CME Japanese Yen Future March 2012
| Trading Metrics calculated at close of trading on 21-Feb-2012 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
17-Feb-2012 |
21-Feb-2012 |
Change |
Change % |
Previous Week |
| Open |
1.2678 |
1.2544 |
-0.0134 |
-1.1% |
1.2883 |
| High |
1.2694 |
1.2603 |
-0.0091 |
-0.7% |
1.2930 |
| Low |
1.2562 |
1.2519 |
-0.0043 |
-0.3% |
1.2562 |
| Close |
1.2589 |
1.2550 |
-0.0039 |
-0.3% |
1.2589 |
| Range |
0.0132 |
0.0084 |
-0.0048 |
-36.4% |
0.0368 |
| ATR |
0.0088 |
0.0088 |
0.0000 |
-0.3% |
0.0000 |
| Volume |
82,177 |
106,614 |
24,437 |
29.7% |
411,600 |
|
| Daily Pivots for day following 21-Feb-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.2809 |
1.2764 |
1.2596 |
|
| R3 |
1.2725 |
1.2680 |
1.2573 |
|
| R2 |
1.2641 |
1.2641 |
1.2565 |
|
| R1 |
1.2596 |
1.2596 |
1.2558 |
1.2619 |
| PP |
1.2557 |
1.2557 |
1.2557 |
1.2569 |
| S1 |
1.2512 |
1.2512 |
1.2542 |
1.2535 |
| S2 |
1.2473 |
1.2473 |
1.2535 |
|
| S3 |
1.2389 |
1.2428 |
1.2527 |
|
| S4 |
1.2305 |
1.2344 |
1.2504 |
|
|
| Weekly Pivots for week ending 17-Feb-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.3798 |
1.3561 |
1.2791 |
|
| R3 |
1.3430 |
1.3193 |
1.2690 |
|
| R2 |
1.3062 |
1.3062 |
1.2656 |
|
| R1 |
1.2825 |
1.2825 |
1.2623 |
1.2760 |
| PP |
1.2694 |
1.2694 |
1.2694 |
1.2661 |
| S1 |
1.2457 |
1.2457 |
1.2555 |
1.2392 |
| S2 |
1.2326 |
1.2326 |
1.2522 |
|
| S3 |
1.1958 |
1.2089 |
1.2488 |
|
| S4 |
1.1590 |
1.1721 |
1.2387 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1.2930 |
1.2519 |
0.0411 |
3.3% |
0.0117 |
0.9% |
8% |
False |
True |
93,107 |
| 10 |
1.3073 |
1.2519 |
0.0554 |
4.4% |
0.0098 |
0.8% |
6% |
False |
True |
82,507 |
| 20 |
1.3160 |
1.2519 |
0.0641 |
5.1% |
0.0094 |
0.7% |
5% |
False |
True |
81,901 |
| 40 |
1.3160 |
1.2519 |
0.0641 |
5.1% |
0.0078 |
0.6% |
5% |
False |
True |
67,517 |
| 60 |
1.3160 |
1.2519 |
0.0641 |
5.1% |
0.0078 |
0.6% |
5% |
False |
True |
51,381 |
| 80 |
1.3279 |
1.2519 |
0.0760 |
6.1% |
0.0081 |
0.6% |
4% |
False |
True |
38,576 |
| 100 |
1.3279 |
1.2519 |
0.0760 |
6.1% |
0.0078 |
0.6% |
4% |
False |
True |
30,877 |
| 120 |
1.3279 |
1.2519 |
0.0760 |
6.1% |
0.0069 |
0.5% |
4% |
False |
True |
25,736 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.2960 |
|
2.618 |
1.2823 |
|
1.618 |
1.2739 |
|
1.000 |
1.2687 |
|
0.618 |
1.2655 |
|
HIGH |
1.2603 |
|
0.618 |
1.2571 |
|
0.500 |
1.2561 |
|
0.382 |
1.2551 |
|
LOW |
1.2519 |
|
0.618 |
1.2467 |
|
1.000 |
1.2435 |
|
1.618 |
1.2383 |
|
2.618 |
1.2299 |
|
4.250 |
1.2162 |
|
|
| Fisher Pivots for day following 21-Feb-2012 |
| Pivot |
1 day |
3 day |
| R1 |
1.2561 |
1.2641 |
| PP |
1.2557 |
1.2610 |
| S1 |
1.2554 |
1.2580 |
|