CME Japanese Yen Future December 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 |
1.2214 |
1.2326 |
0.0112 |
0.9% |
1.2484 |
| High |
1.2269 |
1.2326 |
0.0057 |
0.5% |
1.2484 |
| Low |
1.2214 |
1.2326 |
0.0112 |
0.9% |
1.2214 |
| Close |
1.2269 |
1.2326 |
0.0057 |
0.5% |
1.2269 |
| Range |
0.0055 |
0.0000 |
-0.0055 |
-100.0% |
0.0270 |
| ATR |
0.0064 |
0.0063 |
0.0000 |
-0.7% |
0.0000 |
| Volume |
3 |
1 |
-2 |
-66.7% |
15 |
|
| Daily Pivots for day following 05-Mar-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.2326 |
1.2326 |
1.2326 |
|
| R3 |
1.2326 |
1.2326 |
1.2326 |
|
| R2 |
1.2326 |
1.2326 |
1.2326 |
|
| R1 |
1.2326 |
1.2326 |
1.2326 |
1.2326 |
| PP |
1.2326 |
1.2326 |
1.2326 |
1.2326 |
| S1 |
1.2326 |
1.2326 |
1.2326 |
1.2326 |
| S2 |
1.2326 |
1.2326 |
1.2326 |
|
| S3 |
1.2326 |
1.2326 |
1.2326 |
|
| S4 |
1.2326 |
1.2326 |
1.2326 |
|
|
| Weekly Pivots for week ending 02-Mar-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.3132 |
1.2971 |
1.2418 |
|
| R3 |
1.2862 |
1.2701 |
1.2343 |
|
| R2 |
1.2592 |
1.2592 |
1.2319 |
|
| R1 |
1.2431 |
1.2431 |
1.2294 |
1.2377 |
| PP |
1.2322 |
1.2322 |
1.2322 |
1.2295 |
| S1 |
1.2161 |
1.2161 |
1.2244 |
1.2107 |
| S2 |
1.2052 |
1.2052 |
1.2220 |
|
| S3 |
1.1782 |
1.1891 |
1.2195 |
|
| S4 |
1.1512 |
1.1621 |
1.2121 |
|
|
|
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.2326 |
|
2.618 |
1.2326 |
|
1.618 |
1.2326 |
|
1.000 |
1.2326 |
|
0.618 |
1.2326 |
|
HIGH |
1.2326 |
|
0.618 |
1.2326 |
|
0.500 |
1.2326 |
|
0.382 |
1.2326 |
|
LOW |
1.2326 |
|
0.618 |
1.2326 |
|
1.000 |
1.2326 |
|
1.618 |
1.2326 |
|
2.618 |
1.2326 |
|
4.250 |
1.2326 |
|
|
| Fisher Pivots for day following 05-Mar-2012 |
| Pivot |
1 day |
3 day |
| R1 |
1.2326 |
1.2316 |
| PP |
1.2326 |
1.2307 |
| S1 |
1.2326 |
1.2297 |
|