CME Japanese Yen Future March 2012
| Trading Metrics calculated at close of trading on 24-Feb-2012 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
23-Feb-2012 |
24-Feb-2012 |
Change |
Change % |
Previous Week |
| Open |
1.2456 |
1.2505 |
0.0049 |
0.4% |
1.2544 |
| High |
1.2526 |
1.2512 |
-0.0014 |
-0.1% |
1.2603 |
| Low |
1.2447 |
1.2315 |
-0.0132 |
-1.1% |
1.2315 |
| Close |
1.2489 |
1.2351 |
-0.0138 |
-1.1% |
1.2351 |
| Range |
0.0079 |
0.0197 |
0.0118 |
149.4% |
0.0288 |
| ATR |
0.0089 |
0.0096 |
0.0008 |
8.7% |
0.0000 |
| Volume |
75,738 |
95,114 |
19,376 |
25.6% |
370,195 |
|
| Daily Pivots for day following 24-Feb-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.2984 |
1.2864 |
1.2459 |
|
| R3 |
1.2787 |
1.2667 |
1.2405 |
|
| R2 |
1.2590 |
1.2590 |
1.2387 |
|
| R1 |
1.2470 |
1.2470 |
1.2369 |
1.2432 |
| PP |
1.2393 |
1.2393 |
1.2393 |
1.2373 |
| S1 |
1.2273 |
1.2273 |
1.2333 |
1.2235 |
| S2 |
1.2196 |
1.2196 |
1.2315 |
|
| S3 |
1.1999 |
1.2076 |
1.2297 |
|
| S4 |
1.1802 |
1.1879 |
1.2243 |
|
|
| Weekly Pivots for week ending 24-Feb-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.3287 |
1.3107 |
1.2509 |
|
| R3 |
1.2999 |
1.2819 |
1.2430 |
|
| R2 |
1.2711 |
1.2711 |
1.2404 |
|
| R1 |
1.2531 |
1.2531 |
1.2377 |
1.2477 |
| PP |
1.2423 |
1.2423 |
1.2423 |
1.2396 |
| S1 |
1.2243 |
1.2243 |
1.2325 |
1.2189 |
| S2 |
1.2135 |
1.2135 |
1.2298 |
|
| S3 |
1.1847 |
1.1955 |
1.2272 |
|
| S4 |
1.1559 |
1.1667 |
1.2193 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1.2694 |
1.2315 |
0.0379 |
3.1% |
0.0120 |
1.0% |
9% |
False |
True |
90,474 |
| 10 |
1.2930 |
1.2315 |
0.0615 |
5.0% |
0.0108 |
0.9% |
6% |
False |
True |
85,090 |
| 20 |
1.3160 |
1.2315 |
0.0845 |
6.8% |
0.0095 |
0.8% |
4% |
False |
True |
79,714 |
| 40 |
1.3160 |
1.2315 |
0.0845 |
6.8% |
0.0084 |
0.7% |
4% |
False |
True |
72,208 |
| 60 |
1.3160 |
1.2315 |
0.0845 |
6.8% |
0.0079 |
0.6% |
4% |
False |
True |
55,756 |
| 80 |
1.3279 |
1.2315 |
0.0964 |
7.8% |
0.0083 |
0.7% |
4% |
False |
True |
41,868 |
| 100 |
1.3279 |
1.2315 |
0.0964 |
7.8% |
0.0079 |
0.6% |
4% |
False |
True |
33,512 |
| 120 |
1.3279 |
1.2315 |
0.0964 |
7.8% |
0.0072 |
0.6% |
4% |
False |
True |
27,932 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.3349 |
|
2.618 |
1.3028 |
|
1.618 |
1.2831 |
|
1.000 |
1.2709 |
|
0.618 |
1.2634 |
|
HIGH |
1.2512 |
|
0.618 |
1.2437 |
|
0.500 |
1.2414 |
|
0.382 |
1.2390 |
|
LOW |
1.2315 |
|
0.618 |
1.2193 |
|
1.000 |
1.2118 |
|
1.618 |
1.1996 |
|
2.618 |
1.1799 |
|
4.250 |
1.1478 |
|
|
| Fisher Pivots for day following 24-Feb-2012 |
| Pivot |
1 day |
3 day |
| R1 |
1.2414 |
1.2430 |
| PP |
1.2393 |
1.2404 |
| S1 |
1.2372 |
1.2377 |
|