CME Japanese Yen Future June 2012
| Trading Metrics calculated at close of trading on 10-Feb-2012 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
09-Feb-2012 |
10-Feb-2012 |
Change |
Change % |
Previous Week |
| Open |
1.2986 |
1.2878 |
-0.0108 |
-0.8% |
1.3060 |
| High |
1.2986 |
1.2913 |
-0.0073 |
-0.6% |
1.3084 |
| Low |
1.2887 |
1.2878 |
-0.0009 |
-0.1% |
1.2878 |
| Close |
1.2893 |
1.2906 |
0.0013 |
0.1% |
1.2906 |
| Range |
0.0099 |
0.0035 |
-0.0064 |
-64.6% |
0.0206 |
| ATR |
0.0064 |
0.0062 |
-0.0002 |
-3.2% |
0.0000 |
| Volume |
103 |
1,180 |
1,077 |
1,045.6% |
1,545 |
|
| Daily Pivots for day following 10-Feb-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.3004 |
1.2990 |
1.2925 |
|
| R3 |
1.2969 |
1.2955 |
1.2916 |
|
| R2 |
1.2934 |
1.2934 |
1.2912 |
|
| R1 |
1.2920 |
1.2920 |
1.2909 |
1.2927 |
| PP |
1.2899 |
1.2899 |
1.2899 |
1.2903 |
| S1 |
1.2885 |
1.2885 |
1.2903 |
1.2892 |
| S2 |
1.2864 |
1.2864 |
1.2900 |
|
| S3 |
1.2829 |
1.2850 |
1.2896 |
|
| S4 |
1.2794 |
1.2815 |
1.2887 |
|
|
| Weekly Pivots for week ending 10-Feb-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.3574 |
1.3446 |
1.3019 |
|
| R3 |
1.3368 |
1.3240 |
1.2963 |
|
| R2 |
1.3162 |
1.3162 |
1.2944 |
|
| R1 |
1.3034 |
1.3034 |
1.2925 |
1.2995 |
| PP |
1.2956 |
1.2956 |
1.2956 |
1.2937 |
| S1 |
1.2828 |
1.2828 |
1.2887 |
1.2789 |
| S2 |
1.2750 |
1.2750 |
1.2868 |
|
| S3 |
1.2544 |
1.2622 |
1.2849 |
|
| S4 |
1.2338 |
1.2416 |
1.2793 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1.3084 |
1.2878 |
0.0206 |
1.6% |
0.0057 |
0.4% |
14% |
False |
True |
309 |
| 10 |
1.3174 |
1.2878 |
0.0296 |
2.3% |
0.0056 |
0.4% |
9% |
False |
True |
251 |
| 20 |
1.3174 |
1.2801 |
0.0373 |
2.9% |
0.0067 |
0.5% |
28% |
False |
False |
154 |
| 40 |
1.3174 |
1.2801 |
0.0373 |
2.9% |
0.0046 |
0.4% |
28% |
False |
False |
92 |
| 60 |
1.3174 |
1.2801 |
0.0373 |
2.9% |
0.0031 |
0.2% |
28% |
False |
False |
62 |
| 80 |
1.3257 |
1.2800 |
0.0457 |
3.5% |
0.0026 |
0.2% |
23% |
False |
False |
47 |
| 100 |
1.3257 |
1.2800 |
0.0457 |
3.5% |
0.0021 |
0.2% |
23% |
False |
False |
38 |
| 120 |
1.3257 |
1.2800 |
0.0457 |
3.5% |
0.0018 |
0.1% |
23% |
False |
False |
32 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.3062 |
|
2.618 |
1.3005 |
|
1.618 |
1.2970 |
|
1.000 |
1.2948 |
|
0.618 |
1.2935 |
|
HIGH |
1.2913 |
|
0.618 |
1.2900 |
|
0.500 |
1.2896 |
|
0.382 |
1.2891 |
|
LOW |
1.2878 |
|
0.618 |
1.2856 |
|
1.000 |
1.2843 |
|
1.618 |
1.2821 |
|
2.618 |
1.2786 |
|
4.250 |
1.2729 |
|
|
| Fisher Pivots for day following 10-Feb-2012 |
| Pivot |
1 day |
3 day |
| R1 |
1.2903 |
1.2961 |
| PP |
1.2899 |
1.2942 |
| S1 |
1.2896 |
1.2924 |
|