CME Japanese Yen Future September 2012
| Trading Metrics calculated at close of trading on 21-Mar-2012 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
20-Mar-2012 |
21-Mar-2012 |
Change |
Change % |
Previous Week |
| Open |
1.2025 |
1.1958 |
-0.0067 |
-0.6% |
1.2198 |
| High |
1.2032 |
1.2017 |
-0.0015 |
-0.1% |
1.2205 |
| Low |
1.1971 |
1.1927 |
-0.0044 |
-0.4% |
1.1915 |
| Close |
1.1971 |
1.2003 |
0.0032 |
0.3% |
1.2018 |
| Range |
0.0061 |
0.0090 |
0.0029 |
47.5% |
0.0290 |
| ATR |
0.0081 |
0.0082 |
0.0001 |
0.8% |
0.0000 |
| Volume |
9 |
12 |
3 |
33.3% |
131 |
|
| Daily Pivots for day following 21-Mar-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.2252 |
1.2218 |
1.2053 |
|
| R3 |
1.2162 |
1.2128 |
1.2028 |
|
| R2 |
1.2072 |
1.2072 |
1.2020 |
|
| R1 |
1.2038 |
1.2038 |
1.2011 |
1.2055 |
| PP |
1.1982 |
1.1982 |
1.1982 |
1.1991 |
| S1 |
1.1948 |
1.1948 |
1.1995 |
1.1965 |
| S2 |
1.1892 |
1.1892 |
1.1987 |
|
| S3 |
1.1802 |
1.1858 |
1.1978 |
|
| S4 |
1.1712 |
1.1768 |
1.1954 |
|
|
| Weekly Pivots for week ending 16-Mar-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.2916 |
1.2757 |
1.2178 |
|
| R3 |
1.2626 |
1.2467 |
1.2098 |
|
| R2 |
1.2336 |
1.2336 |
1.2071 |
|
| R1 |
1.2177 |
1.2177 |
1.2045 |
1.2112 |
| PP |
1.2046 |
1.2046 |
1.2046 |
1.2013 |
| S1 |
1.1887 |
1.1887 |
1.1991 |
1.1822 |
| S2 |
1.1756 |
1.1756 |
1.1965 |
|
| S3 |
1.1466 |
1.1597 |
1.1938 |
|
| S4 |
1.1176 |
1.1307 |
1.1859 |
|
|
|
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.2400 |
|
2.618 |
1.2253 |
|
1.618 |
1.2163 |
|
1.000 |
1.2107 |
|
0.618 |
1.2073 |
|
HIGH |
1.2017 |
|
0.618 |
1.1983 |
|
0.500 |
1.1972 |
|
0.382 |
1.1961 |
|
LOW |
1.1927 |
|
0.618 |
1.1871 |
|
1.000 |
1.1837 |
|
1.618 |
1.1781 |
|
2.618 |
1.1691 |
|
4.250 |
1.1545 |
|
|
| Fisher Pivots for day following 21-Mar-2012 |
| Pivot |
1 day |
3 day |
| R1 |
1.1993 |
1.1998 |
| PP |
1.1982 |
1.1993 |
| S1 |
1.1972 |
1.1989 |
|