CME Japanese Yen Future June 2012
| Trading Metrics calculated at close of trading on 19-Mar-2012 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
16-Mar-2012 |
19-Mar-2012 |
Change |
Change % |
Previous Week |
| Open |
1.1980 |
1.1999 |
0.0019 |
0.2% |
1.2132 |
| High |
1.2031 |
1.2055 |
0.0024 |
0.2% |
1.2213 |
| Low |
1.1922 |
1.1976 |
0.0054 |
0.5% |
1.1889 |
| Close |
1.2005 |
1.2000 |
-0.0005 |
0.0% |
1.2005 |
| Range |
0.0109 |
0.0079 |
-0.0030 |
-27.5% |
0.0324 |
| ATR |
0.0113 |
0.0110 |
-0.0002 |
-2.1% |
0.0000 |
| Volume |
93,133 |
79,922 |
-13,211 |
-14.2% |
273,538 |
|
| Daily Pivots for day following 19-Mar-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.2247 |
1.2203 |
1.2043 |
|
| R3 |
1.2168 |
1.2124 |
1.2022 |
|
| R2 |
1.2089 |
1.2089 |
1.2014 |
|
| R1 |
1.2045 |
1.2045 |
1.2007 |
1.2067 |
| PP |
1.2010 |
1.2010 |
1.2010 |
1.2022 |
| S1 |
1.1966 |
1.1966 |
1.1993 |
1.1988 |
| S2 |
1.1931 |
1.1931 |
1.1986 |
|
| S3 |
1.1852 |
1.1887 |
1.1978 |
|
| S4 |
1.1773 |
1.1808 |
1.1957 |
|
|
| 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% |
0.0127 |
1.1% |
34% |
False |
False |
67,488 |
| 10 |
1.2420 |
1.1889 |
0.0531 |
4.4% |
0.0122 |
1.0% |
21% |
False |
False |
40,253 |
| 20 |
1.2612 |
1.1889 |
0.0723 |
6.0% |
0.0121 |
1.0% |
15% |
False |
False |
20,767 |
| 40 |
1.3174 |
1.1889 |
0.1285 |
10.7% |
0.0099 |
0.8% |
9% |
False |
False |
10,499 |
| 60 |
1.3174 |
1.1889 |
0.1285 |
10.7% |
0.0078 |
0.7% |
9% |
False |
False |
7,008 |
| 80 |
1.3174 |
1.1889 |
0.1285 |
10.7% |
0.0060 |
0.5% |
9% |
False |
False |
5,261 |
| 100 |
1.3257 |
1.1889 |
0.1368 |
11.4% |
0.0050 |
0.4% |
8% |
False |
False |
4,209 |
| 120 |
1.3257 |
1.1889 |
0.1368 |
11.4% |
0.0042 |
0.3% |
8% |
False |
False |
3,508 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.2391 |
|
2.618 |
1.2262 |
|
1.618 |
1.2183 |
|
1.000 |
1.2134 |
|
0.618 |
1.2104 |
|
HIGH |
1.2055 |
|
0.618 |
1.2025 |
|
0.500 |
1.2016 |
|
0.382 |
1.2006 |
|
LOW |
1.1976 |
|
0.618 |
1.1927 |
|
1.000 |
1.1897 |
|
1.618 |
1.1848 |
|
2.618 |
1.1769 |
|
4.250 |
1.1640 |
|
|
| Fisher Pivots for day following 19-Mar-2012 |
| Pivot |
1 day |
3 day |
| R1 |
1.2016 |
1.1991 |
| PP |
1.2010 |
1.1981 |
| S1 |
1.2005 |
1.1972 |
|