CME Japanese Yen Future September 2012
| Trading Metrics calculated at close of trading on 05-Mar-2012 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
02-Mar-2012 |
05-Mar-2012 |
Change |
Change % |
Previous Week |
| Open |
1.2260 |
1.2310 |
0.0050 |
0.4% |
1.2460 |
| High |
1.2285 |
1.2330 |
0.0045 |
0.4% |
1.2525 |
| Low |
1.2250 |
1.2306 |
0.0056 |
0.5% |
1.2250 |
| Close |
1.2250 |
1.2306 |
0.0056 |
0.5% |
1.2250 |
| Range |
0.0035 |
0.0024 |
-0.0011 |
-31.4% |
0.0275 |
| ATR |
|
|
|
|
|
| Volume |
6 |
2 |
-4 |
-66.7% |
46 |
|
| Daily Pivots for day following 05-Mar-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.2386 |
1.2370 |
1.2319 |
|
| R3 |
1.2362 |
1.2346 |
1.2313 |
|
| R2 |
1.2338 |
1.2338 |
1.2310 |
|
| R1 |
1.2322 |
1.2322 |
1.2308 |
1.2318 |
| PP |
1.2314 |
1.2314 |
1.2314 |
1.2312 |
| S1 |
1.2298 |
1.2298 |
1.2304 |
1.2294 |
| S2 |
1.2290 |
1.2290 |
1.2302 |
|
| S3 |
1.2266 |
1.2274 |
1.2299 |
|
| S4 |
1.2242 |
1.2250 |
1.2293 |
|
|
| 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 |
1.2432 |
|
2.618 |
1.2393 |
|
1.618 |
1.2369 |
|
1.000 |
1.2354 |
|
0.618 |
1.2345 |
|
HIGH |
1.2330 |
|
0.618 |
1.2321 |
|
0.500 |
1.2318 |
|
0.382 |
1.2315 |
|
LOW |
1.2306 |
|
0.618 |
1.2291 |
|
1.000 |
1.2282 |
|
1.618 |
1.2267 |
|
2.618 |
1.2243 |
|
4.250 |
1.2204 |
|
|
| Fisher Pivots for day following 05-Mar-2012 |
| Pivot |
1 day |
3 day |
| R1 |
1.2318 |
1.2306 |
| PP |
1.2314 |
1.2305 |
| S1 |
1.2310 |
1.2305 |
|