CME Japanese Yen Future March 2012
| Trading Metrics calculated at close of trading on 09-Feb-2012 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
08-Feb-2012 |
09-Feb-2012 |
Change |
Change % |
Previous Week |
| Open |
1.3029 |
1.2985 |
-0.0044 |
-0.3% |
1.3035 |
| High |
1.3040 |
1.2988 |
-0.0052 |
-0.4% |
1.3160 |
| Low |
1.2959 |
1.2868 |
-0.0091 |
-0.7% |
1.3030 |
| Close |
1.2988 |
1.2881 |
-0.0107 |
-0.8% |
1.3064 |
| Range |
0.0081 |
0.0120 |
0.0039 |
48.1% |
0.0130 |
| ATR |
0.0075 |
0.0078 |
0.0003 |
4.2% |
0.0000 |
| Volume |
74,962 |
87,604 |
12,642 |
16.9% |
338,921 |
|
| Daily Pivots for day following 09-Feb-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.3272 |
1.3197 |
1.2947 |
|
| R3 |
1.3152 |
1.3077 |
1.2914 |
|
| R2 |
1.3032 |
1.3032 |
1.2903 |
|
| R1 |
1.2957 |
1.2957 |
1.2892 |
1.2935 |
| PP |
1.2912 |
1.2912 |
1.2912 |
1.2901 |
| S1 |
1.2837 |
1.2837 |
1.2870 |
1.2815 |
| S2 |
1.2792 |
1.2792 |
1.2859 |
|
| S3 |
1.2672 |
1.2717 |
1.2848 |
|
| S4 |
1.2552 |
1.2597 |
1.2815 |
|
|
| 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 |
1.3138 |
1.2868 |
0.0270 |
2.1% |
0.0086 |
0.7% |
5% |
False |
True |
75,766 |
| 10 |
1.3160 |
1.2868 |
0.0292 |
2.3% |
0.0081 |
0.6% |
4% |
False |
True |
74,338 |
| 20 |
1.3160 |
1.2779 |
0.0381 |
3.0% |
0.0081 |
0.6% |
27% |
False |
False |
76,107 |
| 40 |
1.3160 |
1.2699 |
0.0461 |
3.6% |
0.0074 |
0.6% |
39% |
False |
False |
60,433 |
| 60 |
1.3160 |
1.2699 |
0.0461 |
3.6% |
0.0073 |
0.6% |
39% |
False |
False |
41,605 |
| 80 |
1.3279 |
1.2609 |
0.0670 |
5.2% |
0.0079 |
0.6% |
41% |
False |
False |
31,247 |
| 100 |
1.3279 |
1.2609 |
0.0670 |
5.2% |
0.0075 |
0.6% |
41% |
False |
False |
25,009 |
| 120 |
1.3279 |
1.2609 |
0.0670 |
5.2% |
0.0063 |
0.5% |
41% |
False |
False |
20,842 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.3498 |
|
2.618 |
1.3302 |
|
1.618 |
1.3182 |
|
1.000 |
1.3108 |
|
0.618 |
1.3062 |
|
HIGH |
1.2988 |
|
0.618 |
1.2942 |
|
0.500 |
1.2928 |
|
0.382 |
1.2914 |
|
LOW |
1.2868 |
|
0.618 |
1.2794 |
|
1.000 |
1.2748 |
|
1.618 |
1.2674 |
|
2.618 |
1.2554 |
|
4.250 |
1.2358 |
|
|
| Fisher Pivots for day following 09-Feb-2012 |
| Pivot |
1 day |
3 day |
| R1 |
1.2928 |
1.2971 |
| PP |
1.2912 |
1.2941 |
| S1 |
1.2897 |
1.2911 |
|