CME Japanese Yen Future September 2012
| Trading Metrics calculated at close of trading on 23-Mar-2012 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
22-Mar-2012 |
23-Mar-2012 |
Change |
Change % |
Previous Week |
| Open |
1.2021 |
1.2112 |
0.0091 |
0.8% |
1.2002 |
| High |
1.2164 |
1.2205 |
0.0041 |
0.3% |
1.2205 |
| Low |
1.2021 |
1.2092 |
0.0071 |
0.6% |
1.1927 |
| Close |
1.2132 |
1.2145 |
0.0013 |
0.1% |
1.2145 |
| Range |
0.0143 |
0.0113 |
-0.0030 |
-21.0% |
0.0278 |
| ATR |
0.0087 |
0.0089 |
0.0002 |
2.1% |
0.0000 |
| Volume |
25 |
109 |
84 |
336.0% |
166 |
|
| Daily Pivots for day following 23-Mar-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.2486 |
1.2429 |
1.2207 |
|
| R3 |
1.2373 |
1.2316 |
1.2176 |
|
| R2 |
1.2260 |
1.2260 |
1.2166 |
|
| R1 |
1.2203 |
1.2203 |
1.2155 |
1.2232 |
| PP |
1.2147 |
1.2147 |
1.2147 |
1.2162 |
| S1 |
1.2090 |
1.2090 |
1.2135 |
1.2119 |
| S2 |
1.2034 |
1.2034 |
1.2124 |
|
| S3 |
1.1921 |
1.1977 |
1.2114 |
|
| S4 |
1.1808 |
1.1864 |
1.2083 |
|
|
| Weekly Pivots for week ending 23-Mar-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.2926 |
1.2814 |
1.2298 |
|
| R3 |
1.2648 |
1.2536 |
1.2221 |
|
| R2 |
1.2370 |
1.2370 |
1.2196 |
|
| R1 |
1.2258 |
1.2258 |
1.2170 |
1.2314 |
| PP |
1.2092 |
1.2092 |
1.2092 |
1.2121 |
| S1 |
1.1980 |
1.1980 |
1.2120 |
1.2036 |
| S2 |
1.1814 |
1.1814 |
1.2094 |
|
| S3 |
1.1536 |
1.1702 |
1.2069 |
|
| S4 |
1.1258 |
1.1424 |
1.1992 |
|
|
|
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.2685 |
|
2.618 |
1.2501 |
|
1.618 |
1.2388 |
|
1.000 |
1.2318 |
|
0.618 |
1.2275 |
|
HIGH |
1.2205 |
|
0.618 |
1.2162 |
|
0.500 |
1.2149 |
|
0.382 |
1.2135 |
|
LOW |
1.2092 |
|
0.618 |
1.2022 |
|
1.000 |
1.1979 |
|
1.618 |
1.1909 |
|
2.618 |
1.1796 |
|
4.250 |
1.1612 |
|
|
| Fisher Pivots for day following 23-Mar-2012 |
| Pivot |
1 day |
3 day |
| R1 |
1.2149 |
1.2119 |
| PP |
1.2147 |
1.2092 |
| S1 |
1.2146 |
1.2066 |
|