CME Japanese Yen Future December 2012
| Trading Metrics calculated at close of trading on 20-Mar-2012 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
19-Mar-2012 |
20-Mar-2012 |
Change |
Change % |
Previous Week |
| Open |
1.2030 |
1.1995 |
-0.0035 |
-0.3% |
1.2191 |
| High |
1.2030 |
1.1995 |
-0.0035 |
-0.3% |
1.2226 |
| Low |
1.2030 |
1.1980 |
-0.0050 |
-0.4% |
1.1989 |
| Close |
1.2030 |
1.1989 |
-0.0041 |
-0.3% |
1.2035 |
| Range |
0.0000 |
0.0015 |
0.0015 |
|
0.0237 |
| ATR |
0.0066 |
0.0065 |
-0.0001 |
-1.7% |
0.0000 |
| Volume |
5 |
5 |
0 |
0.0% |
77 |
|
| Daily Pivots for day following 20-Mar-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.2033 |
1.2026 |
1.1997 |
|
| R3 |
1.2018 |
1.2011 |
1.1993 |
|
| R2 |
1.2003 |
1.2003 |
1.1992 |
|
| R1 |
1.1996 |
1.1996 |
1.1990 |
1.1992 |
| PP |
1.1988 |
1.1988 |
1.1988 |
1.1986 |
| S1 |
1.1981 |
1.1981 |
1.1988 |
1.1977 |
| S2 |
1.1973 |
1.1973 |
1.1986 |
|
| S3 |
1.1958 |
1.1966 |
1.1985 |
|
| S4 |
1.1943 |
1.1951 |
1.1981 |
|
|
| Weekly Pivots for week ending 16-Mar-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.2794 |
1.2652 |
1.2165 |
|
| R3 |
1.2557 |
1.2415 |
1.2100 |
|
| R2 |
1.2320 |
1.2320 |
1.2078 |
|
| R1 |
1.2178 |
1.2178 |
1.2057 |
1.2131 |
| PP |
1.2083 |
1.2083 |
1.2083 |
1.2060 |
| S1 |
1.1941 |
1.1941 |
1.2013 |
1.1894 |
| S2 |
1.1846 |
1.1846 |
1.1992 |
|
| S3 |
1.1609 |
1.1704 |
1.1970 |
|
| S4 |
1.1372 |
1.1467 |
1.1905 |
|
|
|
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.2059 |
|
2.618 |
1.2034 |
|
1.618 |
1.2019 |
|
1.000 |
1.2010 |
|
0.618 |
1.2004 |
|
HIGH |
1.1995 |
|
0.618 |
1.1989 |
|
0.500 |
1.1988 |
|
0.382 |
1.1986 |
|
LOW |
1.1980 |
|
0.618 |
1.1971 |
|
1.000 |
1.1965 |
|
1.618 |
1.1956 |
|
2.618 |
1.1941 |
|
4.250 |
1.1916 |
|
|
| Fisher Pivots for day following 20-Mar-2012 |
| Pivot |
1 day |
3 day |
| R1 |
1.1989 |
1.2008 |
| PP |
1.1988 |
1.2001 |
| S1 |
1.1988 |
1.1995 |
|