CME Japanese Yen Future September 2012
| Trading Metrics calculated at close of trading on 12-Mar-2012 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
09-Mar-2012 |
12-Mar-2012 |
Change |
Change % |
Previous Week |
| Open |
1.2154 |
1.2198 |
0.0044 |
0.4% |
1.2310 |
| High |
1.2159 |
1.2205 |
0.0046 |
0.4% |
1.2416 |
| Low |
1.2135 |
1.2178 |
0.0043 |
0.4% |
1.2135 |
| Close |
1.2136 |
1.2178 |
0.0042 |
0.3% |
1.2136 |
| Range |
0.0024 |
0.0027 |
0.0003 |
12.5% |
0.0281 |
| ATR |
0.0083 |
0.0082 |
-0.0001 |
-1.2% |
0.0000 |
| Volume |
2 |
9 |
7 |
350.0% |
13 |
|
| Daily Pivots for day following 12-Mar-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.2268 |
1.2250 |
1.2193 |
|
| R3 |
1.2241 |
1.2223 |
1.2185 |
|
| R2 |
1.2214 |
1.2214 |
1.2183 |
|
| R1 |
1.2196 |
1.2196 |
1.2180 |
1.2192 |
| PP |
1.2187 |
1.2187 |
1.2187 |
1.2185 |
| S1 |
1.2169 |
1.2169 |
1.2176 |
1.2165 |
| S2 |
1.2160 |
1.2160 |
1.2173 |
|
| S3 |
1.2133 |
1.2142 |
1.2171 |
|
| S4 |
1.2106 |
1.2115 |
1.2163 |
|
|
| 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 |
1.2320 |
|
2.618 |
1.2276 |
|
1.618 |
1.2249 |
|
1.000 |
1.2232 |
|
0.618 |
1.2222 |
|
HIGH |
1.2205 |
|
0.618 |
1.2195 |
|
0.500 |
1.2192 |
|
0.382 |
1.2188 |
|
LOW |
1.2178 |
|
0.618 |
1.2161 |
|
1.000 |
1.2151 |
|
1.618 |
1.2134 |
|
2.618 |
1.2107 |
|
4.250 |
1.2063 |
|
|
| Fisher Pivots for day following 12-Mar-2012 |
| Pivot |
1 day |
3 day |
| R1 |
1.2192 |
1.2206 |
| PP |
1.2187 |
1.2197 |
| S1 |
1.2183 |
1.2187 |
|