CME Japanese Yen Future June 2012
| Trading Metrics calculated at close of trading on 09-Feb-2012 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
08-Feb-2012 |
09-Feb-2012 |
Change |
Change % |
Previous Week |
| Open |
1.3038 |
1.2986 |
-0.0052 |
-0.4% |
1.3054 |
| High |
1.3043 |
1.2986 |
-0.0057 |
-0.4% |
1.3174 |
| Low |
1.2981 |
1.2887 |
-0.0094 |
-0.7% |
1.3052 |
| Close |
1.3001 |
1.2893 |
-0.0108 |
-0.8% |
1.3078 |
| Range |
0.0062 |
0.0099 |
0.0037 |
59.7% |
0.0122 |
| ATR |
0.0060 |
0.0064 |
0.0004 |
6.5% |
0.0000 |
| Volume |
71 |
103 |
32 |
45.1% |
970 |
|
| Daily Pivots for day following 09-Feb-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.3219 |
1.3155 |
1.2947 |
|
| R3 |
1.3120 |
1.3056 |
1.2920 |
|
| R2 |
1.3021 |
1.3021 |
1.2911 |
|
| R1 |
1.2957 |
1.2957 |
1.2902 |
1.2940 |
| PP |
1.2922 |
1.2922 |
1.2922 |
1.2913 |
| S1 |
1.2858 |
1.2858 |
1.2884 |
1.2841 |
| S2 |
1.2823 |
1.2823 |
1.2875 |
|
| S3 |
1.2724 |
1.2759 |
1.2866 |
|
| S4 |
1.2625 |
1.2660 |
1.2839 |
|
|
| 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 |
1.3142 |
1.2887 |
0.0255 |
2.0% |
0.0068 |
0.5% |
2% |
False |
True |
83 |
| 10 |
1.3174 |
1.2887 |
0.0287 |
2.2% |
0.0068 |
0.5% |
2% |
False |
True |
140 |
| 20 |
1.3174 |
1.2801 |
0.0373 |
2.9% |
0.0066 |
0.5% |
25% |
False |
False |
96 |
| 40 |
1.3174 |
1.2801 |
0.0373 |
2.9% |
0.0045 |
0.3% |
25% |
False |
False |
63 |
| 60 |
1.3174 |
1.2801 |
0.0373 |
2.9% |
0.0031 |
0.2% |
25% |
False |
False |
43 |
| 80 |
1.3257 |
1.2800 |
0.0457 |
3.5% |
0.0025 |
0.2% |
20% |
False |
False |
32 |
| 100 |
1.3257 |
1.2800 |
0.0457 |
3.5% |
0.0021 |
0.2% |
20% |
False |
False |
27 |
| 120 |
1.3257 |
1.2800 |
0.0457 |
3.5% |
0.0018 |
0.1% |
20% |
False |
False |
22 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.3407 |
|
2.618 |
1.3245 |
|
1.618 |
1.3146 |
|
1.000 |
1.3085 |
|
0.618 |
1.3047 |
|
HIGH |
1.2986 |
|
0.618 |
1.2948 |
|
0.500 |
1.2937 |
|
0.382 |
1.2925 |
|
LOW |
1.2887 |
|
0.618 |
1.2826 |
|
1.000 |
1.2788 |
|
1.618 |
1.2727 |
|
2.618 |
1.2628 |
|
4.250 |
1.2466 |
|
|
| Fisher Pivots for day following 09-Feb-2012 |
| Pivot |
1 day |
3 day |
| R1 |
1.2937 |
1.2977 |
| PP |
1.2922 |
1.2949 |
| S1 |
1.2908 |
1.2921 |
|