CME Japanese Yen Future June 2012
| Trading Metrics calculated at close of trading on 22-Mar-2012 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
21-Mar-2012 |
22-Mar-2012 |
Change |
Change % |
Previous Week |
| Open |
1.1955 |
1.1997 |
0.0042 |
0.4% |
1.2132 |
| High |
1.2015 |
1.2157 |
0.0142 |
1.2% |
1.2213 |
| Low |
1.1900 |
1.1990 |
0.0090 |
0.8% |
1.1889 |
| Close |
1.1990 |
1.2119 |
0.0129 |
1.1% |
1.2005 |
| Range |
0.0115 |
0.0167 |
0.0052 |
45.2% |
0.0324 |
| ATR |
0.0108 |
0.0112 |
0.0004 |
3.9% |
0.0000 |
| Volume |
88,331 |
131,688 |
43,357 |
49.1% |
273,538 |
|
| Daily Pivots for day following 22-Mar-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.2590 |
1.2521 |
1.2211 |
|
| R3 |
1.2423 |
1.2354 |
1.2165 |
|
| R2 |
1.2256 |
1.2256 |
1.2150 |
|
| R1 |
1.2187 |
1.2187 |
1.2134 |
1.2222 |
| PP |
1.2089 |
1.2089 |
1.2089 |
1.2106 |
| S1 |
1.2020 |
1.2020 |
1.2104 |
1.2055 |
| S2 |
1.1922 |
1.1922 |
1.2088 |
|
| S3 |
1.1755 |
1.1853 |
1.2073 |
|
| S4 |
1.1588 |
1.1686 |
1.2027 |
|
|
| 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 |
1.2157 |
1.1900 |
0.0257 |
2.1% |
0.0109 |
0.9% |
85% |
True |
False |
91,728 |
| 10 |
1.2287 |
1.1889 |
0.0398 |
3.3% |
0.0123 |
1.0% |
58% |
False |
False |
66,046 |
| 20 |
1.2523 |
1.1889 |
0.0634 |
5.2% |
0.0128 |
1.1% |
36% |
False |
False |
34,973 |
| 40 |
1.3174 |
1.1889 |
0.1285 |
10.6% |
0.0101 |
0.8% |
18% |
False |
False |
17,636 |
| 60 |
1.3174 |
1.1889 |
0.1285 |
10.6% |
0.0081 |
0.7% |
18% |
False |
False |
11,767 |
| 80 |
1.3174 |
1.1889 |
0.1285 |
10.6% |
0.0064 |
0.5% |
18% |
False |
False |
8,831 |
| 100 |
1.3257 |
1.1889 |
0.1368 |
11.3% |
0.0053 |
0.4% |
17% |
False |
False |
7,065 |
| 120 |
1.3257 |
1.1889 |
0.1368 |
11.3% |
0.0045 |
0.4% |
17% |
False |
False |
5,888 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.2867 |
|
2.618 |
1.2594 |
|
1.618 |
1.2427 |
|
1.000 |
1.2324 |
|
0.618 |
1.2260 |
|
HIGH |
1.2157 |
|
0.618 |
1.2093 |
|
0.500 |
1.2074 |
|
0.382 |
1.2054 |
|
LOW |
1.1990 |
|
0.618 |
1.1887 |
|
1.000 |
1.1823 |
|
1.618 |
1.1720 |
|
2.618 |
1.1553 |
|
4.250 |
1.1280 |
|
|
| Fisher Pivots for day following 22-Mar-2012 |
| Pivot |
1 day |
3 day |
| R1 |
1.2104 |
1.2089 |
| PP |
1.2089 |
1.2059 |
| S1 |
1.2074 |
1.2029 |
|