CME Japanese Yen Future June 2012
| Trading Metrics calculated at close of trading on 27-Mar-2012 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
26-Mar-2012 |
27-Mar-2012 |
Change |
Change % |
Previous Week |
| Open |
1.2140 |
1.2076 |
-0.0064 |
-0.5% |
1.1999 |
| High |
1.2140 |
1.2109 |
-0.0031 |
-0.3% |
1.2210 |
| Low |
1.2056 |
1.2000 |
-0.0056 |
-0.5% |
1.1900 |
| Close |
1.2086 |
1.2046 |
-0.0040 |
-0.3% |
1.2132 |
| Range |
0.0084 |
0.0109 |
0.0025 |
29.8% |
0.0310 |
| ATR |
0.0113 |
0.0112 |
0.0000 |
-0.2% |
0.0000 |
| Volume |
86,261 |
95,125 |
8,864 |
10.3% |
459,154 |
|
| Daily Pivots for day following 27-Mar-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.2379 |
1.2321 |
1.2106 |
|
| R3 |
1.2270 |
1.2212 |
1.2076 |
|
| R2 |
1.2161 |
1.2161 |
1.2066 |
|
| R1 |
1.2103 |
1.2103 |
1.2056 |
1.2078 |
| PP |
1.2052 |
1.2052 |
1.2052 |
1.2039 |
| S1 |
1.1994 |
1.1994 |
1.2036 |
1.1969 |
| S2 |
1.1943 |
1.1943 |
1.2026 |
|
| S3 |
1.1834 |
1.1885 |
1.2016 |
|
| S4 |
1.1725 |
1.1776 |
1.1986 |
|
|
| Weekly Pivots for week ending 23-Mar-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.3011 |
1.2881 |
1.2303 |
|
| R3 |
1.2701 |
1.2571 |
1.2217 |
|
| R2 |
1.2391 |
1.2391 |
1.2189 |
|
| R1 |
1.2261 |
1.2261 |
1.2160 |
1.2326 |
| PP |
1.2081 |
1.2081 |
1.2081 |
1.2113 |
| S1 |
1.1951 |
1.1951 |
1.2104 |
1.2016 |
| S2 |
1.1771 |
1.1771 |
1.2075 |
|
| S3 |
1.1461 |
1.1641 |
1.2047 |
|
| S4 |
1.1151 |
1.1331 |
1.1962 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1.2210 |
1.1900 |
0.0310 |
2.6% |
0.0124 |
1.0% |
47% |
False |
False |
99,009 |
| 10 |
1.2210 |
1.1889 |
0.0321 |
2.7% |
0.0116 |
1.0% |
49% |
False |
False |
84,675 |
| 20 |
1.2473 |
1.1889 |
0.0584 |
4.8% |
0.0118 |
1.0% |
27% |
False |
False |
48,591 |
| 40 |
1.3174 |
1.1889 |
0.1285 |
10.7% |
0.0102 |
0.8% |
12% |
False |
False |
24,499 |
| 60 |
1.3174 |
1.1889 |
0.1285 |
10.7% |
0.0087 |
0.7% |
12% |
False |
False |
16,350 |
| 80 |
1.3174 |
1.1889 |
0.1285 |
10.7% |
0.0068 |
0.6% |
12% |
False |
False |
12,268 |
| 100 |
1.3174 |
1.1889 |
0.1285 |
10.7% |
0.0055 |
0.5% |
12% |
False |
False |
9,815 |
| 120 |
1.3257 |
1.1889 |
0.1368 |
11.4% |
0.0047 |
0.4% |
11% |
False |
False |
8,180 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.2572 |
|
2.618 |
1.2394 |
|
1.618 |
1.2285 |
|
1.000 |
1.2218 |
|
0.618 |
1.2176 |
|
HIGH |
1.2109 |
|
0.618 |
1.2067 |
|
0.500 |
1.2055 |
|
0.382 |
1.2042 |
|
LOW |
1.2000 |
|
0.618 |
1.1933 |
|
1.000 |
1.1891 |
|
1.618 |
1.1824 |
|
2.618 |
1.1715 |
|
4.250 |
1.1537 |
|
|
| Fisher Pivots for day following 27-Mar-2012 |
| Pivot |
1 day |
3 day |
| R1 |
1.2055 |
1.2105 |
| PP |
1.2052 |
1.2085 |
| S1 |
1.2049 |
1.2066 |
|