CME Japanese Yen Future March 2012
| Trading Metrics calculated at close of trading on 14-Mar-2012 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
13-Mar-2012 |
14-Mar-2012 |
Change |
Change % |
Previous Week |
| Open |
1.2152 |
1.2064 |
-0.0088 |
-0.7% |
1.2218 |
| High |
1.2201 |
1.2067 |
-0.0134 |
-1.1% |
1.2411 |
| Low |
1.2036 |
1.1929 |
-0.0107 |
-0.9% |
1.2100 |
| Close |
1.2065 |
1.1947 |
-0.0118 |
-1.0% |
1.2115 |
| Range |
0.0165 |
0.0138 |
-0.0027 |
-16.4% |
0.0311 |
| ATR |
0.0116 |
0.0117 |
0.0002 |
1.4% |
0.0000 |
| Volume |
141,019 |
113,793 |
-27,226 |
-19.3% |
509,612 |
|
| Daily Pivots for day following 14-Mar-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.2395 |
1.2309 |
1.2023 |
|
| R3 |
1.2257 |
1.2171 |
1.1985 |
|
| R2 |
1.2119 |
1.2119 |
1.1972 |
|
| R1 |
1.2033 |
1.2033 |
1.1960 |
1.2007 |
| PP |
1.1981 |
1.1981 |
1.1981 |
1.1968 |
| S1 |
1.1895 |
1.1895 |
1.1934 |
1.1869 |
| S2 |
1.1843 |
1.1843 |
1.1922 |
|
| S3 |
1.1705 |
1.1757 |
1.1909 |
|
| S4 |
1.1567 |
1.1619 |
1.1871 |
|
|
| 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 |
1.2333 |
1.1929 |
0.0404 |
3.4% |
0.0128 |
1.1% |
4% |
False |
True |
114,252 |
| 10 |
1.2411 |
1.1929 |
0.0482 |
4.0% |
0.0120 |
1.0% |
4% |
False |
True |
101,357 |
| 20 |
1.2794 |
1.1929 |
0.0865 |
7.2% |
0.0124 |
1.0% |
2% |
False |
True |
97,778 |
| 40 |
1.3160 |
1.1929 |
0.1231 |
10.3% |
0.0105 |
0.9% |
1% |
False |
True |
87,864 |
| 60 |
1.3160 |
1.1929 |
0.1231 |
10.3% |
0.0093 |
0.8% |
1% |
False |
True |
74,968 |
| 80 |
1.3160 |
1.1929 |
0.1231 |
10.3% |
0.0087 |
0.7% |
1% |
False |
True |
58,543 |
| 100 |
1.3279 |
1.1929 |
0.1350 |
11.3% |
0.0089 |
0.7% |
1% |
False |
True |
46,871 |
| 120 |
1.3279 |
1.1929 |
0.1350 |
11.3% |
0.0085 |
0.7% |
1% |
False |
True |
39,068 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.2654 |
|
2.618 |
1.2428 |
|
1.618 |
1.2290 |
|
1.000 |
1.2205 |
|
0.618 |
1.2152 |
|
HIGH |
1.2067 |
|
0.618 |
1.2014 |
|
0.500 |
1.1998 |
|
0.382 |
1.1982 |
|
LOW |
1.1929 |
|
0.618 |
1.1844 |
|
1.000 |
1.1791 |
|
1.618 |
1.1706 |
|
2.618 |
1.1568 |
|
4.250 |
1.1343 |
|
|
| Fisher Pivots for day following 14-Mar-2012 |
| Pivot |
1 day |
3 day |
| R1 |
1.1998 |
1.2065 |
| PP |
1.1981 |
1.2026 |
| S1 |
1.1964 |
1.1986 |
|