CME Japanese Yen Future September 2012
| Trading Metrics calculated at close of trading on 07-Mar-2012 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
06-Mar-2012 |
07-Mar-2012 |
Change |
Change % |
Previous Week |
| Open |
1.2360 |
1.2390 |
0.0030 |
0.2% |
1.2460 |
| High |
1.2416 |
1.2390 |
-0.0026 |
-0.2% |
1.2525 |
| Low |
1.2360 |
1.2341 |
-0.0019 |
-0.2% |
1.2250 |
| Close |
1.2410 |
1.2341 |
-0.0069 |
-0.6% |
1.2250 |
| Range |
0.0056 |
0.0049 |
-0.0007 |
-12.5% |
0.0275 |
| ATR |
0.0080 |
0.0080 |
-0.0001 |
-1.0% |
0.0000 |
| Volume |
4 |
3 |
-1 |
-25.0% |
46 |
|
| Daily Pivots for day following 07-Mar-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.2504 |
1.2472 |
1.2368 |
|
| R3 |
1.2455 |
1.2423 |
1.2354 |
|
| R2 |
1.2406 |
1.2406 |
1.2350 |
|
| R1 |
1.2374 |
1.2374 |
1.2345 |
1.2366 |
| PP |
1.2357 |
1.2357 |
1.2357 |
1.2353 |
| S1 |
1.2325 |
1.2325 |
1.2337 |
1.2317 |
| S2 |
1.2308 |
1.2308 |
1.2332 |
|
| S3 |
1.2259 |
1.2276 |
1.2328 |
|
| S4 |
1.2210 |
1.2227 |
1.2314 |
|
|
| 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 |
1.2598 |
|
2.618 |
1.2518 |
|
1.618 |
1.2469 |
|
1.000 |
1.2439 |
|
0.618 |
1.2420 |
|
HIGH |
1.2390 |
|
0.618 |
1.2371 |
|
0.500 |
1.2366 |
|
0.382 |
1.2360 |
|
LOW |
1.2341 |
|
0.618 |
1.2311 |
|
1.000 |
1.2292 |
|
1.618 |
1.2262 |
|
2.618 |
1.2213 |
|
4.250 |
1.2133 |
|
|
| Fisher Pivots for day following 07-Mar-2012 |
| Pivot |
1 day |
3 day |
| R1 |
1.2366 |
1.2361 |
| PP |
1.2357 |
1.2354 |
| S1 |
1.2349 |
1.2348 |
|