CME Japanese Yen Future March 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 |
1.2327 |
1.2218 |
-0.0109 |
-0.9% |
1.2260 |
| High |
1.2334 |
1.2324 |
-0.0010 |
-0.1% |
1.2499 |
| Low |
1.2214 |
1.2216 |
0.0002 |
0.0% |
1.2214 |
| Close |
1.2225 |
1.2279 |
0.0054 |
0.4% |
1.2225 |
| Range |
0.0120 |
0.0108 |
-0.0012 |
-10.0% |
0.0285 |
| ATR |
0.0110 |
0.0110 |
0.0000 |
-0.1% |
0.0000 |
| Volume |
85,451 |
78,490 |
-6,961 |
-8.1% |
498,352 |
|
| Daily Pivots for day following 05-Mar-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.2597 |
1.2546 |
1.2338 |
|
| R3 |
1.2489 |
1.2438 |
1.2309 |
|
| R2 |
1.2381 |
1.2381 |
1.2299 |
|
| R1 |
1.2330 |
1.2330 |
1.2289 |
1.2356 |
| PP |
1.2273 |
1.2273 |
1.2273 |
1.2286 |
| S1 |
1.2222 |
1.2222 |
1.2269 |
1.2248 |
| S2 |
1.2165 |
1.2165 |
1.2259 |
|
| S3 |
1.2057 |
1.2114 |
1.2249 |
|
| S4 |
1.1949 |
1.2006 |
1.2220 |
|
|
| Weekly Pivots for week ending 02-Mar-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.3168 |
1.2981 |
1.2382 |
|
| R3 |
1.2883 |
1.2696 |
1.2303 |
|
| R2 |
1.2598 |
1.2598 |
1.2277 |
|
| R1 |
1.2411 |
1.2411 |
1.2251 |
1.2362 |
| PP |
1.2313 |
1.2313 |
1.2313 |
1.2288 |
| S1 |
1.2126 |
1.2126 |
1.2199 |
1.2077 |
| S2 |
1.2028 |
1.2028 |
1.2173 |
|
| S3 |
1.1743 |
1.1841 |
1.2147 |
|
| S4 |
1.1458 |
1.1556 |
1.2068 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1.2499 |
1.2214 |
0.0285 |
2.3% |
0.0119 |
1.0% |
23% |
False |
False |
93,159 |
| 10 |
1.2603 |
1.2214 |
0.0389 |
3.2% |
0.0129 |
1.0% |
17% |
False |
False |
94,703 |
| 20 |
1.3077 |
1.2214 |
0.0863 |
7.0% |
0.0112 |
0.9% |
8% |
False |
False |
86,040 |
| 40 |
1.3160 |
1.2214 |
0.0946 |
7.7% |
0.0092 |
0.7% |
7% |
False |
False |
78,190 |
| 60 |
1.3160 |
1.2214 |
0.0946 |
7.7% |
0.0086 |
0.7% |
7% |
False |
False |
64,876 |
| 80 |
1.3160 |
1.2214 |
0.0946 |
7.7% |
0.0081 |
0.7% |
7% |
False |
False |
49,055 |
| 100 |
1.3279 |
1.2214 |
0.1065 |
8.7% |
0.0086 |
0.7% |
6% |
False |
False |
39,277 |
| 120 |
1.3279 |
1.2214 |
0.1065 |
8.7% |
0.0079 |
0.6% |
6% |
False |
False |
32,739 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.2783 |
|
2.618 |
1.2607 |
|
1.618 |
1.2499 |
|
1.000 |
1.2432 |
|
0.618 |
1.2391 |
|
HIGH |
1.2324 |
|
0.618 |
1.2283 |
|
0.500 |
1.2270 |
|
0.382 |
1.2257 |
|
LOW |
1.2216 |
|
0.618 |
1.2149 |
|
1.000 |
1.2108 |
|
1.618 |
1.2041 |
|
2.618 |
1.1933 |
|
4.250 |
1.1757 |
|
|
| Fisher Pivots for day following 05-Mar-2012 |
| Pivot |
1 day |
3 day |
| R1 |
1.2276 |
1.2294 |
| PP |
1.2273 |
1.2289 |
| S1 |
1.2270 |
1.2284 |
|