CME Japanese Yen Future June 2012
| Trading Metrics calculated at close of trading on 26-Mar-2012 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
23-Mar-2012 |
26-Mar-2012 |
Change |
Change % |
Previous Week |
| Open |
1.2121 |
1.2140 |
0.0019 |
0.2% |
1.1999 |
| High |
1.2210 |
1.2140 |
-0.0070 |
-0.6% |
1.2210 |
| Low |
1.2065 |
1.2056 |
-0.0009 |
-0.1% |
1.1900 |
| Close |
1.2132 |
1.2086 |
-0.0046 |
-0.4% |
1.2132 |
| Range |
0.0145 |
0.0084 |
-0.0061 |
-42.1% |
0.0310 |
| ATR |
0.0115 |
0.0113 |
-0.0002 |
-1.9% |
0.0000 |
| Volume |
93,644 |
86,261 |
-7,383 |
-7.9% |
459,154 |
|
| Daily Pivots for day following 26-Mar-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.2346 |
1.2300 |
1.2132 |
|
| R3 |
1.2262 |
1.2216 |
1.2109 |
|
| R2 |
1.2178 |
1.2178 |
1.2101 |
|
| R1 |
1.2132 |
1.2132 |
1.2094 |
1.2113 |
| PP |
1.2094 |
1.2094 |
1.2094 |
1.2085 |
| S1 |
1.2048 |
1.2048 |
1.2078 |
1.2029 |
| S2 |
1.2010 |
1.2010 |
1.2071 |
|
| S3 |
1.1926 |
1.1964 |
1.2063 |
|
| S4 |
1.1842 |
1.1880 |
1.2040 |
|
|
| 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% |
0.0117 |
1.0% |
60% |
False |
False |
93,098 |
| 10 |
1.2213 |
1.1889 |
0.0324 |
2.7% |
0.0122 |
1.0% |
61% |
False |
False |
80,293 |
| 20 |
1.2512 |
1.1889 |
0.0623 |
5.2% |
0.0118 |
1.0% |
32% |
False |
False |
43,896 |
| 40 |
1.3174 |
1.1889 |
0.1285 |
10.6% |
0.0101 |
0.8% |
15% |
False |
False |
22,128 |
| 60 |
1.3174 |
1.1889 |
0.1285 |
10.6% |
0.0085 |
0.7% |
15% |
False |
False |
14,765 |
| 80 |
1.3174 |
1.1889 |
0.1285 |
10.6% |
0.0067 |
0.6% |
15% |
False |
False |
11,080 |
| 100 |
1.3174 |
1.1889 |
0.1285 |
10.6% |
0.0054 |
0.4% |
15% |
False |
False |
8,864 |
| 120 |
1.3257 |
1.1889 |
0.1368 |
11.3% |
0.0046 |
0.4% |
14% |
False |
False |
7,387 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.2497 |
|
2.618 |
1.2360 |
|
1.618 |
1.2276 |
|
1.000 |
1.2224 |
|
0.618 |
1.2192 |
|
HIGH |
1.2140 |
|
0.618 |
1.2108 |
|
0.500 |
1.2098 |
|
0.382 |
1.2088 |
|
LOW |
1.2056 |
|
0.618 |
1.2004 |
|
1.000 |
1.1972 |
|
1.618 |
1.1920 |
|
2.618 |
1.1836 |
|
4.250 |
1.1699 |
|
|
| Fisher Pivots for day following 26-Mar-2012 |
| Pivot |
1 day |
3 day |
| R1 |
1.2098 |
1.2100 |
| PP |
1.2094 |
1.2095 |
| S1 |
1.2090 |
1.2091 |
|