CME Japanese Yen Future September 2012
| Trading Metrics calculated at close of trading on 27-Mar-2012 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
26-Mar-2012 |
27-Mar-2012 |
Change |
Change % |
Previous Week |
| Open |
1.2112 |
1.2075 |
-0.0037 |
-0.3% |
1.2002 |
| High |
1.2120 |
1.2106 |
-0.0014 |
-0.1% |
1.2205 |
| Low |
1.2084 |
1.2015 |
-0.0069 |
-0.6% |
1.1927 |
| Close |
1.2099 |
1.2058 |
-0.0041 |
-0.3% |
1.2145 |
| Range |
0.0036 |
0.0091 |
0.0055 |
152.8% |
0.0278 |
| ATR |
0.0087 |
0.0088 |
0.0000 |
0.3% |
0.0000 |
| Volume |
32 |
48 |
16 |
50.0% |
166 |
|
| Daily Pivots for day following 27-Mar-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.2333 |
1.2286 |
1.2108 |
|
| R3 |
1.2242 |
1.2195 |
1.2083 |
|
| R2 |
1.2151 |
1.2151 |
1.2075 |
|
| R1 |
1.2104 |
1.2104 |
1.2066 |
1.2082 |
| PP |
1.2060 |
1.2060 |
1.2060 |
1.2049 |
| S1 |
1.2013 |
1.2013 |
1.2050 |
1.1991 |
| S2 |
1.1969 |
1.1969 |
1.2041 |
|
| S3 |
1.1878 |
1.1922 |
1.2033 |
|
| S4 |
1.1787 |
1.1831 |
1.2008 |
|
|
| 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 |
1.2493 |
|
2.618 |
1.2344 |
|
1.618 |
1.2253 |
|
1.000 |
1.2197 |
|
0.618 |
1.2162 |
|
HIGH |
1.2106 |
|
0.618 |
1.2071 |
|
0.500 |
1.2061 |
|
0.382 |
1.2050 |
|
LOW |
1.2015 |
|
0.618 |
1.1959 |
|
1.000 |
1.1924 |
|
1.618 |
1.1868 |
|
2.618 |
1.1777 |
|
4.250 |
1.1628 |
|
|
| Fisher Pivots for day following 27-Mar-2012 |
| Pivot |
1 day |
3 day |
| R1 |
1.2061 |
1.2110 |
| PP |
1.2060 |
1.2093 |
| S1 |
1.2059 |
1.2075 |
|