CME Japanese Yen Future June 2012
| Trading Metrics calculated at close of trading on 03-Feb-2012 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
02-Feb-2012 |
03-Feb-2012 |
Change |
Change % |
Previous Week |
| Open |
1.3150 |
1.3140 |
-0.0010 |
-0.1% |
1.3054 |
| High |
1.3163 |
1.3142 |
-0.0021 |
-0.2% |
1.3174 |
| Low |
1.3147 |
1.3056 |
-0.0091 |
-0.7% |
1.3052 |
| Close |
1.3149 |
1.3078 |
-0.0071 |
-0.5% |
1.3078 |
| Range |
0.0016 |
0.0086 |
0.0070 |
437.5% |
0.0122 |
| ATR |
0.0058 |
0.0060 |
0.0003 |
4.3% |
0.0000 |
| Volume |
148 |
51 |
-97 |
-65.5% |
970 |
|
| Daily Pivots for day following 03-Feb-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.3350 |
1.3300 |
1.3125 |
|
| R3 |
1.3264 |
1.3214 |
1.3102 |
|
| R2 |
1.3178 |
1.3178 |
1.3094 |
|
| R1 |
1.3128 |
1.3128 |
1.3086 |
1.3110 |
| PP |
1.3092 |
1.3092 |
1.3092 |
1.3083 |
| S1 |
1.3042 |
1.3042 |
1.3070 |
1.3024 |
| S2 |
1.3006 |
1.3006 |
1.3062 |
|
| S3 |
1.2920 |
1.2956 |
1.3054 |
|
| S4 |
1.2834 |
1.2870 |
1.3031 |
|
|
| Weekly Pivots for week ending 03-Feb-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.3467 |
1.3395 |
1.3145 |
|
| R3 |
1.3345 |
1.3273 |
1.3112 |
|
| R2 |
1.3223 |
1.3223 |
1.3100 |
|
| R1 |
1.3151 |
1.3151 |
1.3089 |
1.3187 |
| PP |
1.3101 |
1.3101 |
1.3101 |
1.3120 |
| S1 |
1.3029 |
1.3029 |
1.3067 |
1.3065 |
| S2 |
1.2979 |
1.2979 |
1.3056 |
|
| S3 |
1.2857 |
1.2907 |
1.3044 |
|
| S4 |
1.2735 |
1.2785 |
1.3011 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1.3174 |
1.3052 |
0.0122 |
0.9% |
0.0055 |
0.4% |
21% |
False |
False |
194 |
| 10 |
1.3174 |
1.2801 |
0.0373 |
2.9% |
0.0077 |
0.6% |
74% |
False |
False |
129 |
| 20 |
1.3174 |
1.2801 |
0.0373 |
2.9% |
0.0055 |
0.4% |
74% |
False |
False |
79 |
| 40 |
1.3174 |
1.2801 |
0.0373 |
2.9% |
0.0039 |
0.3% |
74% |
False |
False |
55 |
| 60 |
1.3174 |
1.2801 |
0.0373 |
2.9% |
0.0027 |
0.2% |
74% |
False |
False |
37 |
| 80 |
1.3257 |
1.2800 |
0.0457 |
3.5% |
0.0022 |
0.2% |
61% |
False |
False |
28 |
| 100 |
1.3257 |
1.2800 |
0.0457 |
3.5% |
0.0019 |
0.1% |
61% |
False |
False |
23 |
| 120 |
1.3257 |
1.2800 |
0.0457 |
3.5% |
0.0016 |
0.1% |
61% |
False |
False |
19 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.3508 |
|
2.618 |
1.3367 |
|
1.618 |
1.3281 |
|
1.000 |
1.3228 |
|
0.618 |
1.3195 |
|
HIGH |
1.3142 |
|
0.618 |
1.3109 |
|
0.500 |
1.3099 |
|
0.382 |
1.3089 |
|
LOW |
1.3056 |
|
0.618 |
1.3003 |
|
1.000 |
1.2970 |
|
1.618 |
1.2917 |
|
2.618 |
1.2831 |
|
4.250 |
1.2691 |
|
|
| Fisher Pivots for day following 03-Feb-2012 |
| Pivot |
1 day |
3 day |
| R1 |
1.3099 |
1.3115 |
| PP |
1.3092 |
1.3103 |
| S1 |
1.3085 |
1.3090 |
|