CME Japanese Yen Future March 2012
| Trading Metrics calculated at close of trading on 08-Feb-2012 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
07-Feb-2012 |
08-Feb-2012 |
Change |
Change % |
Previous Week |
| Open |
1.3065 |
1.3029 |
-0.0036 |
-0.3% |
1.3035 |
| High |
1.3073 |
1.3040 |
-0.0033 |
-0.3% |
1.3160 |
| Low |
1.2997 |
1.2959 |
-0.0038 |
-0.3% |
1.3030 |
| Close |
1.3034 |
1.2988 |
-0.0046 |
-0.4% |
1.3064 |
| Range |
0.0076 |
0.0081 |
0.0005 |
6.6% |
0.0130 |
| ATR |
0.0075 |
0.0075 |
0.0000 |
0.6% |
0.0000 |
| Volume |
75,183 |
74,962 |
-221 |
-0.3% |
338,921 |
|
| Daily Pivots for day following 08-Feb-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.3239 |
1.3194 |
1.3033 |
|
| R3 |
1.3158 |
1.3113 |
1.3010 |
|
| R2 |
1.3077 |
1.3077 |
1.3003 |
|
| R1 |
1.3032 |
1.3032 |
1.2995 |
1.3014 |
| PP |
1.2996 |
1.2996 |
1.2996 |
1.2987 |
| S1 |
1.2951 |
1.2951 |
1.2981 |
1.2933 |
| S2 |
1.2915 |
1.2915 |
1.2973 |
|
| S3 |
1.2834 |
1.2870 |
1.2966 |
|
| S4 |
1.2753 |
1.2789 |
1.2943 |
|
|
| 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 |
1.3156 |
1.2959 |
0.0197 |
1.5% |
0.0069 |
0.5% |
15% |
False |
True |
67,889 |
| 10 |
1.3160 |
1.2856 |
0.0304 |
2.3% |
0.0078 |
0.6% |
43% |
False |
False |
73,113 |
| 20 |
1.3160 |
1.2779 |
0.0381 |
2.9% |
0.0076 |
0.6% |
55% |
False |
False |
74,162 |
| 40 |
1.3160 |
1.2699 |
0.0461 |
3.5% |
0.0073 |
0.6% |
63% |
False |
False |
58,740 |
| 60 |
1.3160 |
1.2699 |
0.0461 |
3.5% |
0.0072 |
0.6% |
63% |
False |
False |
40,146 |
| 80 |
1.3279 |
1.2609 |
0.0670 |
5.2% |
0.0078 |
0.6% |
57% |
False |
False |
30,152 |
| 100 |
1.3279 |
1.2609 |
0.0670 |
5.2% |
0.0074 |
0.6% |
57% |
False |
False |
24,132 |
| 120 |
1.3279 |
1.2609 |
0.0670 |
5.2% |
0.0062 |
0.5% |
57% |
False |
False |
20,112 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.3384 |
|
2.618 |
1.3252 |
|
1.618 |
1.3171 |
|
1.000 |
1.3121 |
|
0.618 |
1.3090 |
|
HIGH |
1.3040 |
|
0.618 |
1.3009 |
|
0.500 |
1.3000 |
|
0.382 |
1.2990 |
|
LOW |
1.2959 |
|
0.618 |
1.2909 |
|
1.000 |
1.2878 |
|
1.618 |
1.2828 |
|
2.618 |
1.2747 |
|
4.250 |
1.2615 |
|
|
| Fisher Pivots for day following 08-Feb-2012 |
| Pivot |
1 day |
3 day |
| R1 |
1.3000 |
1.3018 |
| PP |
1.2996 |
1.3008 |
| S1 |
1.2992 |
1.2998 |
|