CME Japanese Yen Future March 2012
| Trading Metrics calculated at close of trading on 09-Mar-2012 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
08-Mar-2012 |
09-Mar-2012 |
Change |
Change % |
Previous Week |
| Open |
1.2323 |
1.2263 |
-0.0060 |
-0.5% |
1.2218 |
| High |
1.2333 |
1.2276 |
-0.0057 |
-0.5% |
1.2411 |
| Low |
1.2236 |
1.2100 |
-0.0136 |
-1.1% |
1.2100 |
| Close |
1.2252 |
1.2115 |
-0.0137 |
-1.1% |
1.2115 |
| Range |
0.0097 |
0.0176 |
0.0079 |
81.4% |
0.0311 |
| ATR |
0.0111 |
0.0115 |
0.0005 |
4.2% |
0.0000 |
| Volume |
103,651 |
139,033 |
35,382 |
34.1% |
509,612 |
|
| Daily Pivots for day following 09-Mar-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.2692 |
1.2579 |
1.2212 |
|
| R3 |
1.2516 |
1.2403 |
1.2163 |
|
| R2 |
1.2340 |
1.2340 |
1.2147 |
|
| R1 |
1.2227 |
1.2227 |
1.2131 |
1.2196 |
| PP |
1.2164 |
1.2164 |
1.2164 |
1.2148 |
| S1 |
1.2051 |
1.2051 |
1.2099 |
1.2020 |
| S2 |
1.1988 |
1.1988 |
1.2083 |
|
| S3 |
1.1812 |
1.1875 |
1.2067 |
|
| S4 |
1.1636 |
1.1699 |
1.2018 |
|
|
| Weekly Pivots for week ending 09-Mar-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.3142 |
1.2939 |
1.2286 |
|
| R3 |
1.2831 |
1.2628 |
1.2201 |
|
| R2 |
1.2520 |
1.2520 |
1.2172 |
|
| R1 |
1.2317 |
1.2317 |
1.2144 |
1.2263 |
| PP |
1.2209 |
1.2209 |
1.2209 |
1.2182 |
| S1 |
1.2006 |
1.2006 |
1.2086 |
1.1952 |
| S2 |
1.1898 |
1.1898 |
1.2058 |
|
| S3 |
1.1587 |
1.1695 |
1.2029 |
|
| S4 |
1.1276 |
1.1384 |
1.1944 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1.2411 |
1.2100 |
0.0311 |
2.6% |
0.0126 |
1.0% |
5% |
False |
True |
101,922 |
| 10 |
1.2499 |
1.2100 |
0.0399 |
3.3% |
0.0135 |
1.1% |
4% |
False |
True |
100,796 |
| 20 |
1.2930 |
1.2100 |
0.0830 |
6.9% |
0.0122 |
1.0% |
2% |
False |
True |
92,943 |
| 40 |
1.3160 |
1.2100 |
0.1060 |
8.7% |
0.0101 |
0.8% |
1% |
False |
True |
84,525 |
| 60 |
1.3160 |
1.2100 |
0.1060 |
8.7% |
0.0090 |
0.7% |
1% |
False |
True |
71,270 |
| 80 |
1.3160 |
1.2100 |
0.1060 |
8.7% |
0.0085 |
0.7% |
1% |
False |
True |
54,440 |
| 100 |
1.3279 |
1.2100 |
0.1179 |
9.7% |
0.0088 |
0.7% |
1% |
False |
True |
43,586 |
| 120 |
1.3279 |
1.2100 |
0.1179 |
9.7% |
0.0083 |
0.7% |
1% |
False |
True |
36,331 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.3024 |
|
2.618 |
1.2737 |
|
1.618 |
1.2561 |
|
1.000 |
1.2452 |
|
0.618 |
1.2385 |
|
HIGH |
1.2276 |
|
0.618 |
1.2209 |
|
0.500 |
1.2188 |
|
0.382 |
1.2167 |
|
LOW |
1.2100 |
|
0.618 |
1.1991 |
|
1.000 |
1.1924 |
|
1.618 |
1.1815 |
|
2.618 |
1.1639 |
|
4.250 |
1.1352 |
|
|
| Fisher Pivots for day following 09-Mar-2012 |
| Pivot |
1 day |
3 day |
| R1 |
1.2188 |
1.2256 |
| PP |
1.2164 |
1.2209 |
| S1 |
1.2139 |
1.2162 |
|