CME Japanese Yen Future March 2012
| Trading Metrics calculated at close of trading on 15-Mar-2012 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
14-Mar-2012 |
15-Mar-2012 |
Change |
Change % |
Previous Week |
| Open |
1.2064 |
1.1946 |
-0.0118 |
-1.0% |
1.2218 |
| High |
1.2067 |
1.2023 |
-0.0044 |
-0.4% |
1.2411 |
| Low |
1.1929 |
1.1879 |
-0.0050 |
-0.4% |
1.2100 |
| Close |
1.1947 |
1.1992 |
0.0045 |
0.4% |
1.2115 |
| Range |
0.0138 |
0.0144 |
0.0006 |
4.3% |
0.0311 |
| ATR |
0.0117 |
0.0119 |
0.0002 |
1.6% |
0.0000 |
| Volume |
113,793 |
108,003 |
-5,790 |
-5.1% |
509,612 |
|
| Daily Pivots for day following 15-Mar-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.2397 |
1.2338 |
1.2071 |
|
| R3 |
1.2253 |
1.2194 |
1.2032 |
|
| R2 |
1.2109 |
1.2109 |
1.2018 |
|
| R1 |
1.2050 |
1.2050 |
1.2005 |
1.2080 |
| PP |
1.1965 |
1.1965 |
1.1965 |
1.1979 |
| S1 |
1.1906 |
1.1906 |
1.1979 |
1.1936 |
| S2 |
1.1821 |
1.1821 |
1.1966 |
|
| S3 |
1.1677 |
1.1762 |
1.1952 |
|
| S4 |
1.1533 |
1.1618 |
1.1913 |
|
|
| 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 |
1.2276 |
1.1879 |
0.0397 |
3.3% |
0.0137 |
1.1% |
28% |
False |
True |
115,122 |
| 10 |
1.2411 |
1.1879 |
0.0532 |
4.4% |
0.0126 |
1.1% |
21% |
False |
True |
103,164 |
| 20 |
1.2762 |
1.1879 |
0.0883 |
7.4% |
0.0128 |
1.1% |
13% |
False |
True |
98,769 |
| 40 |
1.3160 |
1.1879 |
0.1281 |
10.7% |
0.0108 |
0.9% |
9% |
False |
True |
89,081 |
| 60 |
1.3160 |
1.1879 |
0.1281 |
10.7% |
0.0094 |
0.8% |
9% |
False |
True |
75,890 |
| 80 |
1.3160 |
1.1879 |
0.1281 |
10.7% |
0.0088 |
0.7% |
9% |
False |
True |
59,891 |
| 100 |
1.3279 |
1.1879 |
0.1400 |
11.7% |
0.0090 |
0.8% |
8% |
False |
True |
47,950 |
| 120 |
1.3279 |
1.1879 |
0.1400 |
11.7% |
0.0085 |
0.7% |
8% |
False |
True |
39,967 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.2635 |
|
2.618 |
1.2400 |
|
1.618 |
1.2256 |
|
1.000 |
1.2167 |
|
0.618 |
1.2112 |
|
HIGH |
1.2023 |
|
0.618 |
1.1968 |
|
0.500 |
1.1951 |
|
0.382 |
1.1934 |
|
LOW |
1.1879 |
|
0.618 |
1.1790 |
|
1.000 |
1.1735 |
|
1.618 |
1.1646 |
|
2.618 |
1.1502 |
|
4.250 |
1.1267 |
|
|
| Fisher Pivots for day following 15-Mar-2012 |
| Pivot |
1 day |
3 day |
| R1 |
1.1978 |
1.2040 |
| PP |
1.1965 |
1.2024 |
| S1 |
1.1951 |
1.2008 |
|