CME Japanese Yen Future March 2012
| Trading Metrics calculated at close of trading on 23-Feb-2012 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
22-Feb-2012 |
23-Feb-2012 |
Change |
Change % |
Previous Week |
| Open |
1.2544 |
1.2456 |
-0.0088 |
-0.7% |
1.2883 |
| High |
1.2545 |
1.2526 |
-0.0019 |
-0.2% |
1.2930 |
| Low |
1.2439 |
1.2447 |
0.0008 |
0.1% |
1.2562 |
| Close |
1.2468 |
1.2489 |
0.0021 |
0.2% |
1.2589 |
| Range |
0.0106 |
0.0079 |
-0.0027 |
-25.5% |
0.0368 |
| ATR |
0.0089 |
0.0089 |
-0.0001 |
-0.8% |
0.0000 |
| Volume |
92,729 |
75,738 |
-16,991 |
-18.3% |
411,600 |
|
| Daily Pivots for day following 23-Feb-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.2724 |
1.2686 |
1.2532 |
|
| R3 |
1.2645 |
1.2607 |
1.2511 |
|
| R2 |
1.2566 |
1.2566 |
1.2503 |
|
| R1 |
1.2528 |
1.2528 |
1.2496 |
1.2547 |
| PP |
1.2487 |
1.2487 |
1.2487 |
1.2497 |
| S1 |
1.2449 |
1.2449 |
1.2482 |
1.2468 |
| S2 |
1.2408 |
1.2408 |
1.2475 |
|
| S3 |
1.2329 |
1.2370 |
1.2467 |
|
| S4 |
1.2250 |
1.2291 |
1.2446 |
|
|
| 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 |
1.2762 |
1.2439 |
0.0323 |
2.6% |
0.0099 |
0.8% |
15% |
False |
False |
87,146 |
| 10 |
1.2988 |
1.2439 |
0.0549 |
4.4% |
0.0101 |
0.8% |
9% |
False |
False |
84,339 |
| 20 |
1.3160 |
1.2439 |
0.0721 |
5.8% |
0.0089 |
0.7% |
7% |
False |
False |
78,726 |
| 40 |
1.3160 |
1.2439 |
0.0721 |
5.8% |
0.0080 |
0.6% |
7% |
False |
False |
70,359 |
| 60 |
1.3160 |
1.2439 |
0.0721 |
5.8% |
0.0078 |
0.6% |
7% |
False |
False |
54,180 |
| 80 |
1.3279 |
1.2439 |
0.0840 |
6.7% |
0.0081 |
0.6% |
6% |
False |
False |
40,681 |
| 100 |
1.3279 |
1.2439 |
0.0840 |
6.7% |
0.0078 |
0.6% |
6% |
False |
False |
32,561 |
| 120 |
1.3279 |
1.2439 |
0.0840 |
6.7% |
0.0070 |
0.6% |
6% |
False |
False |
27,140 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.2862 |
|
2.618 |
1.2733 |
|
1.618 |
1.2654 |
|
1.000 |
1.2605 |
|
0.618 |
1.2575 |
|
HIGH |
1.2526 |
|
0.618 |
1.2496 |
|
0.500 |
1.2487 |
|
0.382 |
1.2477 |
|
LOW |
1.2447 |
|
0.618 |
1.2398 |
|
1.000 |
1.2368 |
|
1.618 |
1.2319 |
|
2.618 |
1.2240 |
|
4.250 |
1.2111 |
|
|
| Fisher Pivots for day following 23-Feb-2012 |
| Pivot |
1 day |
3 day |
| R1 |
1.2488 |
1.2521 |
| PP |
1.2487 |
1.2510 |
| S1 |
1.2487 |
1.2500 |
|