CME Japanese Yen Future March 2012
| Trading Metrics calculated at close of trading on 28-Feb-2012 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
27-Feb-2012 |
28-Feb-2012 |
Change |
Change % |
Previous Week |
| Open |
1.2260 |
1.2424 |
0.0164 |
1.3% |
1.2544 |
| High |
1.2482 |
1.2499 |
0.0017 |
0.1% |
1.2603 |
| Low |
1.2256 |
1.2379 |
0.0123 |
1.0% |
1.2315 |
| Close |
1.2430 |
1.2417 |
-0.0013 |
-0.1% |
1.2351 |
| Range |
0.0226 |
0.0120 |
-0.0106 |
-46.9% |
0.0288 |
| ATR |
0.0106 |
0.0107 |
0.0001 |
1.0% |
0.0000 |
| Volume |
111,045 |
95,341 |
-15,704 |
-14.1% |
370,195 |
|
| Daily Pivots for day following 28-Feb-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.2792 |
1.2724 |
1.2483 |
|
| R3 |
1.2672 |
1.2604 |
1.2450 |
|
| R2 |
1.2552 |
1.2552 |
1.2439 |
|
| R1 |
1.2484 |
1.2484 |
1.2428 |
1.2458 |
| PP |
1.2432 |
1.2432 |
1.2432 |
1.2419 |
| S1 |
1.2364 |
1.2364 |
1.2406 |
1.2338 |
| S2 |
1.2312 |
1.2312 |
1.2395 |
|
| S3 |
1.2192 |
1.2244 |
1.2384 |
|
| S4 |
1.2072 |
1.2124 |
1.2351 |
|
|
| 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 |
1.2545 |
1.2256 |
0.0289 |
2.3% |
0.0146 |
1.2% |
56% |
False |
False |
93,993 |
| 10 |
1.2930 |
1.2256 |
0.0674 |
5.4% |
0.0131 |
1.1% |
24% |
False |
False |
93,550 |
| 20 |
1.3160 |
1.2256 |
0.0904 |
7.3% |
0.0100 |
0.8% |
18% |
False |
False |
80,683 |
| 40 |
1.3160 |
1.2256 |
0.0904 |
7.3% |
0.0089 |
0.7% |
18% |
False |
False |
74,837 |
| 60 |
1.3160 |
1.2256 |
0.0904 |
7.3% |
0.0081 |
0.7% |
18% |
False |
False |
59,102 |
| 80 |
1.3160 |
1.2256 |
0.0904 |
7.3% |
0.0077 |
0.6% |
18% |
False |
False |
44,432 |
| 100 |
1.3279 |
1.2256 |
0.1023 |
8.2% |
0.0081 |
0.7% |
16% |
False |
False |
35,575 |
| 120 |
1.3279 |
1.2256 |
0.1023 |
8.2% |
0.0075 |
0.6% |
16% |
False |
False |
29,652 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.3009 |
|
2.618 |
1.2813 |
|
1.618 |
1.2693 |
|
1.000 |
1.2619 |
|
0.618 |
1.2573 |
|
HIGH |
1.2499 |
|
0.618 |
1.2453 |
|
0.500 |
1.2439 |
|
0.382 |
1.2425 |
|
LOW |
1.2379 |
|
0.618 |
1.2305 |
|
1.000 |
1.2259 |
|
1.618 |
1.2185 |
|
2.618 |
1.2065 |
|
4.250 |
1.1869 |
|
|
| Fisher Pivots for day following 28-Feb-2012 |
| Pivot |
1 day |
3 day |
| R1 |
1.2439 |
1.2406 |
| PP |
1.2432 |
1.2395 |
| S1 |
1.2424 |
1.2384 |
|