CME Japanese Yen Future June 2012
| Trading Metrics calculated at close of trading on 08-Mar-2012 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
07-Mar-2012 |
08-Mar-2012 |
Change |
Change % |
Previous Week |
| Open |
1.2396 |
1.2333 |
-0.0063 |
-0.5% |
1.2276 |
| High |
1.2420 |
1.2342 |
-0.0078 |
-0.6% |
1.2512 |
| Low |
1.2325 |
1.2247 |
-0.0078 |
-0.6% |
1.2226 |
| Close |
1.2326 |
1.2263 |
-0.0063 |
-0.5% |
1.2236 |
| Range |
0.0095 |
0.0095 |
0.0000 |
0.0% |
0.0286 |
| ATR |
0.0103 |
0.0102 |
-0.0001 |
-0.5% |
0.0000 |
| Volume |
7,758 |
14,949 |
7,191 |
92.7% |
6,101 |
|
| Daily Pivots for day following 08-Mar-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.2569 |
1.2511 |
1.2315 |
|
| R3 |
1.2474 |
1.2416 |
1.2289 |
|
| R2 |
1.2379 |
1.2379 |
1.2280 |
|
| R1 |
1.2321 |
1.2321 |
1.2272 |
1.2303 |
| PP |
1.2284 |
1.2284 |
1.2284 |
1.2275 |
| S1 |
1.2226 |
1.2226 |
1.2254 |
1.2208 |
| S2 |
1.2189 |
1.2189 |
1.2246 |
|
| S3 |
1.2094 |
1.2131 |
1.2237 |
|
| S4 |
1.1999 |
1.2036 |
1.2211 |
|
|
| 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% |
0.0110 |
0.9% |
19% |
False |
False |
6,689 |
| 10 |
1.2523 |
1.2226 |
0.0297 |
2.4% |
0.0132 |
1.1% |
12% |
False |
False |
3,901 |
| 20 |
1.2986 |
1.2226 |
0.0760 |
6.2% |
0.0107 |
0.9% |
5% |
False |
False |
2,177 |
| 40 |
1.3174 |
1.2226 |
0.0948 |
7.7% |
0.0085 |
0.7% |
4% |
False |
False |
1,134 |
| 60 |
1.3174 |
1.2226 |
0.0948 |
7.7% |
0.0064 |
0.5% |
4% |
False |
False |
767 |
| 80 |
1.3174 |
1.2226 |
0.0948 |
7.7% |
0.0049 |
0.4% |
4% |
False |
False |
575 |
| 100 |
1.3257 |
1.2226 |
0.1031 |
8.4% |
0.0041 |
0.3% |
4% |
False |
False |
460 |
| 120 |
1.3257 |
1.2226 |
0.1031 |
8.4% |
0.0034 |
0.3% |
4% |
False |
False |
384 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.2746 |
|
2.618 |
1.2591 |
|
1.618 |
1.2496 |
|
1.000 |
1.2437 |
|
0.618 |
1.2401 |
|
HIGH |
1.2342 |
|
0.618 |
1.2306 |
|
0.500 |
1.2295 |
|
0.382 |
1.2283 |
|
LOW |
1.2247 |
|
0.618 |
1.2188 |
|
1.000 |
1.2152 |
|
1.618 |
1.2093 |
|
2.618 |
1.1998 |
|
4.250 |
1.1843 |
|
|
| Fisher Pivots for day following 08-Mar-2012 |
| Pivot |
1 day |
3 day |
| R1 |
1.2295 |
1.2334 |
| PP |
1.2284 |
1.2310 |
| S1 |
1.2274 |
1.2287 |
|