CME Japanese Yen Future June 2012
| Trading Metrics calculated at close of trading on 12-Mar-2012 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
09-Mar-2012 |
12-Mar-2012 |
Change |
Change % |
Previous Week |
| Open |
1.2274 |
1.2132 |
-0.0142 |
-1.2% |
1.2229 |
| High |
1.2287 |
1.2190 |
-0.0097 |
-0.8% |
1.2420 |
| Low |
1.2112 |
1.2126 |
0.0014 |
0.1% |
1.2112 |
| Close |
1.2126 |
1.2167 |
0.0041 |
0.3% |
1.2126 |
| Range |
0.0175 |
0.0064 |
-0.0111 |
-63.4% |
0.0308 |
| ATR |
0.0107 |
0.0104 |
-0.0003 |
-2.9% |
0.0000 |
| Volume |
21,416 |
16,020 |
-5,396 |
-25.2% |
53,723 |
|
| Daily Pivots for day following 12-Mar-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.2353 |
1.2324 |
1.2202 |
|
| R3 |
1.2289 |
1.2260 |
1.2185 |
|
| R2 |
1.2225 |
1.2225 |
1.2179 |
|
| R1 |
1.2196 |
1.2196 |
1.2173 |
1.2211 |
| PP |
1.2161 |
1.2161 |
1.2161 |
1.2168 |
| S1 |
1.2132 |
1.2132 |
1.2161 |
1.2147 |
| S2 |
1.2097 |
1.2097 |
1.2155 |
|
| S3 |
1.2033 |
1.2068 |
1.2149 |
|
| S4 |
1.1969 |
1.2004 |
1.2132 |
|
|
| 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% |
0.0116 |
1.0% |
18% |
False |
False |
13,018 |
| 10 |
1.2512 |
1.2112 |
0.0400 |
3.3% |
0.0114 |
0.9% |
14% |
False |
False |
7,499 |
| 20 |
1.2938 |
1.2112 |
0.0826 |
6.8% |
0.0113 |
0.9% |
7% |
False |
False |
3,985 |
| 40 |
1.3174 |
1.2112 |
0.1062 |
8.7% |
0.0090 |
0.7% |
5% |
False |
False |
2,069 |
| 60 |
1.3174 |
1.2112 |
0.1062 |
8.7% |
0.0068 |
0.6% |
5% |
False |
False |
1,390 |
| 80 |
1.3174 |
1.2112 |
0.1062 |
8.7% |
0.0052 |
0.4% |
5% |
False |
False |
1,043 |
| 100 |
1.3257 |
1.2112 |
0.1145 |
9.4% |
0.0043 |
0.4% |
5% |
False |
False |
835 |
| 120 |
1.3257 |
1.2112 |
0.1145 |
9.4% |
0.0036 |
0.3% |
5% |
False |
False |
696 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.2462 |
|
2.618 |
1.2358 |
|
1.618 |
1.2294 |
|
1.000 |
1.2254 |
|
0.618 |
1.2230 |
|
HIGH |
1.2190 |
|
0.618 |
1.2166 |
|
0.500 |
1.2158 |
|
0.382 |
1.2150 |
|
LOW |
1.2126 |
|
0.618 |
1.2086 |
|
1.000 |
1.2062 |
|
1.618 |
1.2022 |
|
2.618 |
1.1958 |
|
4.250 |
1.1854 |
|
|
| Fisher Pivots for day following 12-Mar-2012 |
| Pivot |
1 day |
3 day |
| R1 |
1.2164 |
1.2227 |
| PP |
1.2161 |
1.2207 |
| S1 |
1.2158 |
1.2187 |
|