CME Japanese Yen Future March 2012
| Trading Metrics calculated at close of trading on 03-Feb-2012 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
02-Feb-2012 |
03-Feb-2012 |
Change |
Change % |
Previous Week |
| Open |
1.3128 |
1.3129 |
0.0001 |
0.0% |
1.3035 |
| High |
1.3156 |
1.3138 |
-0.0018 |
-0.1% |
1.3160 |
| Low |
1.3122 |
1.3036 |
-0.0086 |
-0.7% |
1.3030 |
| Close |
1.3134 |
1.3064 |
-0.0070 |
-0.5% |
1.3064 |
| Range |
0.0034 |
0.0102 |
0.0068 |
200.0% |
0.0130 |
| ATR |
0.0074 |
0.0076 |
0.0002 |
2.6% |
0.0000 |
| Volume |
48,222 |
85,763 |
37,541 |
77.9% |
338,921 |
|
| Daily Pivots for day following 03-Feb-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.3385 |
1.3327 |
1.3120 |
|
| R3 |
1.3283 |
1.3225 |
1.3092 |
|
| R2 |
1.3181 |
1.3181 |
1.3083 |
|
| R1 |
1.3123 |
1.3123 |
1.3073 |
1.3101 |
| PP |
1.3079 |
1.3079 |
1.3079 |
1.3069 |
| S1 |
1.3021 |
1.3021 |
1.3055 |
1.2999 |
| S2 |
1.2977 |
1.2977 |
1.3045 |
|
| S3 |
1.2875 |
1.2919 |
1.3036 |
|
| S4 |
1.2773 |
1.2817 |
1.3008 |
|
|
| Weekly Pivots for week ending 03-Feb-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.3475 |
1.3399 |
1.3136 |
|
| R3 |
1.3345 |
1.3269 |
1.3100 |
|
| R2 |
1.3215 |
1.3215 |
1.3088 |
|
| R1 |
1.3139 |
1.3139 |
1.3076 |
1.3177 |
| PP |
1.3085 |
1.3085 |
1.3085 |
1.3104 |
| S1 |
1.3009 |
1.3009 |
1.3052 |
1.3047 |
| S2 |
1.2955 |
1.2955 |
1.3040 |
|
| S3 |
1.2825 |
1.2879 |
1.3028 |
|
| S4 |
1.2695 |
1.2749 |
1.2993 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1.3160 |
1.3030 |
0.0130 |
1.0% |
0.0068 |
0.5% |
26% |
False |
False |
67,784 |
| 10 |
1.3160 |
1.2779 |
0.0381 |
2.9% |
0.0088 |
0.7% |
75% |
False |
False |
81,968 |
| 20 |
1.3160 |
1.2779 |
0.0381 |
2.9% |
0.0072 |
0.6% |
75% |
False |
False |
70,340 |
| 40 |
1.3160 |
1.2699 |
0.0461 |
3.5% |
0.0072 |
0.6% |
79% |
False |
False |
54,294 |
| 60 |
1.3160 |
1.2699 |
0.0461 |
3.5% |
0.0071 |
0.5% |
79% |
False |
False |
36,726 |
| 80 |
1.3279 |
1.2609 |
0.0670 |
5.1% |
0.0079 |
0.6% |
68% |
False |
False |
27,586 |
| 100 |
1.3279 |
1.2609 |
0.0670 |
5.1% |
0.0072 |
0.6% |
68% |
False |
False |
22,078 |
| 120 |
1.3279 |
1.2609 |
0.0670 |
5.1% |
0.0060 |
0.5% |
68% |
False |
False |
18,400 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.3572 |
|
2.618 |
1.3405 |
|
1.618 |
1.3303 |
|
1.000 |
1.3240 |
|
0.618 |
1.3201 |
|
HIGH |
1.3138 |
|
0.618 |
1.3099 |
|
0.500 |
1.3087 |
|
0.382 |
1.3075 |
|
LOW |
1.3036 |
|
0.618 |
1.2973 |
|
1.000 |
1.2934 |
|
1.618 |
1.2871 |
|
2.618 |
1.2769 |
|
4.250 |
1.2603 |
|
|
| Fisher Pivots for day following 03-Feb-2012 |
| Pivot |
1 day |
3 day |
| R1 |
1.3087 |
1.3098 |
| PP |
1.3079 |
1.3087 |
| S1 |
1.3072 |
1.3075 |
|