CME Japanese Yen Future March 2012
| Trading Metrics calculated at close of trading on 13-Feb-2012 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
10-Feb-2012 |
13-Feb-2012 |
Change |
Change % |
Previous Week |
| Open |
1.2881 |
1.2883 |
0.0002 |
0.0% |
1.3073 |
| High |
1.2905 |
1.2925 |
0.0020 |
0.2% |
1.3077 |
| Low |
1.2855 |
1.2860 |
0.0005 |
0.0% |
1.2855 |
| Close |
1.2892 |
1.2886 |
-0.0006 |
0.0% |
1.2892 |
| Range |
0.0050 |
0.0065 |
0.0015 |
30.0% |
0.0222 |
| ATR |
0.0076 |
0.0076 |
-0.0001 |
-1.1% |
0.0000 |
| Volume |
69,108 |
52,676 |
-16,432 |
-23.8% |
362,175 |
|
| Daily Pivots for day following 13-Feb-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.3085 |
1.3051 |
1.2922 |
|
| R3 |
1.3020 |
1.2986 |
1.2904 |
|
| R2 |
1.2955 |
1.2955 |
1.2898 |
|
| R1 |
1.2921 |
1.2921 |
1.2892 |
1.2938 |
| PP |
1.2890 |
1.2890 |
1.2890 |
1.2899 |
| S1 |
1.2856 |
1.2856 |
1.2880 |
1.2873 |
| S2 |
1.2825 |
1.2825 |
1.2874 |
|
| S3 |
1.2760 |
1.2791 |
1.2868 |
|
| S4 |
1.2695 |
1.2726 |
1.2850 |
|
|
| 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 |
1.3073 |
1.2855 |
0.0218 |
1.7% |
0.0078 |
0.6% |
14% |
False |
False |
71,906 |
| 10 |
1.3160 |
1.2855 |
0.0305 |
2.4% |
0.0069 |
0.5% |
10% |
False |
False |
67,816 |
| 20 |
1.3160 |
1.2779 |
0.0381 |
3.0% |
0.0080 |
0.6% |
28% |
False |
False |
76,682 |
| 40 |
1.3160 |
1.2699 |
0.0461 |
3.6% |
0.0074 |
0.6% |
41% |
False |
False |
61,797 |
| 60 |
1.3160 |
1.2699 |
0.0461 |
3.6% |
0.0072 |
0.6% |
41% |
False |
False |
43,634 |
| 80 |
1.3279 |
1.2609 |
0.0670 |
5.2% |
0.0079 |
0.6% |
41% |
False |
False |
32,768 |
| 100 |
1.3279 |
1.2609 |
0.0670 |
5.2% |
0.0076 |
0.6% |
41% |
False |
False |
26,226 |
| 120 |
1.3279 |
1.2609 |
0.0670 |
5.2% |
0.0064 |
0.5% |
41% |
False |
False |
21,857 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.3201 |
|
2.618 |
1.3095 |
|
1.618 |
1.3030 |
|
1.000 |
1.2990 |
|
0.618 |
1.2965 |
|
HIGH |
1.2925 |
|
0.618 |
1.2900 |
|
0.500 |
1.2893 |
|
0.382 |
1.2885 |
|
LOW |
1.2860 |
|
0.618 |
1.2820 |
|
1.000 |
1.2795 |
|
1.618 |
1.2755 |
|
2.618 |
1.2690 |
|
4.250 |
1.2584 |
|
|
| Fisher Pivots for day following 13-Feb-2012 |
| Pivot |
1 day |
3 day |
| R1 |
1.2893 |
1.2922 |
| PP |
1.2890 |
1.2910 |
| S1 |
1.2888 |
1.2898 |
|