CME Japanese Yen Future September 2012
Trading Metrics calculated at close of trading on 26-Mar-2012 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
23-Mar-2012 |
26-Mar-2012 |
Change |
Change % |
Previous Week |
Open |
1.2112 |
1.2112 |
0.0000 |
0.0% |
1.2002 |
High |
1.2205 |
1.2120 |
-0.0085 |
-0.7% |
1.2205 |
Low |
1.2092 |
1.2084 |
-0.0008 |
-0.1% |
1.1927 |
Close |
1.2145 |
1.2099 |
-0.0046 |
-0.4% |
1.2145 |
Range |
0.0113 |
0.0036 |
-0.0077 |
-68.1% |
0.0278 |
ATR |
0.0089 |
0.0087 |
-0.0002 |
-2.3% |
0.0000 |
Volume |
109 |
32 |
-77 |
-70.6% |
166 |
|
Daily Pivots for day following 26-Mar-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1.2209 |
1.2190 |
1.2119 |
|
R3 |
1.2173 |
1.2154 |
1.2109 |
|
R2 |
1.2137 |
1.2137 |
1.2106 |
|
R1 |
1.2118 |
1.2118 |
1.2102 |
1.2110 |
PP |
1.2101 |
1.2101 |
1.2101 |
1.2097 |
S1 |
1.2082 |
1.2082 |
1.2096 |
1.2074 |
S2 |
1.2065 |
1.2065 |
1.2092 |
|
S3 |
1.2029 |
1.2046 |
1.2089 |
|
S4 |
1.1993 |
1.2010 |
1.2079 |
|
|
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 |
1.2273 |
2.618 |
1.2214 |
1.618 |
1.2178 |
1.000 |
1.2156 |
0.618 |
1.2142 |
HIGH |
1.2120 |
0.618 |
1.2106 |
0.500 |
1.2102 |
0.382 |
1.2098 |
LOW |
1.2084 |
0.618 |
1.2062 |
1.000 |
1.2048 |
1.618 |
1.2026 |
2.618 |
1.1990 |
4.250 |
1.1931 |
|
|
Fisher Pivots for day following 26-Mar-2012 |
Pivot |
1 day |
3 day |
R1 |
1.2102 |
1.2113 |
PP |
1.2101 |
1.2108 |
S1 |
1.2100 |
1.2104 |
|