CME Japanese Yen Future June 2012
| Trading Metrics calculated at close of trading on 06-Feb-2012 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
03-Feb-2012 |
06-Feb-2012 |
Change |
Change % |
Previous Week |
| Open |
1.3140 |
1.3060 |
-0.0080 |
-0.6% |
1.3054 |
| High |
1.3142 |
1.3084 |
-0.0058 |
-0.4% |
1.3174 |
| Low |
1.3056 |
1.3041 |
-0.0015 |
-0.1% |
1.3052 |
| Close |
1.3078 |
1.3077 |
-0.0001 |
0.0% |
1.3078 |
| Range |
0.0086 |
0.0043 |
-0.0043 |
-50.0% |
0.0122 |
| ATR |
0.0060 |
0.0059 |
-0.0001 |
-2.1% |
0.0000 |
| Volume |
51 |
97 |
46 |
90.2% |
970 |
|
| Daily Pivots for day following 06-Feb-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.3196 |
1.3180 |
1.3101 |
|
| R3 |
1.3153 |
1.3137 |
1.3089 |
|
| R2 |
1.3110 |
1.3110 |
1.3085 |
|
| R1 |
1.3094 |
1.3094 |
1.3081 |
1.3102 |
| PP |
1.3067 |
1.3067 |
1.3067 |
1.3072 |
| S1 |
1.3051 |
1.3051 |
1.3073 |
1.3059 |
| S2 |
1.3024 |
1.3024 |
1.3069 |
|
| S3 |
1.2981 |
1.3008 |
1.3065 |
|
| S4 |
1.2938 |
1.2965 |
1.3053 |
|
|
| 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 |
1.3041 |
0.0133 |
1.0% |
0.0048 |
0.4% |
27% |
False |
True |
156 |
| 10 |
1.3174 |
1.2801 |
0.0373 |
2.9% |
0.0078 |
0.6% |
74% |
False |
False |
136 |
| 20 |
1.3174 |
1.2801 |
0.0373 |
2.9% |
0.0057 |
0.4% |
74% |
False |
False |
83 |
| 40 |
1.3174 |
1.2801 |
0.0373 |
2.9% |
0.0041 |
0.3% |
74% |
False |
False |
57 |
| 60 |
1.3174 |
1.2801 |
0.0373 |
2.9% |
0.0027 |
0.2% |
74% |
False |
False |
38 |
| 80 |
1.3257 |
1.2800 |
0.0457 |
3.5% |
0.0023 |
0.2% |
61% |
False |
False |
29 |
| 100 |
1.3257 |
1.2800 |
0.0457 |
3.5% |
0.0019 |
0.1% |
61% |
False |
False |
24 |
| 120 |
1.3257 |
1.2800 |
0.0457 |
3.5% |
0.0016 |
0.1% |
61% |
False |
False |
20 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.3267 |
|
2.618 |
1.3197 |
|
1.618 |
1.3154 |
|
1.000 |
1.3127 |
|
0.618 |
1.3111 |
|
HIGH |
1.3084 |
|
0.618 |
1.3068 |
|
0.500 |
1.3063 |
|
0.382 |
1.3057 |
|
LOW |
1.3041 |
|
0.618 |
1.3014 |
|
1.000 |
1.2998 |
|
1.618 |
1.2971 |
|
2.618 |
1.2928 |
|
4.250 |
1.2858 |
|
|
| Fisher Pivots for day following 06-Feb-2012 |
| Pivot |
1 day |
3 day |
| R1 |
1.3072 |
1.3102 |
| PP |
1.3067 |
1.3094 |
| S1 |
1.3063 |
1.3085 |
|