CME Japanese Yen Future December 2012
| Trading Metrics calculated at close of trading on 23-Mar-2012 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
22-Mar-2012 |
23-Mar-2012 |
Change |
Change % |
Previous Week |
| Open |
1.2150 |
1.2163 |
0.0013 |
0.1% |
1.2030 |
| High |
1.2150 |
1.2163 |
0.0013 |
0.1% |
1.2163 |
| Low |
1.2150 |
1.2163 |
0.0013 |
0.1% |
1.1980 |
| Close |
1.2150 |
1.2163 |
0.0013 |
0.1% |
1.2163 |
| Range |
|
|
|
|
|
| ATR |
0.0067 |
0.0063 |
-0.0004 |
-5.8% |
0.0000 |
| Volume |
2 |
2 |
0 |
0.0% |
16 |
|
| Daily Pivots for day following 23-Mar-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.2163 |
1.2163 |
1.2163 |
|
| R3 |
1.2163 |
1.2163 |
1.2163 |
|
| R2 |
1.2163 |
1.2163 |
1.2163 |
|
| R1 |
1.2163 |
1.2163 |
1.2163 |
1.2163 |
| PP |
1.2163 |
1.2163 |
1.2163 |
1.2163 |
| S1 |
1.2163 |
1.2163 |
1.2163 |
1.2163 |
| S2 |
1.2163 |
1.2163 |
1.2163 |
|
| S3 |
1.2163 |
1.2163 |
1.2163 |
|
| S4 |
1.2163 |
1.2163 |
1.2163 |
|
|
| Weekly Pivots for week ending 23-Mar-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.2651 |
1.2590 |
1.2264 |
|
| R3 |
1.2468 |
1.2407 |
1.2213 |
|
| R2 |
1.2285 |
1.2285 |
1.2197 |
|
| R1 |
1.2224 |
1.2224 |
1.2180 |
1.2255 |
| PP |
1.2102 |
1.2102 |
1.2102 |
1.2117 |
| S1 |
1.2041 |
1.2041 |
1.2146 |
1.2072 |
| S2 |
1.1919 |
1.1919 |
1.2129 |
|
| S3 |
1.1736 |
1.1858 |
1.2113 |
|
| S4 |
1.1553 |
1.1675 |
1.2062 |
|
|
|
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.2163 |
|
2.618 |
1.2163 |
|
1.618 |
1.2163 |
|
1.000 |
1.2163 |
|
0.618 |
1.2163 |
|
HIGH |
1.2163 |
|
0.618 |
1.2163 |
|
0.500 |
1.2163 |
|
0.382 |
1.2163 |
|
LOW |
1.2163 |
|
0.618 |
1.2163 |
|
1.000 |
1.2163 |
|
1.618 |
1.2163 |
|
2.618 |
1.2163 |
|
4.250 |
1.2163 |
|
|
| Fisher Pivots for day following 23-Mar-2012 |
| Pivot |
1 day |
3 day |
| R1 |
1.2163 |
1.2139 |
| PP |
1.2163 |
1.2116 |
| S1 |
1.2163 |
1.2092 |
|