CME Japanese Yen Future September 2012
| Trading Metrics calculated at close of trading on 02-Mar-2012 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
01-Mar-2012 |
02-Mar-2012 |
Change |
Change % |
Previous Week |
| Open |
1.2360 |
1.2260 |
-0.0100 |
-0.8% |
1.2460 |
| High |
1.2360 |
1.2285 |
-0.0075 |
-0.6% |
1.2525 |
| Low |
1.2360 |
1.2250 |
-0.0110 |
-0.9% |
1.2250 |
| Close |
1.2360 |
1.2250 |
-0.0110 |
-0.9% |
1.2250 |
| Range |
0.0000 |
0.0035 |
0.0035 |
|
0.0275 |
| ATR |
|
|
|
|
|
| Volume |
6 |
6 |
0 |
0.0% |
46 |
|
| Daily Pivots for day following 02-Mar-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.2367 |
1.2343 |
1.2269 |
|
| R3 |
1.2332 |
1.2308 |
1.2260 |
|
| R2 |
1.2297 |
1.2297 |
1.2256 |
|
| R1 |
1.2273 |
1.2273 |
1.2253 |
1.2268 |
| PP |
1.2262 |
1.2262 |
1.2262 |
1.2259 |
| S1 |
1.2238 |
1.2238 |
1.2247 |
1.2233 |
| S2 |
1.2227 |
1.2227 |
1.2244 |
|
| S3 |
1.2192 |
1.2203 |
1.2240 |
|
| S4 |
1.2157 |
1.2168 |
1.2231 |
|
|
| Weekly Pivots for week ending 02-Mar-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.3167 |
1.2983 |
1.2401 |
|
| R3 |
1.2892 |
1.2708 |
1.2326 |
|
| R2 |
1.2617 |
1.2617 |
1.2300 |
|
| R1 |
1.2433 |
1.2433 |
1.2275 |
1.2388 |
| PP |
1.2342 |
1.2342 |
1.2342 |
1.2319 |
| S1 |
1.2158 |
1.2158 |
1.2225 |
1.2113 |
| S2 |
1.2067 |
1.2067 |
1.2200 |
|
| S3 |
1.1792 |
1.1883 |
1.2174 |
|
| S4 |
1.1517 |
1.1608 |
1.2099 |
|
|
|
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.2434 |
|
2.618 |
1.2377 |
|
1.618 |
1.2342 |
|
1.000 |
1.2320 |
|
0.618 |
1.2307 |
|
HIGH |
1.2285 |
|
0.618 |
1.2272 |
|
0.500 |
1.2268 |
|
0.382 |
1.2263 |
|
LOW |
1.2250 |
|
0.618 |
1.2228 |
|
1.000 |
1.2215 |
|
1.618 |
1.2193 |
|
2.618 |
1.2158 |
|
4.250 |
1.2101 |
|
|
| Fisher Pivots for day following 02-Mar-2012 |
| Pivot |
1 day |
3 day |
| R1 |
1.2268 |
1.2376 |
| PP |
1.2262 |
1.2334 |
| S1 |
1.2256 |
1.2292 |
|