CME Japanese Yen Future June 2012
| Trading Metrics calculated at close of trading on 09-Mar-2012 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
08-Mar-2012 |
09-Mar-2012 |
Change |
Change % |
Previous Week |
| Open |
1.2333 |
1.2274 |
-0.0059 |
-0.5% |
1.2229 |
| High |
1.2342 |
1.2287 |
-0.0055 |
-0.4% |
1.2420 |
| Low |
1.2247 |
1.2112 |
-0.0135 |
-1.1% |
1.2112 |
| Close |
1.2263 |
1.2126 |
-0.0137 |
-1.1% |
1.2126 |
| Range |
0.0095 |
0.0175 |
0.0080 |
84.2% |
0.0308 |
| ATR |
0.0102 |
0.0107 |
0.0005 |
5.1% |
0.0000 |
| Volume |
14,949 |
21,416 |
6,467 |
43.3% |
53,723 |
|
| Daily Pivots for day following 09-Mar-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.2700 |
1.2588 |
1.2222 |
|
| R3 |
1.2525 |
1.2413 |
1.2174 |
|
| R2 |
1.2350 |
1.2350 |
1.2158 |
|
| R1 |
1.2238 |
1.2238 |
1.2142 |
1.2207 |
| PP |
1.2175 |
1.2175 |
1.2175 |
1.2159 |
| S1 |
1.2063 |
1.2063 |
1.2110 |
1.2032 |
| S2 |
1.2000 |
1.2000 |
1.2094 |
|
| S3 |
1.1825 |
1.1888 |
1.2078 |
|
| S4 |
1.1650 |
1.1713 |
1.2030 |
|
|
| Weekly Pivots for week ending 09-Mar-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.3143 |
1.2943 |
1.2295 |
|
| R3 |
1.2835 |
1.2635 |
1.2211 |
|
| R2 |
1.2527 |
1.2527 |
1.2182 |
|
| R1 |
1.2327 |
1.2327 |
1.2154 |
1.2273 |
| PP |
1.2219 |
1.2219 |
1.2219 |
1.2193 |
| S1 |
1.2019 |
1.2019 |
1.2098 |
1.1965 |
| S2 |
1.1911 |
1.1911 |
1.2070 |
|
| S3 |
1.1603 |
1.1711 |
1.2041 |
|
| S4 |
1.1295 |
1.1403 |
1.1957 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1.2420 |
1.2112 |
0.0308 |
2.5% |
0.0124 |
1.0% |
5% |
False |
True |
10,744 |
| 10 |
1.2512 |
1.2112 |
0.0400 |
3.3% |
0.0130 |
1.1% |
4% |
False |
True |
5,982 |
| 20 |
1.2938 |
1.2112 |
0.0826 |
6.8% |
0.0111 |
0.9% |
2% |
False |
True |
3,243 |
| 40 |
1.3174 |
1.2112 |
0.1062 |
8.8% |
0.0089 |
0.7% |
1% |
False |
True |
1,670 |
| 60 |
1.3174 |
1.2112 |
0.1062 |
8.8% |
0.0067 |
0.6% |
1% |
False |
True |
1,123 |
| 80 |
1.3174 |
1.2112 |
0.1062 |
8.8% |
0.0051 |
0.4% |
1% |
False |
True |
843 |
| 100 |
1.3257 |
1.2112 |
0.1145 |
9.4% |
0.0043 |
0.4% |
1% |
False |
True |
675 |
| 120 |
1.3257 |
1.2112 |
0.1145 |
9.4% |
0.0036 |
0.3% |
1% |
False |
True |
563 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.3031 |
|
2.618 |
1.2745 |
|
1.618 |
1.2570 |
|
1.000 |
1.2462 |
|
0.618 |
1.2395 |
|
HIGH |
1.2287 |
|
0.618 |
1.2220 |
|
0.500 |
1.2200 |
|
0.382 |
1.2179 |
|
LOW |
1.2112 |
|
0.618 |
1.2004 |
|
1.000 |
1.1937 |
|
1.618 |
1.1829 |
|
2.618 |
1.1654 |
|
4.250 |
1.1368 |
|
|
| Fisher Pivots for day following 09-Mar-2012 |
| Pivot |
1 day |
3 day |
| R1 |
1.2200 |
1.2266 |
| PP |
1.2175 |
1.2219 |
| S1 |
1.2151 |
1.2173 |
|