CME Japanese Yen Future December 2012
| Trading Metrics calculated at close of trading on 15-Mar-2012 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
14-Mar-2012 |
15-Mar-2012 |
Change |
Change % |
Previous Week |
| Open |
1.1989 |
1.2033 |
0.0044 |
0.4% |
1.2326 |
| High |
1.1989 |
1.2033 |
0.0044 |
0.4% |
1.2431 |
| Low |
1.1989 |
1.2033 |
0.0044 |
0.4% |
1.2155 |
| Close |
1.1989 |
1.2033 |
0.0044 |
0.4% |
1.2155 |
| Range |
|
|
|
|
|
| ATR |
0.0076 |
0.0074 |
-0.0002 |
-3.0% |
0.0000 |
| Volume |
19 |
19 |
0 |
0.0% |
5 |
|
| Daily Pivots for day following 15-Mar-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.2033 |
1.2033 |
1.2033 |
|
| R3 |
1.2033 |
1.2033 |
1.2033 |
|
| R2 |
1.2033 |
1.2033 |
1.2033 |
|
| R1 |
1.2033 |
1.2033 |
1.2033 |
1.2033 |
| PP |
1.2033 |
1.2033 |
1.2033 |
1.2033 |
| S1 |
1.2033 |
1.2033 |
1.2033 |
1.2033 |
| S2 |
1.2033 |
1.2033 |
1.2033 |
|
| S3 |
1.2033 |
1.2033 |
1.2033 |
|
| S4 |
1.2033 |
1.2033 |
1.2033 |
|
|
| Weekly Pivots for week ending 09-Mar-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.3075 |
1.2891 |
1.2307 |
|
| R3 |
1.2799 |
1.2615 |
1.2231 |
|
| R2 |
1.2523 |
1.2523 |
1.2206 |
|
| R1 |
1.2339 |
1.2339 |
1.2180 |
1.2293 |
| PP |
1.2247 |
1.2247 |
1.2247 |
1.2224 |
| S1 |
1.2063 |
1.2063 |
1.2130 |
1.2017 |
| S2 |
1.1971 |
1.1971 |
1.2104 |
|
| S3 |
1.1695 |
1.1787 |
1.2079 |
|
| S4 |
1.1419 |
1.1511 |
1.2003 |
|
|
|
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.2033 |
|
2.618 |
1.2033 |
|
1.618 |
1.2033 |
|
1.000 |
1.2033 |
|
0.618 |
1.2033 |
|
HIGH |
1.2033 |
|
0.618 |
1.2033 |
|
0.500 |
1.2033 |
|
0.382 |
1.2033 |
|
LOW |
1.2033 |
|
0.618 |
1.2033 |
|
1.000 |
1.2033 |
|
1.618 |
1.2033 |
|
2.618 |
1.2033 |
|
4.250 |
1.2033 |
|
|
| Fisher Pivots for day following 15-Mar-2012 |
| Pivot |
1 day |
3 day |
| R1 |
1.2033 |
1.2049 |
| PP |
1.2033 |
1.2044 |
| S1 |
1.2033 |
1.2038 |
|