CME Japanese Yen Future December 2012
Trading Metrics calculated at close of trading on 02-Mar-2012 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
01-Mar-2012 |
02-Mar-2012 |
Change |
Change % |
Previous Week |
Open |
1.2380 |
1.2214 |
-0.0166 |
-1.3% |
1.2484 |
High |
1.2380 |
1.2269 |
-0.0111 |
-0.9% |
1.2484 |
Low |
1.2380 |
1.2214 |
-0.0166 |
-1.3% |
1.2214 |
Close |
1.2380 |
1.2269 |
-0.0111 |
-0.9% |
1.2269 |
Range |
0.0000 |
0.0055 |
0.0055 |
|
0.0270 |
ATR |
0.0056 |
0.0064 |
0.0008 |
14.1% |
0.0000 |
Volume |
3 |
3 |
0 |
0.0% |
15 |
|
Daily Pivots for day following 02-Mar-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1.2416 |
1.2397 |
1.2299 |
|
R3 |
1.2361 |
1.2342 |
1.2284 |
|
R2 |
1.2306 |
1.2306 |
1.2279 |
|
R1 |
1.2287 |
1.2287 |
1.2274 |
1.2297 |
PP |
1.2251 |
1.2251 |
1.2251 |
1.2255 |
S1 |
1.2232 |
1.2232 |
1.2264 |
1.2242 |
S2 |
1.2196 |
1.2196 |
1.2259 |
|
S3 |
1.2141 |
1.2177 |
1.2254 |
|
S4 |
1.2086 |
1.2122 |
1.2239 |
|
|
Weekly Pivots for week ending 02-Mar-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1.3132 |
1.2971 |
1.2418 |
|
R3 |
1.2862 |
1.2701 |
1.2343 |
|
R2 |
1.2592 |
1.2592 |
1.2319 |
|
R1 |
1.2431 |
1.2431 |
1.2294 |
1.2377 |
PP |
1.2322 |
1.2322 |
1.2322 |
1.2295 |
S1 |
1.2161 |
1.2161 |
1.2244 |
1.2107 |
S2 |
1.2052 |
1.2052 |
1.2220 |
|
S3 |
1.1782 |
1.1891 |
1.2195 |
|
S4 |
1.1512 |
1.1621 |
1.2121 |
|
|
|
|
Fibonacci Retracements and Extensions |
4.250 |
1.2503 |
2.618 |
1.2413 |
1.618 |
1.2358 |
1.000 |
1.2324 |
0.618 |
1.2303 |
HIGH |
1.2269 |
0.618 |
1.2248 |
0.500 |
1.2242 |
0.382 |
1.2235 |
LOW |
1.2214 |
0.618 |
1.2180 |
1.000 |
1.2159 |
1.618 |
1.2125 |
2.618 |
1.2070 |
4.250 |
1.1980 |
|
|
Fisher Pivots for day following 02-Mar-2012 |
Pivot |
1 day |
3 day |
R1 |
1.2260 |
1.2297 |
PP |
1.2251 |
1.2288 |
S1 |
1.2242 |
1.2278 |
|