CME Japanese Yen Future June 2012
| Trading Metrics calculated at close of trading on 01-Mar-2012 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
29-Feb-2012 |
01-Mar-2012 |
Change |
Change % |
Previous Week |
| Open |
1.2435 |
1.2318 |
-0.0117 |
-0.9% |
1.2577 |
| High |
1.2473 |
1.2375 |
-0.0098 |
-0.8% |
1.2612 |
| Low |
1.2312 |
1.2302 |
-0.0010 |
-0.1% |
1.2332 |
| Close |
1.2332 |
1.2346 |
0.0014 |
0.1% |
1.2364 |
| Range |
0.0161 |
0.0073 |
-0.0088 |
-54.7% |
0.0280 |
| ATR |
0.0099 |
0.0097 |
-0.0002 |
-1.9% |
0.0000 |
| Volume |
512 |
2,377 |
1,865 |
364.3% |
2,063 |
|
| Daily Pivots for day following 01-Mar-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.2560 |
1.2526 |
1.2386 |
|
| R3 |
1.2487 |
1.2453 |
1.2366 |
|
| R2 |
1.2414 |
1.2414 |
1.2359 |
|
| R1 |
1.2380 |
1.2380 |
1.2353 |
1.2397 |
| PP |
1.2341 |
1.2341 |
1.2341 |
1.2350 |
| S1 |
1.2307 |
1.2307 |
1.2339 |
1.2324 |
| S2 |
1.2268 |
1.2268 |
1.2333 |
|
| S3 |
1.2195 |
1.2234 |
1.2326 |
|
| S4 |
1.2122 |
1.2161 |
1.2306 |
|
|
| Weekly Pivots for week ending 24-Feb-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.3276 |
1.3100 |
1.2518 |
|
| R3 |
1.2996 |
1.2820 |
1.2441 |
|
| R2 |
1.2716 |
1.2716 |
1.2415 |
|
| R1 |
1.2540 |
1.2540 |
1.2390 |
1.2488 |
| PP |
1.2436 |
1.2436 |
1.2436 |
1.2410 |
| S1 |
1.2260 |
1.2260 |
1.2338 |
1.2208 |
| S2 |
1.2156 |
1.2156 |
1.2313 |
|
| S3 |
1.1876 |
1.1980 |
1.2287 |
|
| S4 |
1.1596 |
1.1700 |
1.2210 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1.2523 |
1.2272 |
0.0251 |
2.0% |
0.0154 |
1.2% |
29% |
False |
False |
1,113 |
| 10 |
1.2776 |
1.2272 |
0.0504 |
4.1% |
0.0117 |
1.0% |
15% |
False |
False |
759 |
| 20 |
1.3163 |
1.2272 |
0.0891 |
7.2% |
0.0093 |
0.8% |
8% |
False |
False |
528 |
| 40 |
1.3174 |
1.2272 |
0.0902 |
7.3% |
0.0074 |
0.6% |
8% |
False |
False |
301 |
| 60 |
1.3174 |
1.2272 |
0.0902 |
7.3% |
0.0055 |
0.4% |
8% |
False |
False |
209 |
| 80 |
1.3174 |
1.2272 |
0.0902 |
7.3% |
0.0043 |
0.3% |
8% |
False |
False |
157 |
| 100 |
1.3257 |
1.2272 |
0.0985 |
8.0% |
0.0035 |
0.3% |
8% |
False |
False |
126 |
| 120 |
1.3257 |
1.2272 |
0.0985 |
8.0% |
0.0030 |
0.2% |
8% |
False |
False |
106 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.2685 |
|
2.618 |
1.2566 |
|
1.618 |
1.2493 |
|
1.000 |
1.2448 |
|
0.618 |
1.2420 |
|
HIGH |
1.2375 |
|
0.618 |
1.2347 |
|
0.500 |
1.2339 |
|
0.382 |
1.2330 |
|
LOW |
1.2302 |
|
0.618 |
1.2257 |
|
1.000 |
1.2229 |
|
1.618 |
1.2184 |
|
2.618 |
1.2111 |
|
4.250 |
1.1992 |
|
|
| Fisher Pivots for day following 01-Mar-2012 |
| Pivot |
1 day |
3 day |
| R1 |
1.2344 |
1.2407 |
| PP |
1.2341 |
1.2387 |
| S1 |
1.2339 |
1.2366 |
|