CME Japanese Yen Future June 2012
| Trading Metrics calculated at close of trading on 13-Feb-2012 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
10-Feb-2012 |
13-Feb-2012 |
Change |
Change % |
Previous Week |
| Open |
1.2878 |
1.2887 |
0.0009 |
0.1% |
1.3060 |
| High |
1.2913 |
1.2938 |
0.0025 |
0.2% |
1.3084 |
| Low |
1.2878 |
1.2884 |
0.0006 |
0.0% |
1.2878 |
| Close |
1.2906 |
1.2899 |
-0.0007 |
-0.1% |
1.2906 |
| Range |
0.0035 |
0.0054 |
0.0019 |
54.3% |
0.0206 |
| ATR |
0.0062 |
0.0061 |
-0.0001 |
-0.9% |
0.0000 |
| Volume |
1,180 |
322 |
-858 |
-72.7% |
1,545 |
|
| Daily Pivots for day following 13-Feb-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.3069 |
1.3038 |
1.2929 |
|
| R3 |
1.3015 |
1.2984 |
1.2914 |
|
| R2 |
1.2961 |
1.2961 |
1.2909 |
|
| R1 |
1.2930 |
1.2930 |
1.2904 |
1.2946 |
| PP |
1.2907 |
1.2907 |
1.2907 |
1.2915 |
| S1 |
1.2876 |
1.2876 |
1.2894 |
1.2892 |
| S2 |
1.2853 |
1.2853 |
1.2889 |
|
| S3 |
1.2799 |
1.2822 |
1.2884 |
|
| S4 |
1.2745 |
1.2768 |
1.2869 |
|
|
| 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 |
1.3067 |
1.2878 |
0.0189 |
1.5% |
0.0060 |
0.5% |
11% |
False |
False |
354 |
| 10 |
1.3174 |
1.2878 |
0.0296 |
2.3% |
0.0054 |
0.4% |
7% |
False |
False |
255 |
| 20 |
1.3174 |
1.2801 |
0.0373 |
2.9% |
0.0067 |
0.5% |
26% |
False |
False |
169 |
| 40 |
1.3174 |
1.2801 |
0.0373 |
2.9% |
0.0047 |
0.4% |
26% |
False |
False |
99 |
| 60 |
1.3174 |
1.2801 |
0.0373 |
2.9% |
0.0032 |
0.3% |
26% |
False |
False |
68 |
| 80 |
1.3257 |
1.2800 |
0.0457 |
3.5% |
0.0026 |
0.2% |
22% |
False |
False |
51 |
| 100 |
1.3257 |
1.2800 |
0.0457 |
3.5% |
0.0022 |
0.2% |
22% |
False |
False |
41 |
| 120 |
1.3257 |
1.2800 |
0.0457 |
3.5% |
0.0019 |
0.1% |
22% |
False |
False |
35 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.3168 |
|
2.618 |
1.3079 |
|
1.618 |
1.3025 |
|
1.000 |
1.2992 |
|
0.618 |
1.2971 |
|
HIGH |
1.2938 |
|
0.618 |
1.2917 |
|
0.500 |
1.2911 |
|
0.382 |
1.2905 |
|
LOW |
1.2884 |
|
0.618 |
1.2851 |
|
1.000 |
1.2830 |
|
1.618 |
1.2797 |
|
2.618 |
1.2743 |
|
4.250 |
1.2655 |
|
|
| Fisher Pivots for day following 13-Feb-2012 |
| Pivot |
1 day |
3 day |
| R1 |
1.2911 |
1.2932 |
| PP |
1.2907 |
1.2921 |
| S1 |
1.2903 |
1.2910 |
|