CME Japanese Yen Future March 2012
| Trading Metrics calculated at close of trading on 10-Feb-2012 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
09-Feb-2012 |
10-Feb-2012 |
Change |
Change % |
Previous Week |
| Open |
1.2985 |
1.2881 |
-0.0104 |
-0.8% |
1.3073 |
| High |
1.2988 |
1.2905 |
-0.0083 |
-0.6% |
1.3077 |
| Low |
1.2868 |
1.2855 |
-0.0013 |
-0.1% |
1.2855 |
| Close |
1.2881 |
1.2892 |
0.0011 |
0.1% |
1.2892 |
| Range |
0.0120 |
0.0050 |
-0.0070 |
-58.3% |
0.0222 |
| ATR |
0.0078 |
0.0076 |
-0.0002 |
-2.6% |
0.0000 |
| Volume |
87,604 |
69,108 |
-18,496 |
-21.1% |
362,175 |
|
| Daily Pivots for day following 10-Feb-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.3034 |
1.3013 |
1.2920 |
|
| R3 |
1.2984 |
1.2963 |
1.2906 |
|
| R2 |
1.2934 |
1.2934 |
1.2901 |
|
| R1 |
1.2913 |
1.2913 |
1.2897 |
1.2924 |
| PP |
1.2884 |
1.2884 |
1.2884 |
1.2889 |
| S1 |
1.2863 |
1.2863 |
1.2887 |
1.2874 |
| S2 |
1.2834 |
1.2834 |
1.2883 |
|
| S3 |
1.2784 |
1.2813 |
1.2878 |
|
| S4 |
1.2734 |
1.2763 |
1.2865 |
|
|
| Weekly Pivots for week ending 10-Feb-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.3607 |
1.3472 |
1.3014 |
|
| R3 |
1.3385 |
1.3250 |
1.2953 |
|
| R2 |
1.3163 |
1.3163 |
1.2933 |
|
| R1 |
1.3028 |
1.3028 |
1.2912 |
1.2985 |
| PP |
1.2941 |
1.2941 |
1.2941 |
1.2920 |
| S1 |
1.2806 |
1.2806 |
1.2872 |
1.2763 |
| S2 |
1.2719 |
1.2719 |
1.2851 |
|
| S3 |
1.2497 |
1.2584 |
1.2831 |
|
| S4 |
1.2275 |
1.2362 |
1.2770 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1.3077 |
1.2855 |
0.0222 |
1.7% |
0.0076 |
0.6% |
17% |
False |
True |
72,435 |
| 10 |
1.3160 |
1.2855 |
0.0305 |
2.4% |
0.0072 |
0.6% |
12% |
False |
True |
70,109 |
| 20 |
1.3160 |
1.2779 |
0.0381 |
3.0% |
0.0080 |
0.6% |
30% |
False |
False |
77,052 |
| 40 |
1.3160 |
1.2699 |
0.0461 |
3.6% |
0.0074 |
0.6% |
42% |
False |
False |
61,525 |
| 60 |
1.3160 |
1.2699 |
0.0461 |
3.6% |
0.0073 |
0.6% |
42% |
False |
False |
42,757 |
| 80 |
1.3279 |
1.2609 |
0.0670 |
5.2% |
0.0078 |
0.6% |
42% |
False |
False |
32,110 |
| 100 |
1.3279 |
1.2609 |
0.0670 |
5.2% |
0.0076 |
0.6% |
42% |
False |
False |
25,700 |
| 120 |
1.3279 |
1.2609 |
0.0670 |
5.2% |
0.0064 |
0.5% |
42% |
False |
False |
21,418 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.3118 |
|
2.618 |
1.3036 |
|
1.618 |
1.2986 |
|
1.000 |
1.2955 |
|
0.618 |
1.2936 |
|
HIGH |
1.2905 |
|
0.618 |
1.2886 |
|
0.500 |
1.2880 |
|
0.382 |
1.2874 |
|
LOW |
1.2855 |
|
0.618 |
1.2824 |
|
1.000 |
1.2805 |
|
1.618 |
1.2774 |
|
2.618 |
1.2724 |
|
4.250 |
1.2643 |
|
|
| Fisher Pivots for day following 10-Feb-2012 |
| Pivot |
1 day |
3 day |
| R1 |
1.2888 |
1.2948 |
| PP |
1.2884 |
1.2929 |
| S1 |
1.2880 |
1.2911 |
|