CME Japanese Yen Future June 2012
| Trading Metrics calculated at close of trading on 14-Mar-2012 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
13-Mar-2012 |
14-Mar-2012 |
Change |
Change % |
Previous Week |
| Open |
1.2166 |
1.2075 |
-0.0091 |
-0.7% |
1.2229 |
| High |
1.2213 |
1.2076 |
-0.0137 |
-1.1% |
1.2420 |
| Low |
1.2046 |
1.1939 |
-0.0107 |
-0.9% |
1.2112 |
| Close |
1.2076 |
1.1957 |
-0.0119 |
-1.0% |
1.2126 |
| Range |
0.0167 |
0.0137 |
-0.0030 |
-18.0% |
0.0308 |
| ATR |
0.0109 |
0.0111 |
0.0002 |
1.9% |
0.0000 |
| Volume |
51,301 |
52,200 |
899 |
1.8% |
53,723 |
|
| Daily Pivots for day following 14-Mar-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.2402 |
1.2316 |
1.2032 |
|
| R3 |
1.2265 |
1.2179 |
1.1995 |
|
| R2 |
1.2128 |
1.2128 |
1.1982 |
|
| R1 |
1.2042 |
1.2042 |
1.1970 |
1.2017 |
| PP |
1.1991 |
1.1991 |
1.1991 |
1.1978 |
| S1 |
1.1905 |
1.1905 |
1.1944 |
1.1880 |
| S2 |
1.1854 |
1.1854 |
1.1932 |
|
| S3 |
1.1717 |
1.1768 |
1.1919 |
|
| S4 |
1.1580 |
1.1631 |
1.1882 |
|
|
| 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 |
1.2342 |
1.1939 |
0.0403 |
3.4% |
0.0128 |
1.1% |
4% |
False |
True |
31,177 |
| 10 |
1.2420 |
1.1939 |
0.0481 |
4.0% |
0.0117 |
1.0% |
4% |
False |
True |
17,676 |
| 20 |
1.2803 |
1.1939 |
0.0864 |
7.2% |
0.0117 |
1.0% |
2% |
False |
True |
9,137 |
| 40 |
1.3174 |
1.1939 |
0.1235 |
10.3% |
0.0094 |
0.8% |
1% |
False |
True |
4,654 |
| 60 |
1.3174 |
1.1939 |
0.1235 |
10.3% |
0.0073 |
0.6% |
1% |
False |
True |
3,114 |
| 80 |
1.3174 |
1.1939 |
0.1235 |
10.3% |
0.0055 |
0.5% |
1% |
False |
True |
2,337 |
| 100 |
1.3257 |
1.1939 |
0.1318 |
11.0% |
0.0046 |
0.4% |
1% |
False |
True |
1,870 |
| 120 |
1.3257 |
1.1939 |
0.1318 |
11.0% |
0.0039 |
0.3% |
1% |
False |
True |
1,558 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.2658 |
|
2.618 |
1.2435 |
|
1.618 |
1.2298 |
|
1.000 |
1.2213 |
|
0.618 |
1.2161 |
|
HIGH |
1.2076 |
|
0.618 |
1.2024 |
|
0.500 |
1.2008 |
|
0.382 |
1.1991 |
|
LOW |
1.1939 |
|
0.618 |
1.1854 |
|
1.000 |
1.1802 |
|
1.618 |
1.1717 |
|
2.618 |
1.1580 |
|
4.250 |
1.1357 |
|
|
| Fisher Pivots for day following 14-Mar-2012 |
| Pivot |
1 day |
3 day |
| R1 |
1.2008 |
1.2076 |
| PP |
1.1991 |
1.2036 |
| S1 |
1.1974 |
1.1997 |
|