CME Japanese Yen Future September 2012
| Trading Metrics calculated at close of trading on 06-Mar-2012 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
05-Mar-2012 |
06-Mar-2012 |
Change |
Change % |
Previous Week |
| Open |
1.2310 |
1.2360 |
0.0050 |
0.4% |
1.2460 |
| High |
1.2330 |
1.2416 |
0.0086 |
0.7% |
1.2525 |
| Low |
1.2306 |
1.2360 |
0.0054 |
0.4% |
1.2250 |
| Close |
1.2306 |
1.2410 |
0.0104 |
0.8% |
1.2250 |
| Range |
0.0024 |
0.0056 |
0.0032 |
133.3% |
0.0275 |
| ATR |
0.0000 |
0.0080 |
0.0080 |
|
0.0000 |
| Volume |
2 |
4 |
2 |
100.0% |
46 |
|
| Daily Pivots for day following 06-Mar-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.2563 |
1.2543 |
1.2441 |
|
| R3 |
1.2507 |
1.2487 |
1.2425 |
|
| R2 |
1.2451 |
1.2451 |
1.2420 |
|
| R1 |
1.2431 |
1.2431 |
1.2415 |
1.2441 |
| PP |
1.2395 |
1.2395 |
1.2395 |
1.2401 |
| S1 |
1.2375 |
1.2375 |
1.2405 |
1.2385 |
| S2 |
1.2339 |
1.2339 |
1.2400 |
|
| S3 |
1.2283 |
1.2319 |
1.2395 |
|
| S4 |
1.2227 |
1.2263 |
1.2379 |
|
|
| Weekly Pivots for week ending 02-Mar-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.3167 |
1.2983 |
1.2401 |
|
| R3 |
1.2892 |
1.2708 |
1.2326 |
|
| R2 |
1.2617 |
1.2617 |
1.2300 |
|
| R1 |
1.2433 |
1.2433 |
1.2275 |
1.2388 |
| PP |
1.2342 |
1.2342 |
1.2342 |
1.2319 |
| S1 |
1.2158 |
1.2158 |
1.2225 |
1.2113 |
| S2 |
1.2067 |
1.2067 |
1.2200 |
|
| S3 |
1.1792 |
1.1883 |
1.2174 |
|
| S4 |
1.1517 |
1.1608 |
1.2099 |
|
|
|
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.2654 |
|
2.618 |
1.2563 |
|
1.618 |
1.2507 |
|
1.000 |
1.2472 |
|
0.618 |
1.2451 |
|
HIGH |
1.2416 |
|
0.618 |
1.2395 |
|
0.500 |
1.2388 |
|
0.382 |
1.2381 |
|
LOW |
1.2360 |
|
0.618 |
1.2325 |
|
1.000 |
1.2304 |
|
1.618 |
1.2269 |
|
2.618 |
1.2213 |
|
4.250 |
1.2122 |
|
|
| Fisher Pivots for day following 06-Mar-2012 |
| Pivot |
1 day |
3 day |
| R1 |
1.2403 |
1.2384 |
| PP |
1.2395 |
1.2359 |
| S1 |
1.2388 |
1.2333 |
|