CME Japanese Yen Future September 2012
Trading Metrics calculated at close of trading on 16-Mar-2012 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
15-Mar-2012 |
16-Mar-2012 |
Change |
Change % |
Previous Week |
Open |
1.1950 |
1.1982 |
0.0032 |
0.3% |
1.2198 |
High |
1.2037 |
1.2018 |
-0.0019 |
-0.2% |
1.2205 |
Low |
1.1915 |
1.1971 |
0.0056 |
0.5% |
1.1915 |
Close |
1.2016 |
1.2018 |
0.0002 |
0.0% |
1.2018 |
Range |
0.0122 |
0.0047 |
-0.0075 |
-61.5% |
0.0290 |
ATR |
0.0088 |
0.0085 |
-0.0003 |
-3.3% |
0.0000 |
Volume |
75 |
21 |
-54 |
-72.0% |
131 |
|
Daily Pivots for day following 16-Mar-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1.2143 |
1.2128 |
1.2044 |
|
R3 |
1.2096 |
1.2081 |
1.2031 |
|
R2 |
1.2049 |
1.2049 |
1.2027 |
|
R1 |
1.2034 |
1.2034 |
1.2022 |
1.2042 |
PP |
1.2002 |
1.2002 |
1.2002 |
1.2006 |
S1 |
1.1987 |
1.1987 |
1.2014 |
1.1995 |
S2 |
1.1955 |
1.1955 |
1.2009 |
|
S3 |
1.1908 |
1.1940 |
1.2005 |
|
S4 |
1.1861 |
1.1893 |
1.1992 |
|
|
Weekly Pivots for week ending 16-Mar-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1.2916 |
1.2757 |
1.2178 |
|
R3 |
1.2626 |
1.2467 |
1.2098 |
|
R2 |
1.2336 |
1.2336 |
1.2071 |
|
R1 |
1.2177 |
1.2177 |
1.2045 |
1.2112 |
PP |
1.2046 |
1.2046 |
1.2046 |
1.2013 |
S1 |
1.1887 |
1.1887 |
1.1991 |
1.1822 |
S2 |
1.1756 |
1.1756 |
1.1965 |
|
S3 |
1.1466 |
1.1597 |
1.1938 |
|
S4 |
1.1176 |
1.1307 |
1.1859 |
|
|
|
|
Fibonacci Retracements and Extensions |
4.250 |
1.2218 |
2.618 |
1.2141 |
1.618 |
1.2094 |
1.000 |
1.2065 |
0.618 |
1.2047 |
HIGH |
1.2018 |
0.618 |
1.2000 |
0.500 |
1.1995 |
0.382 |
1.1989 |
LOW |
1.1971 |
0.618 |
1.1942 |
1.000 |
1.1924 |
1.618 |
1.1895 |
2.618 |
1.1848 |
4.250 |
1.1771 |
|
|
Fisher Pivots for day following 16-Mar-2012 |
Pivot |
1 day |
3 day |
R1 |
1.2010 |
1.2004 |
PP |
1.2002 |
1.1990 |
S1 |
1.1995 |
1.1976 |
|