CME Japanese Yen Future June 2012
| Trading Metrics calculated at close of trading on 14-Feb-2012 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
13-Feb-2012 |
14-Feb-2012 |
Change |
Change % |
Previous Week |
| Open |
1.2887 |
1.2926 |
0.0039 |
0.3% |
1.3060 |
| High |
1.2938 |
1.2926 |
-0.0012 |
-0.1% |
1.3084 |
| Low |
1.2884 |
1.2753 |
-0.0131 |
-1.0% |
1.2878 |
| Close |
1.2899 |
1.2760 |
-0.0139 |
-1.1% |
1.2906 |
| Range |
0.0054 |
0.0173 |
0.0119 |
220.4% |
0.0206 |
| ATR |
0.0061 |
0.0069 |
0.0008 |
13.1% |
0.0000 |
| Volume |
322 |
131 |
-191 |
-59.3% |
1,545 |
|
| Daily Pivots for day following 14-Feb-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.3332 |
1.3219 |
1.2855 |
|
| R3 |
1.3159 |
1.3046 |
1.2808 |
|
| R2 |
1.2986 |
1.2986 |
1.2792 |
|
| R1 |
1.2873 |
1.2873 |
1.2776 |
1.2843 |
| PP |
1.2813 |
1.2813 |
1.2813 |
1.2798 |
| S1 |
1.2700 |
1.2700 |
1.2744 |
1.2670 |
| S2 |
1.2640 |
1.2640 |
1.2728 |
|
| S3 |
1.2467 |
1.2527 |
1.2712 |
|
| S4 |
1.2294 |
1.2354 |
1.2665 |
|
|
| 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 |
1.3043 |
1.2753 |
0.0290 |
2.3% |
0.0085 |
0.7% |
2% |
False |
True |
361 |
| 10 |
1.3174 |
1.2753 |
0.0421 |
3.3% |
0.0067 |
0.5% |
2% |
False |
True |
231 |
| 20 |
1.3174 |
1.2753 |
0.0421 |
3.3% |
0.0072 |
0.6% |
2% |
False |
True |
171 |
| 40 |
1.3174 |
1.2753 |
0.0421 |
3.3% |
0.0051 |
0.4% |
2% |
False |
True |
102 |
| 60 |
1.3174 |
1.2753 |
0.0421 |
3.3% |
0.0035 |
0.3% |
2% |
False |
True |
70 |
| 80 |
1.3257 |
1.2753 |
0.0504 |
3.9% |
0.0029 |
0.2% |
1% |
False |
True |
53 |
| 100 |
1.3257 |
1.2753 |
0.0504 |
3.9% |
0.0023 |
0.2% |
1% |
False |
True |
43 |
| 120 |
1.3257 |
1.2753 |
0.0504 |
3.9% |
0.0020 |
0.2% |
1% |
False |
True |
36 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.3661 |
|
2.618 |
1.3379 |
|
1.618 |
1.3206 |
|
1.000 |
1.3099 |
|
0.618 |
1.3033 |
|
HIGH |
1.2926 |
|
0.618 |
1.2860 |
|
0.500 |
1.2840 |
|
0.382 |
1.2819 |
|
LOW |
1.2753 |
|
0.618 |
1.2646 |
|
1.000 |
1.2580 |
|
1.618 |
1.2473 |
|
2.618 |
1.2300 |
|
4.250 |
1.2018 |
|
|
| Fisher Pivots for day following 14-Feb-2012 |
| Pivot |
1 day |
3 day |
| R1 |
1.2840 |
1.2846 |
| PP |
1.2813 |
1.2817 |
| S1 |
1.2787 |
1.2789 |
|