CME Japanese Yen Future June 2012
| Trading Metrics calculated at close of trading on 15-Mar-2012 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
14-Mar-2012 |
15-Mar-2012 |
Change |
Change % |
Previous Week |
| Open |
1.2075 |
1.1957 |
-0.0118 |
-1.0% |
1.2229 |
| High |
1.2076 |
1.2032 |
-0.0044 |
-0.4% |
1.2420 |
| Low |
1.1939 |
1.1889 |
-0.0050 |
-0.4% |
1.2112 |
| Close |
1.1957 |
1.2002 |
0.0045 |
0.4% |
1.2126 |
| Range |
0.0137 |
0.0143 |
0.0006 |
4.4% |
0.0308 |
| ATR |
0.0111 |
0.0113 |
0.0002 |
2.1% |
0.0000 |
| Volume |
52,200 |
60,884 |
8,684 |
16.6% |
53,723 |
|
| Daily Pivots for day following 15-Mar-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.2403 |
1.2346 |
1.2081 |
|
| R3 |
1.2260 |
1.2203 |
1.2041 |
|
| R2 |
1.2117 |
1.2117 |
1.2028 |
|
| R1 |
1.2060 |
1.2060 |
1.2015 |
1.2089 |
| PP |
1.1974 |
1.1974 |
1.1974 |
1.1989 |
| S1 |
1.1917 |
1.1917 |
1.1989 |
1.1946 |
| S2 |
1.1831 |
1.1831 |
1.1976 |
|
| S3 |
1.1688 |
1.1774 |
1.1963 |
|
| S4 |
1.1545 |
1.1631 |
1.1923 |
|
|
| 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 |
1.2287 |
1.1889 |
0.0398 |
3.3% |
0.0137 |
1.1% |
28% |
False |
True |
40,364 |
| 10 |
1.2420 |
1.1889 |
0.0531 |
4.4% |
0.0124 |
1.0% |
21% |
False |
True |
23,526 |
| 20 |
1.2776 |
1.1889 |
0.0887 |
7.4% |
0.0121 |
1.0% |
13% |
False |
True |
12,143 |
| 40 |
1.3174 |
1.1889 |
0.1285 |
10.7% |
0.0097 |
0.8% |
9% |
False |
True |
6,176 |
| 60 |
1.3174 |
1.1889 |
0.1285 |
10.7% |
0.0075 |
0.6% |
9% |
False |
True |
4,126 |
| 80 |
1.3174 |
1.1889 |
0.1285 |
10.7% |
0.0057 |
0.5% |
9% |
False |
True |
3,098 |
| 100 |
1.3257 |
1.1889 |
0.1368 |
11.4% |
0.0048 |
0.4% |
8% |
False |
True |
2,479 |
| 120 |
1.3257 |
1.1889 |
0.1368 |
11.4% |
0.0040 |
0.3% |
8% |
False |
True |
2,066 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.2640 |
|
2.618 |
1.2406 |
|
1.618 |
1.2263 |
|
1.000 |
1.2175 |
|
0.618 |
1.2120 |
|
HIGH |
1.2032 |
|
0.618 |
1.1977 |
|
0.500 |
1.1961 |
|
0.382 |
1.1944 |
|
LOW |
1.1889 |
|
0.618 |
1.1801 |
|
1.000 |
1.1746 |
|
1.618 |
1.1658 |
|
2.618 |
1.1515 |
|
4.250 |
1.1281 |
|
|
| Fisher Pivots for day following 15-Mar-2012 |
| Pivot |
1 day |
3 day |
| R1 |
1.1988 |
1.2051 |
| PP |
1.1974 |
1.2035 |
| S1 |
1.1961 |
1.2018 |
|