CME Japanese Yen Future September 2012
| Trading Metrics calculated at close of trading on 14-Mar-2012 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
13-Mar-2012 |
14-Mar-2012 |
Change |
Change % |
Previous Week |
| Open |
1.2090 |
1.1981 |
-0.0109 |
-0.9% |
1.2310 |
| High |
1.2090 |
1.1981 |
-0.0109 |
-0.9% |
1.2416 |
| Low |
1.2090 |
1.1970 |
-0.0120 |
-1.0% |
1.2135 |
| Close |
1.2090 |
1.1970 |
-0.0120 |
-1.0% |
1.2136 |
| Range |
0.0000 |
0.0011 |
0.0011 |
|
0.0281 |
| ATR |
0.0082 |
0.0085 |
0.0003 |
3.3% |
0.0000 |
| Volume |
13 |
13 |
0 |
0.0% |
13 |
|
| Daily Pivots for day following 14-Mar-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.2007 |
1.1999 |
1.1976 |
|
| R3 |
1.1996 |
1.1988 |
1.1973 |
|
| R2 |
1.1985 |
1.1985 |
1.1972 |
|
| R1 |
1.1977 |
1.1977 |
1.1971 |
1.1976 |
| PP |
1.1974 |
1.1974 |
1.1974 |
1.1973 |
| S1 |
1.1966 |
1.1966 |
1.1969 |
1.1965 |
| S2 |
1.1963 |
1.1963 |
1.1968 |
|
| S3 |
1.1952 |
1.1955 |
1.1967 |
|
| S4 |
1.1941 |
1.1944 |
1.1964 |
|
|
| 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 |
1.2028 |
|
2.618 |
1.2010 |
|
1.618 |
1.1999 |
|
1.000 |
1.1992 |
|
0.618 |
1.1988 |
|
HIGH |
1.1981 |
|
0.618 |
1.1977 |
|
0.500 |
1.1976 |
|
0.382 |
1.1974 |
|
LOW |
1.1970 |
|
0.618 |
1.1963 |
|
1.000 |
1.1959 |
|
1.618 |
1.1952 |
|
2.618 |
1.1941 |
|
4.250 |
1.1923 |
|
|
| Fisher Pivots for day following 14-Mar-2012 |
| Pivot |
1 day |
3 day |
| R1 |
1.1976 |
1.2088 |
| PP |
1.1974 |
1.2048 |
| S1 |
1.1972 |
1.2009 |
|