CME Japanese Yen Future June 2012
| Trading Metrics calculated at close of trading on 20-Mar-2012 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
19-Mar-2012 |
20-Mar-2012 |
Change |
Change % |
Previous Week |
| Open |
1.1999 |
1.2002 |
0.0003 |
0.0% |
1.2132 |
| High |
1.2055 |
1.2013 |
-0.0042 |
-0.3% |
1.2213 |
| Low |
1.1976 |
1.1938 |
-0.0038 |
-0.3% |
1.1889 |
| Close |
1.2000 |
1.1958 |
-0.0042 |
-0.4% |
1.2005 |
| Range |
0.0079 |
0.0075 |
-0.0004 |
-5.1% |
0.0324 |
| ATR |
0.0110 |
0.0108 |
-0.0003 |
-2.3% |
0.0000 |
| Volume |
79,922 |
65,569 |
-14,353 |
-18.0% |
273,538 |
|
| Daily Pivots for day following 20-Mar-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.2195 |
1.2151 |
1.1999 |
|
| R3 |
1.2120 |
1.2076 |
1.1979 |
|
| R2 |
1.2045 |
1.2045 |
1.1972 |
|
| R1 |
1.2001 |
1.2001 |
1.1965 |
1.1986 |
| PP |
1.1970 |
1.1970 |
1.1970 |
1.1962 |
| S1 |
1.1926 |
1.1926 |
1.1951 |
1.1911 |
| S2 |
1.1895 |
1.1895 |
1.1944 |
|
| S3 |
1.1820 |
1.1851 |
1.1937 |
|
| S4 |
1.1745 |
1.1776 |
1.1917 |
|
|
| 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 |
1.2076 |
1.1889 |
0.0187 |
1.6% |
0.0109 |
0.9% |
37% |
False |
False |
70,341 |
| 10 |
1.2420 |
1.1889 |
0.0531 |
4.4% |
0.0114 |
1.0% |
13% |
False |
False |
46,315 |
| 20 |
1.2549 |
1.1889 |
0.0660 |
5.5% |
0.0121 |
1.0% |
10% |
False |
False |
24,029 |
| 40 |
1.3174 |
1.1889 |
0.1285 |
10.7% |
0.0100 |
0.8% |
5% |
False |
False |
12,138 |
| 60 |
1.3174 |
1.1889 |
0.1285 |
10.7% |
0.0077 |
0.6% |
5% |
False |
False |
8,101 |
| 80 |
1.3174 |
1.1889 |
0.1285 |
10.7% |
0.0061 |
0.5% |
5% |
False |
False |
6,081 |
| 100 |
1.3257 |
1.1889 |
0.1368 |
11.4% |
0.0050 |
0.4% |
5% |
False |
False |
4,865 |
| 120 |
1.3257 |
1.1889 |
0.1368 |
11.4% |
0.0042 |
0.4% |
5% |
False |
False |
4,054 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.2332 |
|
2.618 |
1.2209 |
|
1.618 |
1.2134 |
|
1.000 |
1.2088 |
|
0.618 |
1.2059 |
|
HIGH |
1.2013 |
|
0.618 |
1.1984 |
|
0.500 |
1.1976 |
|
0.382 |
1.1967 |
|
LOW |
1.1938 |
|
0.618 |
1.1892 |
|
1.000 |
1.1863 |
|
1.618 |
1.1817 |
|
2.618 |
1.1742 |
|
4.250 |
1.1619 |
|
|
| Fisher Pivots for day following 20-Mar-2012 |
| Pivot |
1 day |
3 day |
| R1 |
1.1976 |
1.1989 |
| PP |
1.1970 |
1.1978 |
| S1 |
1.1964 |
1.1968 |
|