CME Japanese Yen Future December 2012
| Trading Metrics calculated at close of trading on 12-Mar-2012 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
09-Mar-2012 |
12-Mar-2012 |
Change |
Change % |
Previous Week |
| Open |
1.2155 |
1.2191 |
0.0036 |
0.3% |
1.2326 |
| High |
1.2155 |
1.2226 |
0.0071 |
0.6% |
1.2431 |
| Low |
1.2155 |
1.2191 |
0.0036 |
0.3% |
1.2155 |
| Close |
1.2155 |
1.2197 |
0.0042 |
0.3% |
1.2155 |
| Range |
0.0000 |
0.0035 |
0.0035 |
|
0.0276 |
| ATR |
0.0072 |
0.0072 |
0.0000 |
-0.1% |
0.0000 |
| Volume |
1 |
1 |
0 |
0.0% |
5 |
|
| Daily Pivots for day following 12-Mar-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.2310 |
1.2288 |
1.2216 |
|
| R3 |
1.2275 |
1.2253 |
1.2207 |
|
| R2 |
1.2240 |
1.2240 |
1.2203 |
|
| R1 |
1.2218 |
1.2218 |
1.2200 |
1.2229 |
| PP |
1.2205 |
1.2205 |
1.2205 |
1.2210 |
| S1 |
1.2183 |
1.2183 |
1.2194 |
1.2194 |
| S2 |
1.2170 |
1.2170 |
1.2191 |
|
| S3 |
1.2135 |
1.2148 |
1.2187 |
|
| S4 |
1.2100 |
1.2113 |
1.2178 |
|
|
| Weekly Pivots for week ending 09-Mar-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.3075 |
1.2891 |
1.2307 |
|
| R3 |
1.2799 |
1.2615 |
1.2231 |
|
| R2 |
1.2523 |
1.2523 |
1.2206 |
|
| R1 |
1.2339 |
1.2339 |
1.2180 |
1.2293 |
| PP |
1.2247 |
1.2247 |
1.2247 |
1.2224 |
| S1 |
1.2063 |
1.2063 |
1.2130 |
1.2017 |
| S2 |
1.1971 |
1.1971 |
1.2104 |
|
| S3 |
1.1695 |
1.1787 |
1.2079 |
|
| S4 |
1.1419 |
1.1511 |
1.2003 |
|
|
|
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.2375 |
|
2.618 |
1.2318 |
|
1.618 |
1.2283 |
|
1.000 |
1.2261 |
|
0.618 |
1.2248 |
|
HIGH |
1.2226 |
|
0.618 |
1.2213 |
|
0.500 |
1.2209 |
|
0.382 |
1.2204 |
|
LOW |
1.2191 |
|
0.618 |
1.2169 |
|
1.000 |
1.2156 |
|
1.618 |
1.2134 |
|
2.618 |
1.2099 |
|
4.250 |
1.2042 |
|
|
| Fisher Pivots for day following 12-Mar-2012 |
| Pivot |
1 day |
3 day |
| R1 |
1.2209 |
1.2226 |
| PP |
1.2205 |
1.2216 |
| S1 |
1.2201 |
1.2207 |
|