CME Japanese Yen Future September 2012
| Trading Metrics calculated at close of trading on 22-Mar-2012 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
21-Mar-2012 |
22-Mar-2012 |
Change |
Change % |
Previous Week |
| Open |
1.1958 |
1.2021 |
0.0063 |
0.5% |
1.2198 |
| High |
1.2017 |
1.2164 |
0.0147 |
1.2% |
1.2205 |
| Low |
1.1927 |
1.2021 |
0.0094 |
0.8% |
1.1915 |
| Close |
1.2003 |
1.2132 |
0.0129 |
1.1% |
1.2018 |
| Range |
0.0090 |
0.0143 |
0.0053 |
58.9% |
0.0290 |
| ATR |
0.0082 |
0.0087 |
0.0006 |
6.9% |
0.0000 |
| Volume |
12 |
25 |
13 |
108.3% |
131 |
|
| Daily Pivots for day following 22-Mar-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.2535 |
1.2476 |
1.2211 |
|
| R3 |
1.2392 |
1.2333 |
1.2171 |
|
| R2 |
1.2249 |
1.2249 |
1.2158 |
|
| R1 |
1.2190 |
1.2190 |
1.2145 |
1.2220 |
| PP |
1.2106 |
1.2106 |
1.2106 |
1.2120 |
| S1 |
1.2047 |
1.2047 |
1.2119 |
1.2077 |
| S2 |
1.1963 |
1.1963 |
1.2106 |
|
| S3 |
1.1820 |
1.1904 |
1.2093 |
|
| S4 |
1.1677 |
1.1761 |
1.2053 |
|
|
| 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 |
1.2772 |
|
2.618 |
1.2538 |
|
1.618 |
1.2395 |
|
1.000 |
1.2307 |
|
0.618 |
1.2252 |
|
HIGH |
1.2164 |
|
0.618 |
1.2109 |
|
0.500 |
1.2093 |
|
0.382 |
1.2076 |
|
LOW |
1.2021 |
|
0.618 |
1.1933 |
|
1.000 |
1.1878 |
|
1.618 |
1.1790 |
|
2.618 |
1.1647 |
|
4.250 |
1.1413 |
|
|
| Fisher Pivots for day following 22-Mar-2012 |
| Pivot |
1 day |
3 day |
| R1 |
1.2119 |
1.2103 |
| PP |
1.2106 |
1.2074 |
| S1 |
1.2093 |
1.2046 |
|