CME Japanese Yen Future March 2012
| Trading Metrics calculated at close of trading on 07-Feb-2012 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
06-Feb-2012 |
07-Feb-2012 |
Change |
Change % |
Previous Week |
| Open |
1.3073 |
1.3065 |
-0.0008 |
-0.1% |
1.3035 |
| High |
1.3077 |
1.3073 |
-0.0004 |
0.0% |
1.3160 |
| Low |
1.3024 |
1.2997 |
-0.0027 |
-0.2% |
1.3030 |
| Close |
1.3062 |
1.3034 |
-0.0028 |
-0.2% |
1.3064 |
| Range |
0.0053 |
0.0076 |
0.0023 |
43.4% |
0.0130 |
| ATR |
0.0075 |
0.0075 |
0.0000 |
0.1% |
0.0000 |
| Volume |
55,318 |
75,183 |
19,865 |
35.9% |
338,921 |
|
| Daily Pivots for day following 07-Feb-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.3263 |
1.3224 |
1.3076 |
|
| R3 |
1.3187 |
1.3148 |
1.3055 |
|
| R2 |
1.3111 |
1.3111 |
1.3048 |
|
| R1 |
1.3072 |
1.3072 |
1.3041 |
1.3054 |
| PP |
1.3035 |
1.3035 |
1.3035 |
1.3025 |
| S1 |
1.2996 |
1.2996 |
1.3027 |
1.2978 |
| S2 |
1.2959 |
1.2959 |
1.3020 |
|
| S3 |
1.2883 |
1.2920 |
1.3013 |
|
| S4 |
1.2807 |
1.2844 |
1.2992 |
|
|
| 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 |
1.2997 |
0.0163 |
1.3% |
0.0064 |
0.5% |
23% |
False |
True |
65,164 |
| 10 |
1.3160 |
1.2779 |
0.0381 |
2.9% |
0.0082 |
0.6% |
67% |
False |
False |
78,729 |
| 20 |
1.3160 |
1.2779 |
0.0381 |
2.9% |
0.0073 |
0.6% |
67% |
False |
False |
72,400 |
| 40 |
1.3160 |
1.2699 |
0.0461 |
3.5% |
0.0072 |
0.6% |
73% |
False |
False |
57,143 |
| 60 |
1.3160 |
1.2699 |
0.0461 |
3.5% |
0.0071 |
0.5% |
73% |
False |
False |
38,899 |
| 80 |
1.3279 |
1.2609 |
0.0670 |
5.1% |
0.0078 |
0.6% |
63% |
False |
False |
29,217 |
| 100 |
1.3279 |
1.2609 |
0.0670 |
5.1% |
0.0073 |
0.6% |
63% |
False |
False |
23,383 |
| 120 |
1.3279 |
1.2609 |
0.0670 |
5.1% |
0.0061 |
0.5% |
63% |
False |
False |
19,487 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.3396 |
|
2.618 |
1.3272 |
|
1.618 |
1.3196 |
|
1.000 |
1.3149 |
|
0.618 |
1.3120 |
|
HIGH |
1.3073 |
|
0.618 |
1.3044 |
|
0.500 |
1.3035 |
|
0.382 |
1.3026 |
|
LOW |
1.2997 |
|
0.618 |
1.2950 |
|
1.000 |
1.2921 |
|
1.618 |
1.2874 |
|
2.618 |
1.2798 |
|
4.250 |
1.2674 |
|
|
| Fisher Pivots for day following 07-Feb-2012 |
| Pivot |
1 day |
3 day |
| R1 |
1.3035 |
1.3068 |
| PP |
1.3035 |
1.3056 |
| S1 |
1.3034 |
1.3045 |
|