
1.2343 |
|
| R1 |
1.2389 |
1.2389 |
1.2335 |
1.2373 |
| PP |
1.2357 |
1.2357 |
1.2357 |
1.2349 |
| S1 |
1.2294 |
1.2294 |
1.2317 |
1.2278 |
| S2 |
1.2262 |
1.2262 |
1.2309 |
|
| S3 |
1.2167 |
1.2199 |
1.2300 |
|
| S4 |
1.2072 |
1.2104 |
1.2274 |
|
|
| 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 |
1.2420 |
1.2226 |
0.0194 |
1.6% |
0.0106 |
0.9% |
52% |
True |
False |
4,175 |
| 10 |
1.2531 |
1.2226 |
0.0305 |
2.5% |
0.0129 |
1.0% |
33% |
False |
False |
2,471 |
| 20 |
1.3043 |
1.2226 |
0.0817 |
6.6% |
0.0106 |
0.9% |
12% |
False |
False |
1,433 |
| 40 |
1.3174 |
1.2226 |
0.0948 |
7.7% |
0.0083 |
0.7% |
11% |
False |
False |
761 |
| 60 |
1.3174 |
1.2226 |
0.0948 |
7.7% |
0.0063 |
0.5% |
11% |
False |
False |
517 |
| 80 |
1.3174 |
1.2226 |
0.0948 |
7.7% |
0.0048 |
0.4% |
11% |
False |
False |
388 |
| 100 |
1.3257 |
1.2226 |
0.1031 |
8.4% |
0.0040 |
0.3% |
10% |
False |
False |
311 |
| 120 |
1.3257 |
1.2226 |
0.1031 |
8.4% |
0.0034 |
0.3% |
10% |
False |
False |
260 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.2824 |
|
2.618 |
1.2669 |
|
1.618 |
1.2574 |
|
1.000 |
1.2515 |
|
0.618 |
1.2479 |
|
HIGH |
1.2420 |
|
0.618 |
1.2384 |
|
0.500 |
1.2373 |
|
0.382 |
1.2361 |
|
LOW |
1.2325 |
|
0.618 |
1.2266 |
|
1.000 |
1.2230 |
|
1.618 |
1.2171 |
|
2.618 |
1.2076 |
|
4.250 |
1.1921 |
|
|
| Fisher Pivots for day following 07-Mar-2012 |
| Pivot |
1 day |
3 day |
| R1 |
1.2373 |
1.2325 |
| PP |
1.2357 |
1.2324 |
| S1 |
1.2342 |
1.2324 |
|