CME Japanese Yen Future June 2012
| Trading Metrics calculated at close of trading on 28-Mar-2012 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
27-Mar-2012 |
28-Mar-2012 |
Change |
Change % |
Previous Week |
| Open |
1.2076 |
1.2029 |
-0.0047 |
-0.4% |
1.1999 |
| High |
1.2109 |
1.2113 |
0.0004 |
0.0% |
1.2210 |
| Low |
1.2000 |
1.2029 |
0.0029 |
0.2% |
1.1900 |
| Close |
1.2046 |
1.2089 |
0.0043 |
0.4% |
1.2132 |
| Range |
0.0109 |
0.0084 |
-0.0025 |
-22.9% |
0.0310 |
| ATR |
0.0112 |
0.0110 |
-0.0002 |
-1.8% |
0.0000 |
| Volume |
95,125 |
97,975 |
2,850 |
3.0% |
459,154 |
|
| Daily Pivots for day following 28-Mar-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.2329 |
1.2293 |
1.2135 |
|
| R3 |
1.2245 |
1.2209 |
1.2112 |
|
| R2 |
1.2161 |
1.2161 |
1.2104 |
|
| R1 |
1.2125 |
1.2125 |
1.2097 |
1.2143 |
| PP |
1.2077 |
1.2077 |
1.2077 |
1.2086 |
| S1 |
1.2041 |
1.2041 |
1.2081 |
1.2059 |
| S2 |
1.1993 |
1.1993 |
1.2074 |
|
| S3 |
1.1909 |
1.1957 |
1.2066 |
|
| S4 |
1.1825 |
1.1873 |
1.2043 |
|
|
| 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 |
1.1990 |
0.0220 |
1.8% |
0.0118 |
1.0% |
45% |
False |
False |
100,938 |
| 10 |
1.2210 |
1.1889 |
0.0321 |
2.7% |
0.0111 |
0.9% |
62% |
False |
False |
89,253 |
| 20 |
1.2420 |
1.1889 |
0.0531 |
4.4% |
0.0114 |
0.9% |
38% |
False |
False |
53,464 |
| 40 |
1.3174 |
1.1889 |
0.1285 |
10.6% |
0.0103 |
0.8% |
16% |
False |
False |
26,940 |
| 60 |
1.3174 |
1.1889 |
0.1285 |
10.6% |
0.0086 |
0.7% |
16% |
False |
False |
17,983 |
| 80 |
1.3174 |
1.1889 |
0.1285 |
10.6% |
0.0069 |
0.6% |
16% |
False |
False |
13,493 |
| 100 |
1.3174 |
1.1889 |
0.1285 |
10.6% |
0.0056 |
0.5% |
16% |
False |
False |
10,795 |
| 120 |
1.3257 |
1.1889 |
0.1368 |
11.3% |
0.0048 |
0.4% |
15% |
False |
False |
8,996 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.2470 |
|
2.618 |
1.2333 |
|
1.618 |
1.2249 |
|
1.000 |
1.2197 |
|
0.618 |
1.2165 |
|
HIGH |
1.2113 |
|
0.618 |
1.2081 |
|
0.500 |
1.2071 |
|
0.382 |
1.2061 |
|
LOW |
1.2029 |
|
0.618 |
1.1977 |
|
1.000 |
1.1945 |
|
1.618 |
1.1893 |
|
2.618 |
1.1809 |
|
4.250 |
1.1672 |
|
|
| Fisher Pivots for day following 28-Mar-2012 |
| Pivot |
1 day |
3 day |
| R1 |
1.2083 |
1.2083 |
| PP |
1.2077 |
1.2076 |
| S1 |
1.2071 |
1.2070 |
|