CME Japanese Yen Future June 2012
| Trading Metrics calculated at close of trading on 13-Mar-2012 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
12-Mar-2012 |
13-Mar-2012 |
Change |
Change % |
Previous Week |
| Open |
1.2132 |
1.2166 |
0.0034 |
0.3% |
1.2229 |
| High |
1.2190 |
1.2213 |
0.0023 |
0.2% |
1.2420 |
| Low |
1.2126 |
1.2046 |
-0.0080 |
-0.7% |
1.2112 |
| Close |
1.2167 |
1.2076 |
-0.0091 |
-0.7% |
1.2126 |
| Range |
0.0064 |
0.0167 |
0.0103 |
160.9% |
0.0308 |
| ATR |
0.0104 |
0.0109 |
0.0004 |
4.3% |
0.0000 |
| Volume |
16,020 |
51,301 |
35,281 |
220.2% |
53,723 |
|
| Daily Pivots for day following 13-Mar-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.2613 |
1.2511 |
1.2168 |
|
| R3 |
1.2446 |
1.2344 |
1.2122 |
|
| R2 |
1.2279 |
1.2279 |
1.2107 |
|
| R1 |
1.2177 |
1.2177 |
1.2091 |
1.2145 |
| PP |
1.2112 |
1.2112 |
1.2112 |
1.2095 |
| S1 |
1.2010 |
1.2010 |
1.2061 |
1.1978 |
| S2 |
1.1945 |
1.1945 |
1.2045 |
|
| S3 |
1.1778 |
1.1843 |
1.2030 |
|
| S4 |
1.1611 |
1.1676 |
1.1984 |
|
|
| 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 |
1.2046 |
0.0374 |
3.1% |
0.0119 |
1.0% |
8% |
False |
True |
22,288 |
| 10 |
1.2473 |
1.2046 |
0.0427 |
3.5% |
0.0119 |
1.0% |
7% |
False |
True |
12,507 |
| 20 |
1.2926 |
1.2046 |
0.0880 |
7.3% |
0.0118 |
1.0% |
3% |
False |
True |
6,534 |
| 40 |
1.3174 |
1.2046 |
0.1128 |
9.3% |
0.0092 |
0.8% |
3% |
False |
True |
3,352 |
| 60 |
1.3174 |
1.2046 |
0.1128 |
9.3% |
0.0071 |
0.6% |
3% |
False |
True |
2,244 |
| 80 |
1.3174 |
1.2046 |
0.1128 |
9.3% |
0.0054 |
0.4% |
3% |
False |
True |
1,684 |
| 100 |
1.3257 |
1.2046 |
0.1211 |
10.0% |
0.0045 |
0.4% |
2% |
False |
True |
1,348 |
| 120 |
1.3257 |
1.2046 |
0.1211 |
10.0% |
0.0038 |
0.3% |
2% |
False |
True |
1,124 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.2923 |
|
2.618 |
1.2650 |
|
1.618 |
1.2483 |
|
1.000 |
1.2380 |
|
0.618 |
1.2316 |
|
HIGH |
1.2213 |
|
0.618 |
1.2149 |
|
0.500 |
1.2130 |
|
0.382 |
1.2110 |
|
LOW |
1.2046 |
|
0.618 |
1.1943 |
|
1.000 |
1.1879 |
|
1.618 |
1.1776 |
|
2.618 |
1.1609 |
|
4.250 |
1.1336 |
|
|
| Fisher Pivots for day following 13-Mar-2012 |
| Pivot |
1 day |
3 day |
| R1 |
1.2130 |
1.2167 |
| PP |
1.2112 |
1.2136 |
| S1 |
1.2094 |
1.2106 |
|