CME Japanese Yen Future September 2012
| Trading Metrics calculated at close of trading on 09-Mar-2012 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
08-Mar-2012 |
09-Mar-2012 |
Change |
Change % |
Previous Week |
| Open |
1.2277 |
1.2154 |
-0.0123 |
-1.0% |
1.2310 |
| High |
1.2277 |
1.2159 |
-0.0118 |
-1.0% |
1.2416 |
| Low |
1.2277 |
1.2135 |
-0.0142 |
-1.2% |
1.2135 |
| Close |
1.2277 |
1.2136 |
-0.0141 |
-1.1% |
1.2136 |
| Range |
0.0000 |
0.0024 |
0.0024 |
|
0.0281 |
| ATR |
0.0078 |
0.0083 |
0.0005 |
5.8% |
0.0000 |
| Volume |
2 |
2 |
0 |
0.0% |
13 |
|
| Daily Pivots for day following 09-Mar-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.2215 |
1.2200 |
1.2149 |
|
| R3 |
1.2191 |
1.2176 |
1.2143 |
|
| R2 |
1.2167 |
1.2167 |
1.2140 |
|
| R1 |
1.2152 |
1.2152 |
1.2138 |
1.2148 |
| PP |
1.2143 |
1.2143 |
1.2143 |
1.2141 |
| S1 |
1.2128 |
1.2128 |
1.2134 |
1.2124 |
| S2 |
1.2119 |
1.2119 |
1.2132 |
|
| S3 |
1.2095 |
1.2104 |
1.2129 |
|
| S4 |
1.2071 |
1.2080 |
1.2123 |
|
|
| Weekly Pivots for week ending 09-Mar-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.3072 |
1.2885 |
1.2291 |
|
| R3 |
1.2791 |
1.2604 |
1.2213 |
|
| R2 |
1.2510 |
1.2510 |
1.2188 |
|
| R1 |
1.2323 |
1.2323 |
1.2162 |
1.2276 |
| PP |
1.2229 |
1.2229 |
1.2229 |
1.2206 |
| S1 |
1.2042 |
1.2042 |
1.2110 |
1.1995 |
| S2 |
1.1948 |
1.1948 |
1.2084 |
|
| S3 |
1.1667 |
1.1761 |
1.2059 |
|
| S4 |
1.1386 |
1.1480 |
1.1981 |
|
|
|
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.2261 |
|
2.618 |
1.2222 |
|
1.618 |
1.2198 |
|
1.000 |
1.2183 |
|
0.618 |
1.2174 |
|
HIGH |
1.2159 |
|
0.618 |
1.2150 |
|
0.500 |
1.2147 |
|
0.382 |
1.2144 |
|
LOW |
1.2135 |
|
0.618 |
1.2120 |
|
1.000 |
1.2111 |
|
1.618 |
1.2096 |
|
2.618 |
1.2072 |
|
4.250 |
1.2033 |
|
|
| Fisher Pivots for day following 09-Mar-2012 |
| Pivot |
1 day |
3 day |
| R1 |
1.2147 |
1.2263 |
| PP |
1.2143 |
1.2220 |
| S1 |
1.2140 |
1.2178 |
|