CME Japanese Yen Future September 2012
| Trading Metrics calculated at close of trading on 19-Mar-2012 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
16-Mar-2012 |
19-Mar-2012 |
Change |
Change % |
Previous Week |
| Open |
1.1982 |
1.2002 |
0.0020 |
0.2% |
1.2198 |
| High |
1.2018 |
1.2050 |
0.0032 |
0.3% |
1.2205 |
| Low |
1.1971 |
1.1995 |
0.0024 |
0.2% |
1.1915 |
| Close |
1.2018 |
1.2013 |
-0.0005 |
0.0% |
1.2018 |
| Range |
0.0047 |
0.0055 |
0.0008 |
17.0% |
0.0290 |
| ATR |
0.0085 |
0.0083 |
-0.0002 |
-2.5% |
0.0000 |
| Volume |
21 |
11 |
-10 |
-47.6% |
131 |
|
| Daily Pivots for day following 19-Mar-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.2184 |
1.2154 |
1.2043 |
|
| R3 |
1.2129 |
1.2099 |
1.2028 |
|
| R2 |
1.2074 |
1.2074 |
1.2023 |
|
| R1 |
1.2044 |
1.2044 |
1.2018 |
1.2059 |
| PP |
1.2019 |
1.2019 |
1.2019 |
1.2027 |
| S1 |
1.1989 |
1.1989 |
1.2008 |
1.2004 |
| S2 |
1.1964 |
1.1964 |
1.2003 |
|
| S3 |
1.1909 |
1.1934 |
1.1998 |
|
| S4 |
1.1854 |
1.1879 |
1.1983 |
|
|
| 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 |
1.2284 |
|
2.618 |
1.2194 |
|
1.618 |
1.2139 |
|
1.000 |
1.2105 |
|
0.618 |
1.2084 |
|
HIGH |
1.2050 |
|
0.618 |
1.2029 |
|
0.500 |
1.2023 |
|
0.382 |
1.2016 |
|
LOW |
1.1995 |
|
0.618 |
1.1961 |
|
1.000 |
1.1940 |
|
1.618 |
1.1906 |
|
2.618 |
1.1851 |
|
4.250 |
1.1761 |
|
|
| Fisher Pivots for day following 19-Mar-2012 |
| Pivot |
1 day |
3 day |
| R1 |
1.2023 |
1.2003 |
| PP |
1.2019 |
1.1993 |
| S1 |
1.2016 |
1.1983 |
|