CME Japanese Yen Future March 2012
| Trading Metrics calculated at close of trading on 15-Feb-2012 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
14-Feb-2012 |
15-Feb-2012 |
Change |
Change % |
Previous Week |
| Open |
1.2891 |
1.2758 |
-0.0133 |
-1.0% |
1.3073 |
| High |
1.2930 |
1.2794 |
-0.0136 |
-1.1% |
1.3077 |
| Low |
1.2734 |
1.2716 |
-0.0018 |
-0.1% |
1.2855 |
| Close |
1.2746 |
1.2745 |
-0.0001 |
0.0% |
1.2892 |
| Range |
0.0196 |
0.0078 |
-0.0118 |
-60.2% |
0.0222 |
| ATR |
0.0084 |
0.0084 |
0.0000 |
-0.5% |
0.0000 |
| Volume |
110,095 |
88,178 |
-21,917 |
-19.9% |
362,175 |
|
| Daily Pivots for day following 15-Feb-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.2986 |
1.2943 |
1.2788 |
|
| R3 |
1.2908 |
1.2865 |
1.2766 |
|
| R2 |
1.2830 |
1.2830 |
1.2759 |
|
| R1 |
1.2787 |
1.2787 |
1.2752 |
1.2770 |
| PP |
1.2752 |
1.2752 |
1.2752 |
1.2743 |
| S1 |
1.2709 |
1.2709 |
1.2738 |
1.2692 |
| S2 |
1.2674 |
1.2674 |
1.2731 |
|
| S3 |
1.2596 |
1.2631 |
1.2724 |
|
| S4 |
1.2518 |
1.2553 |
1.2702 |
|
|
| 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 |
1.2988 |
1.2716 |
0.0272 |
2.1% |
0.0102 |
0.8% |
11% |
False |
True |
81,532 |
| 10 |
1.3156 |
1.2716 |
0.0440 |
3.5% |
0.0086 |
0.7% |
7% |
False |
True |
74,710 |
| 20 |
1.3160 |
1.2716 |
0.0444 |
3.5% |
0.0089 |
0.7% |
7% |
False |
True |
79,392 |
| 40 |
1.3160 |
1.2699 |
0.0461 |
3.6% |
0.0078 |
0.6% |
10% |
False |
False |
64,451 |
| 60 |
1.3160 |
1.2699 |
0.0461 |
3.6% |
0.0075 |
0.6% |
10% |
False |
False |
46,931 |
| 80 |
1.3279 |
1.2609 |
0.0670 |
5.3% |
0.0081 |
0.6% |
20% |
False |
False |
35,245 |
| 100 |
1.3279 |
1.2609 |
0.0670 |
5.3% |
0.0077 |
0.6% |
20% |
False |
False |
28,206 |
| 120 |
1.3279 |
1.2609 |
0.0670 |
5.3% |
0.0066 |
0.5% |
20% |
False |
False |
23,509 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.3126 |
|
2.618 |
1.2998 |
|
1.618 |
1.2920 |
|
1.000 |
1.2872 |
|
0.618 |
1.2842 |
|
HIGH |
1.2794 |
|
0.618 |
1.2764 |
|
0.500 |
1.2755 |
|
0.382 |
1.2746 |
|
LOW |
1.2716 |
|
0.618 |
1.2668 |
|
1.000 |
1.2638 |
|
1.618 |
1.2590 |
|
2.618 |
1.2512 |
|
4.250 |
1.2385 |
|
|
| Fisher Pivots for day following 15-Feb-2012 |
| Pivot |
1 day |
3 day |
| R1 |
1.2755 |
1.2823 |
| PP |
1.2752 |
1.2797 |
| S1 |
1.2748 |
1.2771 |
|