CME Japanese Yen Future March 2012
| Trading Metrics calculated at close of trading on 02-Feb-2012 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
01-Feb-2012 |
02-Feb-2012 |
Change |
Change % |
Previous Week |
| Open |
1.3116 |
1.3128 |
0.0012 |
0.1% |
1.2997 |
| High |
1.3160 |
1.3156 |
-0.0004 |
0.0% |
1.3054 |
| Low |
1.3104 |
1.3122 |
0.0018 |
0.1% |
1.2779 |
| Close |
1.3126 |
1.3134 |
0.0008 |
0.1% |
1.3044 |
| Range |
0.0056 |
0.0034 |
-0.0022 |
-39.3% |
0.0275 |
| ATR |
0.0078 |
0.0074 |
-0.0003 |
-4.0% |
0.0000 |
| Volume |
61,337 |
48,222 |
-13,115 |
-21.4% |
480,768 |
|
| Daily Pivots for day following 02-Feb-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.3239 |
1.3221 |
1.3153 |
|
| R3 |
1.3205 |
1.3187 |
1.3143 |
|
| R2 |
1.3171 |
1.3171 |
1.3140 |
|
| R1 |
1.3153 |
1.3153 |
1.3137 |
1.3162 |
| PP |
1.3137 |
1.3137 |
1.3137 |
1.3142 |
| S1 |
1.3119 |
1.3119 |
1.3131 |
1.3128 |
| S2 |
1.3103 |
1.3103 |
1.3128 |
|
| S3 |
1.3069 |
1.3085 |
1.3125 |
|
| S4 |
1.3035 |
1.3051 |
1.3115 |
|
|
| Weekly Pivots for week ending 27-Jan-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.3784 |
1.3689 |
1.3195 |
|
| R3 |
1.3509 |
1.3414 |
1.3120 |
|
| R2 |
1.3234 |
1.3234 |
1.3094 |
|
| R1 |
1.3139 |
1.3139 |
1.3069 |
1.3187 |
| PP |
1.2959 |
1.2959 |
1.2959 |
1.2983 |
| S1 |
1.2864 |
1.2864 |
1.3019 |
1.2912 |
| S2 |
1.2684 |
1.2684 |
1.2994 |
|
| S3 |
1.2409 |
1.2589 |
1.2968 |
|
| S4 |
1.2134 |
1.2314 |
1.2893 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1.3160 |
1.2910 |
0.0250 |
1.9% |
0.0076 |
0.6% |
90% |
False |
False |
72,910 |
| 10 |
1.3160 |
1.2779 |
0.0381 |
2.9% |
0.0084 |
0.6% |
93% |
False |
False |
80,308 |
| 20 |
1.3160 |
1.2779 |
0.0381 |
2.9% |
0.0072 |
0.6% |
93% |
False |
False |
69,399 |
| 40 |
1.3160 |
1.2699 |
0.0461 |
3.5% |
0.0071 |
0.5% |
94% |
False |
False |
52,214 |
| 60 |
1.3160 |
1.2699 |
0.0461 |
3.5% |
0.0070 |
0.5% |
94% |
False |
False |
35,298 |
| 80 |
1.3279 |
1.2609 |
0.0670 |
5.1% |
0.0078 |
0.6% |
78% |
False |
False |
26,514 |
| 100 |
1.3279 |
1.2609 |
0.0670 |
5.1% |
0.0071 |
0.5% |
78% |
False |
False |
21,221 |
| 120 |
1.3279 |
1.2609 |
0.0670 |
5.1% |
0.0059 |
0.5% |
78% |
False |
False |
17,685 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.3301 |
|
2.618 |
1.3245 |
|
1.618 |
1.3211 |
|
1.000 |
1.3190 |
|
0.618 |
1.3177 |
|
HIGH |
1.3156 |
|
0.618 |
1.3143 |
|
0.500 |
1.3139 |
|
0.382 |
1.3135 |
|
LOW |
1.3122 |
|
0.618 |
1.3101 |
|
1.000 |
1.3088 |
|
1.618 |
1.3067 |
|
2.618 |
1.3033 |
|
4.250 |
1.2978 |
|
|
| Fisher Pivots for day following 02-Feb-2012 |
| Pivot |
1 day |
3 day |
| R1 |
1.3139 |
1.3131 |
| PP |
1.3137 |
1.3129 |
| S1 |
1.3136 |
1.3126 |
|