CME Japanese Yen Future June 2012
| Trading Metrics calculated at close of trading on 29-Mar-2012 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
28-Mar-2012 |
29-Mar-2012 |
Change |
Change % |
Previous Week |
| Open |
1.2029 |
1.2073 |
0.0044 |
0.4% |
1.1999 |
| High |
1.2113 |
1.2220 |
0.0107 |
0.9% |
1.2210 |
| Low |
1.2029 |
1.2061 |
0.0032 |
0.3% |
1.1900 |
| Close |
1.2089 |
1.2145 |
0.0056 |
0.5% |
1.2132 |
| Range |
0.0084 |
0.0159 |
0.0075 |
89.3% |
0.0310 |
| ATR |
0.0110 |
0.0114 |
0.0003 |
3.2% |
0.0000 |
| Volume |
97,975 |
100,387 |
2,412 |
2.5% |
459,154 |
|
| Daily Pivots for day following 29-Mar-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.2619 |
1.2541 |
1.2232 |
|
| R3 |
1.2460 |
1.2382 |
1.2189 |
|
| R2 |
1.2301 |
1.2301 |
1.2174 |
|
| R1 |
1.2223 |
1.2223 |
1.2160 |
1.2262 |
| PP |
1.2142 |
1.2142 |
1.2142 |
1.2162 |
| S1 |
1.2064 |
1.2064 |
1.2130 |
1.2103 |
| S2 |
1.1983 |
1.1983 |
1.2116 |
|
| S3 |
1.1824 |
1.1905 |
1.2101 |
|
| S4 |
1.1665 |
1.1746 |
1.2058 |
|
|
| 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 |
1.2220 |
1.2000 |
0.0220 |
1.8% |
0.0116 |
1.0% |
66% |
True |
False |
94,678 |
| 10 |
1.2220 |
1.1900 |
0.0320 |
2.6% |
0.0113 |
0.9% |
77% |
True |
False |
93,203 |
| 20 |
1.2420 |
1.1889 |
0.0531 |
4.4% |
0.0118 |
1.0% |
48% |
False |
False |
58,365 |
| 40 |
1.3163 |
1.1889 |
0.1274 |
10.5% |
0.0105 |
0.9% |
20% |
False |
False |
29,446 |
| 60 |
1.3174 |
1.1889 |
0.1285 |
10.6% |
0.0089 |
0.7% |
20% |
False |
False |
19,656 |
| 80 |
1.3174 |
1.1889 |
0.1285 |
10.6% |
0.0071 |
0.6% |
20% |
False |
False |
14,748 |
| 100 |
1.3174 |
1.1889 |
0.1285 |
10.6% |
0.0058 |
0.5% |
20% |
False |
False |
11,799 |
| 120 |
1.3257 |
1.1889 |
0.1368 |
11.3% |
0.0049 |
0.4% |
19% |
False |
False |
9,833 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.2896 |
|
2.618 |
1.2636 |
|
1.618 |
1.2477 |
|
1.000 |
1.2379 |
|
0.618 |
1.2318 |
|
HIGH |
1.2220 |
|
0.618 |
1.2159 |
|
0.500 |
1.2141 |
|
0.382 |
1.2122 |
|
LOW |
1.2061 |
|
0.618 |
1.1963 |
|
1.000 |
1.1902 |
|
1.618 |
1.1804 |
|
2.618 |
1.1645 |
|
4.250 |
1.1385 |
|
|
| Fisher Pivots for day following 29-Mar-2012 |
| Pivot |
1 day |
3 day |
| R1 |
1.2144 |
1.2133 |
| PP |
1.2142 |
1.2122 |
| S1 |
1.2141 |
1.2110 |
|