CME Japanese Yen Future March 2012
| Trading Metrics calculated at close of trading on 14-Feb-2012 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
13-Feb-2012 |
14-Feb-2012 |
Change |
Change % |
Previous Week |
| Open |
1.2883 |
1.2891 |
0.0008 |
0.1% |
1.3073 |
| High |
1.2925 |
1.2930 |
0.0005 |
0.0% |
1.3077 |
| Low |
1.2860 |
1.2734 |
-0.0126 |
-1.0% |
1.2855 |
| Close |
1.2886 |
1.2746 |
-0.0140 |
-1.1% |
1.2892 |
| Range |
0.0065 |
0.0196 |
0.0131 |
201.5% |
0.0222 |
| ATR |
0.0076 |
0.0084 |
0.0009 |
11.4% |
0.0000 |
| Volume |
52,676 |
110,095 |
57,419 |
109.0% |
362,175 |
|
| Daily Pivots for day following 14-Feb-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.3391 |
1.3265 |
1.2854 |
|
| R3 |
1.3195 |
1.3069 |
1.2800 |
|
| R2 |
1.2999 |
1.2999 |
1.2782 |
|
| R1 |
1.2873 |
1.2873 |
1.2764 |
1.2838 |
| PP |
1.2803 |
1.2803 |
1.2803 |
1.2786 |
| S1 |
1.2677 |
1.2677 |
1.2728 |
1.2642 |
| S2 |
1.2607 |
1.2607 |
1.2710 |
|
| S3 |
1.2411 |
1.2481 |
1.2692 |
|
| S4 |
1.2215 |
1.2285 |
1.2638 |
|
|
| 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 |
1.3040 |
1.2734 |
0.0306 |
2.4% |
0.0102 |
0.8% |
4% |
False |
True |
78,889 |
| 10 |
1.3160 |
1.2734 |
0.0426 |
3.3% |
0.0083 |
0.7% |
3% |
False |
True |
72,026 |
| 20 |
1.3160 |
1.2734 |
0.0426 |
3.3% |
0.0087 |
0.7% |
3% |
False |
True |
77,951 |
| 40 |
1.3160 |
1.2699 |
0.0461 |
3.6% |
0.0077 |
0.6% |
10% |
False |
False |
63,564 |
| 60 |
1.3160 |
1.2699 |
0.0461 |
3.6% |
0.0074 |
0.6% |
10% |
False |
False |
45,465 |
| 80 |
1.3279 |
1.2609 |
0.0670 |
5.3% |
0.0081 |
0.6% |
20% |
False |
False |
34,144 |
| 100 |
1.3279 |
1.2609 |
0.0670 |
5.3% |
0.0077 |
0.6% |
20% |
False |
False |
27,326 |
| 120 |
1.3279 |
1.2609 |
0.0670 |
5.3% |
0.0066 |
0.5% |
20% |
False |
False |
22,774 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.3763 |
|
2.618 |
1.3443 |
|
1.618 |
1.3247 |
|
1.000 |
1.3126 |
|
0.618 |
1.3051 |
|
HIGH |
1.2930 |
|
0.618 |
1.2855 |
|
0.500 |
1.2832 |
|
0.382 |
1.2809 |
|
LOW |
1.2734 |
|
0.618 |
1.2613 |
|
1.000 |
1.2538 |
|
1.618 |
1.2417 |
|
2.618 |
1.2221 |
|
4.250 |
1.1901 |
|
|
| Fisher Pivots for day following 14-Feb-2012 |
| Pivot |
1 day |
3 day |
| R1 |
1.2832 |
1.2832 |
| PP |
1.2803 |
1.2803 |
| S1 |
1.2775 |
1.2775 |
|