CME Japanese Yen Future June 2012
| Trading Metrics calculated at close of trading on 21-Mar-2012 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
20-Mar-2012 |
21-Mar-2012 |
Change |
Change % |
Previous Week |
| Open |
1.2002 |
1.1955 |
-0.0047 |
-0.4% |
1.2132 |
| High |
1.2013 |
1.2015 |
0.0002 |
0.0% |
1.2213 |
| Low |
1.1938 |
1.1900 |
-0.0038 |
-0.3% |
1.1889 |
| Close |
1.1958 |
1.1990 |
0.0032 |
0.3% |
1.2005 |
| Range |
0.0075 |
0.0115 |
0.0040 |
53.3% |
0.0324 |
| ATR |
0.0108 |
0.0108 |
0.0001 |
0.5% |
0.0000 |
| Volume |
65,569 |
88,331 |
22,762 |
34.7% |
273,538 |
|
| Daily Pivots for day following 21-Mar-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.2313 |
1.2267 |
1.2053 |
|
| R3 |
1.2198 |
1.2152 |
1.2022 |
|
| R2 |
1.2083 |
1.2083 |
1.2011 |
|
| R1 |
1.2037 |
1.2037 |
1.2001 |
1.2060 |
| PP |
1.1968 |
1.1968 |
1.1968 |
1.1980 |
| S1 |
1.1922 |
1.1922 |
1.1979 |
1.1945 |
| S2 |
1.1853 |
1.1853 |
1.1969 |
|
| S3 |
1.1738 |
1.1807 |
1.1958 |
|
| S4 |
1.1623 |
1.1692 |
1.1927 |
|
|
| 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 |
1.2055 |
1.1889 |
0.0166 |
1.4% |
0.0104 |
0.9% |
61% |
False |
False |
77,567 |
| 10 |
1.2342 |
1.1889 |
0.0453 |
3.8% |
0.0116 |
1.0% |
22% |
False |
False |
54,372 |
| 20 |
1.2531 |
1.1889 |
0.0642 |
5.4% |
0.0123 |
1.0% |
16% |
False |
False |
28,422 |
| 40 |
1.3174 |
1.1889 |
0.1285 |
10.7% |
0.0099 |
0.8% |
8% |
False |
False |
14,345 |
| 60 |
1.3174 |
1.1889 |
0.1285 |
10.7% |
0.0079 |
0.7% |
8% |
False |
False |
9,572 |
| 80 |
1.3174 |
1.1889 |
0.1285 |
10.7% |
0.0062 |
0.5% |
8% |
False |
False |
7,185 |
| 100 |
1.3257 |
1.1889 |
0.1368 |
11.4% |
0.0051 |
0.4% |
7% |
False |
False |
5,748 |
| 120 |
1.3257 |
1.1889 |
0.1368 |
11.4% |
0.0043 |
0.4% |
7% |
False |
False |
4,790 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.2504 |
|
2.618 |
1.2316 |
|
1.618 |
1.2201 |
|
1.000 |
1.2130 |
|
0.618 |
1.2086 |
|
HIGH |
1.2015 |
|
0.618 |
1.1971 |
|
0.500 |
1.1958 |
|
0.382 |
1.1944 |
|
LOW |
1.1900 |
|
0.618 |
1.1829 |
|
1.000 |
1.1785 |
|
1.618 |
1.1714 |
|
2.618 |
1.1599 |
|
4.250 |
1.1411 |
|
|
| Fisher Pivots for day following 21-Mar-2012 |
| Pivot |
1 day |
3 day |
| R1 |
1.1979 |
1.1986 |
| PP |
1.1968 |
1.1982 |
| S1 |
1.1958 |
1.1978 |
|