CME Japanese Yen Future September 2012
| Trading Metrics calculated at close of trading on 20-Mar-2012 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
19-Mar-2012 |
20-Mar-2012 |
Change |
Change % |
Previous Week |
| Open |
1.2002 |
1.2025 |
0.0023 |
0.2% |
1.2198 |
| High |
1.2050 |
1.2032 |
-0.0018 |
-0.1% |
1.2205 |
| Low |
1.1995 |
1.1971 |
-0.0024 |
-0.2% |
1.1915 |
| Close |
1.2013 |
1.1971 |
-0.0042 |
-0.3% |
1.2018 |
| Range |
0.0055 |
0.0061 |
0.0006 |
10.9% |
0.0290 |
| ATR |
0.0083 |
0.0081 |
-0.0002 |
-1.9% |
0.0000 |
| Volume |
11 |
9 |
-2 |
-18.2% |
131 |
|
| Daily Pivots for day following 20-Mar-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.2174 |
1.2134 |
1.2005 |
|
| R3 |
1.2113 |
1.2073 |
1.1988 |
|
| R2 |
1.2052 |
1.2052 |
1.1982 |
|
| R1 |
1.2012 |
1.2012 |
1.1977 |
1.2002 |
| PP |
1.1991 |
1.1991 |
1.1991 |
1.1986 |
| S1 |
1.1951 |
1.1951 |
1.1965 |
1.1941 |
| S2 |
1.1930 |
1.1930 |
1.1960 |
|
| S3 |
1.1869 |
1.1890 |
1.1954 |
|
| S4 |
1.1808 |
1.1829 |
1.1937 |
|
|
| 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 |
1.2291 |
|
2.618 |
1.2192 |
|
1.618 |
1.2131 |
|
1.000 |
1.2093 |
|
0.618 |
1.2070 |
|
HIGH |
1.2032 |
|
0.618 |
1.2009 |
|
0.500 |
1.2002 |
|
0.382 |
1.1994 |
|
LOW |
1.1971 |
|
0.618 |
1.1933 |
|
1.000 |
1.1910 |
|
1.618 |
1.1872 |
|
2.618 |
1.1811 |
|
4.250 |
1.1712 |
|
|
| Fisher Pivots for day following 20-Mar-2012 |
| Pivot |
1 day |
3 day |
| R1 |
1.2002 |
1.2011 |
| PP |
1.1991 |
1.1997 |
| S1 |
1.1981 |
1.1984 |
|