CME Japanese Yen Future December 2012
| Trading Metrics calculated at close of trading on 16-Mar-2012 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
15-Mar-2012 |
16-Mar-2012 |
Change |
Change % |
Previous Week |
| Open |
1.2033 |
1.2007 |
-0.0026 |
-0.2% |
1.2191 |
| High |
1.2033 |
1.2035 |
0.0002 |
0.0% |
1.2226 |
| Low |
1.2033 |
1.2005 |
-0.0028 |
-0.2% |
1.1989 |
| Close |
1.2033 |
1.2035 |
0.0002 |
0.0% |
1.2035 |
| Range |
0.0000 |
0.0030 |
0.0030 |
|
0.0237 |
| ATR |
0.0074 |
0.0071 |
-0.0003 |
-4.2% |
0.0000 |
| Volume |
19 |
19 |
0 |
0.0% |
77 |
|
| Daily Pivots for day following 16-Mar-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.2115 |
1.2105 |
1.2052 |
|
| R3 |
1.2085 |
1.2075 |
1.2043 |
|
| R2 |
1.2055 |
1.2055 |
1.2041 |
|
| R1 |
1.2045 |
1.2045 |
1.2038 |
1.2050 |
| PP |
1.2025 |
1.2025 |
1.2025 |
1.2028 |
| S1 |
1.2015 |
1.2015 |
1.2032 |
1.2020 |
| S2 |
1.1995 |
1.1995 |
1.2030 |
|
| S3 |
1.1965 |
1.1985 |
1.2027 |
|
| S4 |
1.1935 |
1.1955 |
1.2019 |
|
|
| Weekly Pivots for week ending 16-Mar-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.2794 |
1.2652 |
1.2165 |
|
| R3 |
1.2557 |
1.2415 |
1.2100 |
|
| R2 |
1.2320 |
1.2320 |
1.2078 |
|
| R1 |
1.2178 |
1.2178 |
1.2057 |
1.2131 |
| PP |
1.2083 |
1.2083 |
1.2083 |
1.2060 |
| S1 |
1.1941 |
1.1941 |
1.2013 |
1.1894 |
| S2 |
1.1846 |
1.1846 |
1.1992 |
|
| S3 |
1.1609 |
1.1704 |
1.1970 |
|
| S4 |
1.1372 |
1.1467 |
1.1905 |
|
|
|
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.2163 |
|
2.618 |
1.2114 |
|
1.618 |
1.2084 |
|
1.000 |
1.2065 |
|
0.618 |
1.2054 |
|
HIGH |
1.2035 |
|
0.618 |
1.2024 |
|
0.500 |
1.2020 |
|
0.382 |
1.2016 |
|
LOW |
1.2005 |
|
0.618 |
1.1986 |
|
1.000 |
1.1975 |
|
1.618 |
1.1956 |
|
2.618 |
1.1926 |
|
4.250 |
1.1878 |
|
|
| Fisher Pivots for day following 16-Mar-2012 |
| Pivot |
1 day |
3 day |
| R1 |
1.2030 |
1.2027 |
| PP |
1.2025 |
1.2020 |
| S1 |
1.2020 |
1.2012 |
|