CME Japanese Yen Future September 2012
Trading Metrics calculated at close of trading on 13-Mar-2012 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
12-Mar-2012 |
13-Mar-2012 |
Change |
Change % |
Previous Week |
Open |
1.2198 |
1.2090 |
-0.0108 |
-0.9% |
1.2310 |
High |
1.2205 |
1.2090 |
-0.0115 |
-0.9% |
1.2416 |
Low |
1.2178 |
1.2090 |
-0.0088 |
-0.7% |
1.2135 |
Close |
1.2178 |
1.2090 |
-0.0088 |
-0.7% |
1.2136 |
Range |
0.0027 |
0.0000 |
-0.0027 |
-100.0% |
0.0281 |
ATR |
0.0082 |
0.0082 |
0.0000 |
0.5% |
0.0000 |
Volume |
9 |
13 |
4 |
44.4% |
13 |
|
Daily Pivots for day following 13-Mar-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1.2090 |
1.2090 |
1.2090 |
|
R3 |
1.2090 |
1.2090 |
1.2090 |
|
R2 |
1.2090 |
1.2090 |
1.2090 |
|
R1 |
1.2090 |
1.2090 |
1.2090 |
1.2090 |
PP |
1.2090 |
1.2090 |
1.2090 |
1.2090 |
S1 |
1.2090 |
1.2090 |
1.2090 |
1.2090 |
S2 |
1.2090 |
1.2090 |
1.2090 |
|
S3 |
1.2090 |
1.2090 |
1.2090 |
|
S4 |
1.2090 |
1.2090 |
1.2090 |
|
|
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 |
1.2090 |
2.618 |
1.2090 |
1.618 |
1.2090 |
1.000 |
1.2090 |
0.618 |
1.2090 |
HIGH |
1.2090 |
0.618 |
1.2090 |
0.500 |
1.2090 |
0.382 |
1.2090 |
LOW |
1.2090 |
0.618 |
1.2090 |
1.000 |
1.2090 |
1.618 |
1.2090 |
2.618 |
1.2090 |
4.250 |
1.2090 |
|
|
Fisher Pivots for day following 13-Mar-2012 |
Pivot |
1 day |
3 day |
R1 |
1.2090 |
1.2148 |
PP |
1.2090 |
1.2128 |
S1 |
1.2090 |
1.2109 |
|