CME Japanese Yen Future September 2012
| Trading Metrics calculated at close of trading on 15-Mar-2012 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
14-Mar-2012 |
15-Mar-2012 |
Change |
Change % |
Previous Week |
| Open |
1.1981 |
1.1950 |
-0.0031 |
-0.3% |
1.2310 |
| High |
1.1981 |
1.2037 |
0.0056 |
0.5% |
1.2416 |
| Low |
1.1970 |
1.1915 |
-0.0055 |
-0.5% |
1.2135 |
| Close |
1.1970 |
1.2016 |
0.0046 |
0.4% |
1.2136 |
| Range |
0.0011 |
0.0122 |
0.0111 |
1,009.1% |
0.0281 |
| ATR |
0.0085 |
0.0088 |
0.0003 |
3.1% |
0.0000 |
| Volume |
13 |
75 |
62 |
476.9% |
13 |
|
| Daily Pivots for day following 15-Mar-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.2355 |
1.2308 |
1.2083 |
|
| R3 |
1.2233 |
1.2186 |
1.2050 |
|
| R2 |
1.2111 |
1.2111 |
1.2038 |
|
| R1 |
1.2064 |
1.2064 |
1.2027 |
1.2088 |
| PP |
1.1989 |
1.1989 |
1.1989 |
1.2001 |
| S1 |
1.1942 |
1.1942 |
1.2005 |
1.1966 |
| S2 |
1.1867 |
1.1867 |
1.1994 |
|
| S3 |
1.1745 |
1.1820 |
1.1982 |
|
| S4 |
1.1623 |
1.1698 |
1.1949 |
|
|
| 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 |
1.2556 |
|
2.618 |
1.2356 |
|
1.618 |
1.2234 |
|
1.000 |
1.2159 |
|
0.618 |
1.2112 |
|
HIGH |
1.2037 |
|
0.618 |
1.1990 |
|
0.500 |
1.1976 |
|
0.382 |
1.1962 |
|
LOW |
1.1915 |
|
0.618 |
1.1840 |
|
1.000 |
1.1793 |
|
1.618 |
1.1718 |
|
2.618 |
1.1596 |
|
4.250 |
1.1397 |
|
|
| Fisher Pivots for day following 15-Mar-2012 |
| Pivot |
1 day |
3 day |
| R1 |
1.2003 |
1.2012 |
| PP |
1.1989 |
1.2007 |
| S1 |
1.1976 |
1.2003 |
|