CME Japanese Yen Future June 2012
| Trading Metrics calculated at close of trading on 23-Mar-2012 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
22-Mar-2012 |
23-Mar-2012 |
Change |
Change % |
Previous Week |
| Open |
1.1997 |
1.2121 |
0.0124 |
1.0% |
1.1999 |
| High |
1.2157 |
1.2210 |
0.0053 |
0.4% |
1.2210 |
| Low |
1.1990 |
1.2065 |
0.0075 |
0.6% |
1.1900 |
| Close |
1.2119 |
1.2132 |
0.0013 |
0.1% |
1.2132 |
| Range |
0.0167 |
0.0145 |
-0.0022 |
-13.2% |
0.0310 |
| ATR |
0.0112 |
0.0115 |
0.0002 |
2.1% |
0.0000 |
| Volume |
131,688 |
93,644 |
-38,044 |
-28.9% |
459,154 |
|
| Daily Pivots for day following 23-Mar-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.2571 |
1.2496 |
1.2212 |
|
| R3 |
1.2426 |
1.2351 |
1.2172 |
|
| R2 |
1.2281 |
1.2281 |
1.2159 |
|
| R1 |
1.2206 |
1.2206 |
1.2145 |
1.2244 |
| PP |
1.2136 |
1.2136 |
1.2136 |
1.2154 |
| S1 |
1.2061 |
1.2061 |
1.2119 |
1.2099 |
| S2 |
1.1991 |
1.1991 |
1.2105 |
|
| S3 |
1.1846 |
1.1916 |
1.2092 |
|
| S4 |
1.1701 |
1.1771 |
1.2052 |
|
|
| Weekly Pivots for week ending 23-Mar-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.3011 |
1.2881 |
1.2303 |
|
| R3 |
1.2701 |
1.2571 |
1.2217 |
|
| R2 |
1.2391 |
1.2391 |
1.2189 |
|
| R1 |
1.2261 |
1.2261 |
1.2160 |
1.2326 |
| PP |
1.2081 |
1.2081 |
1.2081 |
1.2113 |
| S1 |
1.1951 |
1.1951 |
1.2104 |
1.2016 |
| S2 |
1.1771 |
1.1771 |
1.2075 |
|
| S3 |
1.1461 |
1.1641 |
1.2047 |
|
| S4 |
1.1151 |
1.1331 |
1.1962 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1.2210 |
1.1900 |
0.0310 |
2.6% |
0.0116 |
1.0% |
75% |
True |
False |
91,830 |
| 10 |
1.2213 |
1.1889 |
0.0324 |
2.7% |
0.0120 |
1.0% |
75% |
False |
False |
73,269 |
| 20 |
1.2512 |
1.1889 |
0.0623 |
5.1% |
0.0125 |
1.0% |
39% |
False |
False |
39,625 |
| 40 |
1.3174 |
1.1889 |
0.1285 |
10.6% |
0.0103 |
0.8% |
19% |
False |
False |
19,974 |
| 60 |
1.3174 |
1.1889 |
0.1285 |
10.6% |
0.0084 |
0.7% |
19% |
False |
False |
13,328 |
| 80 |
1.3174 |
1.1889 |
0.1285 |
10.6% |
0.0066 |
0.5% |
19% |
False |
False |
10,001 |
| 100 |
1.3174 |
1.1889 |
0.1285 |
10.6% |
0.0055 |
0.4% |
19% |
False |
False |
8,001 |
| 120 |
1.3257 |
1.1889 |
0.1368 |
11.3% |
0.0045 |
0.4% |
18% |
False |
False |
6,668 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.2826 |
|
2.618 |
1.2590 |
|
1.618 |
1.2445 |
|
1.000 |
1.2355 |
|
0.618 |
1.2300 |
|
HIGH |
1.2210 |
|
0.618 |
1.2155 |
|
0.500 |
1.2138 |
|
0.382 |
1.2120 |
|
LOW |
1.2065 |
|
0.618 |
1.1975 |
|
1.000 |
1.1920 |
|
1.618 |
1.1830 |
|
2.618 |
1.1685 |
|
4.250 |
1.1449 |
|
|
| Fisher Pivots for day following 23-Mar-2012 |
| Pivot |
1 day |
3 day |
| R1 |
1.2138 |
1.2106 |
| PP |
1.2136 |
1.2081 |
| S1 |
1.2134 |
1.2055 |
|