CME Japanese Yen Future March 2012
| Trading Metrics calculated at close of trading on 06-Feb-2012 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
03-Feb-2012 |
06-Feb-2012 |
Change |
Change % |
Previous Week |
| Open |
1.3129 |
1.3073 |
-0.0056 |
-0.4% |
1.3035 |
| High |
1.3138 |
1.3077 |
-0.0061 |
-0.5% |
1.3160 |
| Low |
1.3036 |
1.3024 |
-0.0012 |
-0.1% |
1.3030 |
| Close |
1.3064 |
1.3062 |
-0.0002 |
0.0% |
1.3064 |
| Range |
0.0102 |
0.0053 |
-0.0049 |
-48.0% |
0.0130 |
| ATR |
0.0076 |
0.0075 |
-0.0002 |
-2.2% |
0.0000 |
| Volume |
85,763 |
55,318 |
-30,445 |
-35.5% |
338,921 |
|
| Daily Pivots for day following 06-Feb-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.3213 |
1.3191 |
1.3091 |
|
| R3 |
1.3160 |
1.3138 |
1.3077 |
|
| R2 |
1.3107 |
1.3107 |
1.3072 |
|
| R1 |
1.3085 |
1.3085 |
1.3067 |
1.3070 |
| PP |
1.3054 |
1.3054 |
1.3054 |
1.3047 |
| S1 |
1.3032 |
1.3032 |
1.3057 |
1.3017 |
| S2 |
1.3001 |
1.3001 |
1.3052 |
|
| S3 |
1.2948 |
1.2979 |
1.3047 |
|
| S4 |
1.2895 |
1.2926 |
1.3033 |
|
|
| 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 |
1.3024 |
0.0136 |
1.0% |
0.0059 |
0.4% |
28% |
False |
True |
63,726 |
| 10 |
1.3160 |
1.2779 |
0.0381 |
2.9% |
0.0090 |
0.7% |
74% |
False |
False |
81,295 |
| 20 |
1.3160 |
1.2779 |
0.0381 |
2.9% |
0.0072 |
0.5% |
74% |
False |
False |
70,208 |
| 40 |
1.3160 |
1.2699 |
0.0461 |
3.5% |
0.0073 |
0.6% |
79% |
False |
False |
55,579 |
| 60 |
1.3160 |
1.2699 |
0.0461 |
3.5% |
0.0071 |
0.5% |
79% |
False |
False |
37,646 |
| 80 |
1.3279 |
1.2609 |
0.0670 |
5.1% |
0.0080 |
0.6% |
68% |
False |
False |
28,277 |
| 100 |
1.3279 |
1.2609 |
0.0670 |
5.1% |
0.0072 |
0.6% |
68% |
False |
False |
22,631 |
| 120 |
1.3279 |
1.2609 |
0.0670 |
5.1% |
0.0061 |
0.5% |
68% |
False |
False |
18,860 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.3302 |
|
2.618 |
1.3216 |
|
1.618 |
1.3163 |
|
1.000 |
1.3130 |
|
0.618 |
1.3110 |
|
HIGH |
1.3077 |
|
0.618 |
1.3057 |
|
0.500 |
1.3051 |
|
0.382 |
1.3044 |
|
LOW |
1.3024 |
|
0.618 |
1.2991 |
|
1.000 |
1.2971 |
|
1.618 |
1.2938 |
|
2.618 |
1.2885 |
|
4.250 |
1.2799 |
|
|
| Fisher Pivots for day following 06-Feb-2012 |
| Pivot |
1 day |
3 day |
| R1 |
1.3058 |
1.3090 |
| PP |
1.3054 |
1.3081 |
| S1 |
1.3051 |
1.3071 |
|