CME Japanese Yen Future March 2012
| Trading Metrics calculated at close of trading on 27-Feb-2012 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
24-Feb-2012 |
27-Feb-2012 |
Change |
Change % |
Previous Week |
| Open |
1.2505 |
1.2260 |
-0.0245 |
-2.0% |
1.2544 |
| High |
1.2512 |
1.2482 |
-0.0030 |
-0.2% |
1.2603 |
| Low |
1.2315 |
1.2256 |
-0.0059 |
-0.5% |
1.2315 |
| Close |
1.2351 |
1.2430 |
0.0079 |
0.6% |
1.2351 |
| Range |
0.0197 |
0.0226 |
0.0029 |
14.7% |
0.0288 |
| ATR |
0.0096 |
0.0106 |
0.0009 |
9.6% |
0.0000 |
| Volume |
95,114 |
111,045 |
15,931 |
16.7% |
370,195 |
|
| Daily Pivots for day following 27-Feb-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.3067 |
1.2975 |
1.2554 |
|
| R3 |
1.2841 |
1.2749 |
1.2492 |
|
| R2 |
1.2615 |
1.2615 |
1.2471 |
|
| R1 |
1.2523 |
1.2523 |
1.2451 |
1.2569 |
| PP |
1.2389 |
1.2389 |
1.2389 |
1.2413 |
| S1 |
1.2297 |
1.2297 |
1.2409 |
1.2343 |
| S2 |
1.2163 |
1.2163 |
1.2389 |
|
| S3 |
1.1937 |
1.2071 |
1.2368 |
|
| S4 |
1.1711 |
1.1845 |
1.2306 |
|
|
| 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 |
1.2603 |
1.2256 |
0.0347 |
2.8% |
0.0138 |
1.1% |
50% |
False |
True |
96,248 |
| 10 |
1.2930 |
1.2256 |
0.0674 |
5.4% |
0.0126 |
1.0% |
26% |
False |
True |
89,284 |
| 20 |
1.3160 |
1.2256 |
0.0904 |
7.3% |
0.0099 |
0.8% |
19% |
False |
True |
79,696 |
| 40 |
1.3160 |
1.2256 |
0.0904 |
7.3% |
0.0087 |
0.7% |
19% |
False |
True |
73,461 |
| 60 |
1.3160 |
1.2256 |
0.0904 |
7.3% |
0.0081 |
0.7% |
19% |
False |
True |
57,601 |
| 80 |
1.3160 |
1.2256 |
0.0904 |
7.3% |
0.0077 |
0.6% |
19% |
False |
True |
43,256 |
| 100 |
1.3279 |
1.2256 |
0.1023 |
8.2% |
0.0080 |
0.6% |
17% |
False |
True |
34,622 |
| 120 |
1.3279 |
1.2256 |
0.1023 |
8.2% |
0.0074 |
0.6% |
17% |
False |
True |
28,858 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.3443 |
|
2.618 |
1.3074 |
|
1.618 |
1.2848 |
|
1.000 |
1.2708 |
|
0.618 |
1.2622 |
|
HIGH |
1.2482 |
|
0.618 |
1.2396 |
|
0.500 |
1.2369 |
|
0.382 |
1.2342 |
|
LOW |
1.2256 |
|
0.618 |
1.2116 |
|
1.000 |
1.2030 |
|
1.618 |
1.1890 |
|
2.618 |
1.1664 |
|
4.250 |
1.1296 |
|
|
| Fisher Pivots for day following 27-Feb-2012 |
| Pivot |
1 day |
3 day |
| R1 |
1.2410 |
1.2417 |
| PP |
1.2389 |
1.2404 |
| S1 |
1.2369 |
1.2391 |
|