CME Japanese Yen Future June 2012
| Trading Metrics calculated at close of trading on 16-Mar-2012 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
15-Mar-2012 |
16-Mar-2012 |
Change |
Change % |
Previous Week |
| Open |
1.1957 |
1.1980 |
0.0023 |
0.2% |
1.2132 |
| High |
1.2032 |
1.2031 |
-0.0001 |
0.0% |
1.2213 |
| Low |
1.1889 |
1.1922 |
0.0033 |
0.3% |
1.1889 |
| Close |
1.2002 |
1.2005 |
0.0003 |
0.0% |
1.2005 |
| Range |
0.0143 |
0.0109 |
-0.0034 |
-23.8% |
0.0324 |
| ATR |
0.0113 |
0.0113 |
0.0000 |
-0.2% |
0.0000 |
| Volume |
60,884 |
93,133 |
32,249 |
53.0% |
273,538 |
|
| Daily Pivots for day following 16-Mar-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.2313 |
1.2268 |
1.2065 |
|
| R3 |
1.2204 |
1.2159 |
1.2035 |
|
| R2 |
1.2095 |
1.2095 |
1.2025 |
|
| R1 |
1.2050 |
1.2050 |
1.2015 |
1.2073 |
| PP |
1.1986 |
1.1986 |
1.1986 |
1.1997 |
| S1 |
1.1941 |
1.1941 |
1.1995 |
1.1964 |
| S2 |
1.1877 |
1.1877 |
1.1985 |
|
| S3 |
1.1768 |
1.1832 |
1.1975 |
|
| S4 |
1.1659 |
1.1723 |
1.1945 |
|
|
| Weekly Pivots for week ending 16-Mar-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.3008 |
1.2830 |
1.2183 |
|
| R3 |
1.2684 |
1.2506 |
1.2094 |
|
| R2 |
1.2360 |
1.2360 |
1.2064 |
|
| R1 |
1.2182 |
1.2182 |
1.2035 |
1.2109 |
| PP |
1.2036 |
1.2036 |
1.2036 |
1.1999 |
| S1 |
1.1858 |
1.1858 |
1.1975 |
1.1785 |
| S2 |
1.1712 |
1.1712 |
1.1946 |
|
| S3 |
1.1388 |
1.1534 |
1.1916 |
|
| S4 |
1.1064 |
1.1210 |
1.1827 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1.2213 |
1.1889 |
0.0324 |
2.7% |
0.0124 |
1.0% |
36% |
False |
False |
54,707 |
| 10 |
1.2420 |
1.1889 |
0.0531 |
4.4% |
0.0124 |
1.0% |
22% |
False |
False |
32,726 |
| 20 |
1.2673 |
1.1889 |
0.0784 |
6.5% |
0.0121 |
1.0% |
15% |
False |
False |
16,790 |
| 40 |
1.3174 |
1.1889 |
0.1285 |
10.7% |
0.0098 |
0.8% |
9% |
False |
False |
8,502 |
| 60 |
1.3174 |
1.1889 |
0.1285 |
10.7% |
0.0077 |
0.6% |
9% |
False |
False |
5,678 |
| 80 |
1.3174 |
1.1889 |
0.1285 |
10.7% |
0.0059 |
0.5% |
9% |
False |
False |
4,262 |
| 100 |
1.3257 |
1.1889 |
0.1368 |
11.4% |
0.0049 |
0.4% |
8% |
False |
False |
3,410 |
| 120 |
1.3257 |
1.1889 |
0.1368 |
11.4% |
0.0041 |
0.3% |
8% |
False |
False |
2,842 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.2494 |
|
2.618 |
1.2316 |
|
1.618 |
1.2207 |
|
1.000 |
1.2140 |
|
0.618 |
1.2098 |
|
HIGH |
1.2031 |
|
0.618 |
1.1989 |
|
0.500 |
1.1977 |
|
0.382 |
1.1964 |
|
LOW |
1.1922 |
|
0.618 |
1.1855 |
|
1.000 |
1.1813 |
|
1.618 |
1.1746 |
|
2.618 |
1.1637 |
|
4.250 |
1.1459 |
|
|
| Fisher Pivots for day following 16-Mar-2012 |
| Pivot |
1 day |
3 day |
| R1 |
1.1996 |
1.1998 |
| PP |
1.1986 |
1.1990 |
| S1 |
1.1977 |
1.1983 |
|