CME Japanese Yen Future June 2012
| Trading Metrics calculated at close of trading on 15-Feb-2012 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
14-Feb-2012 |
15-Feb-2012 |
Change |
Change % |
Previous Week |
| Open |
1.2926 |
1.2761 |
-0.0165 |
-1.3% |
1.3060 |
| High |
1.2926 |
1.2803 |
-0.0123 |
-1.0% |
1.3084 |
| Low |
1.2753 |
1.2740 |
-0.0013 |
-0.1% |
1.2878 |
| Close |
1.2760 |
1.2759 |
-0.0001 |
0.0% |
1.2906 |
| Range |
0.0173 |
0.0063 |
-0.0110 |
-63.6% |
0.0206 |
| ATR |
0.0069 |
0.0069 |
0.0000 |
-0.6% |
0.0000 |
| Volume |
131 |
781 |
650 |
496.2% |
1,545 |
|
| Daily Pivots for day following 15-Feb-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.2956 |
1.2921 |
1.2794 |
|
| R3 |
1.2893 |
1.2858 |
1.2776 |
|
| R2 |
1.2830 |
1.2830 |
1.2771 |
|
| R1 |
1.2795 |
1.2795 |
1.2765 |
1.2781 |
| PP |
1.2767 |
1.2767 |
1.2767 |
1.2761 |
| S1 |
1.2732 |
1.2732 |
1.2753 |
1.2718 |
| S2 |
1.2704 |
1.2704 |
1.2747 |
|
| S3 |
1.2641 |
1.2669 |
1.2742 |
|
| S4 |
1.2578 |
1.2606 |
1.2724 |
|
|
| 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 |
1.2986 |
1.2740 |
0.0246 |
1.9% |
0.0085 |
0.7% |
8% |
False |
True |
503 |
| 10 |
1.3163 |
1.2740 |
0.0423 |
3.3% |
0.0068 |
0.5% |
4% |
False |
True |
297 |
| 20 |
1.3174 |
1.2740 |
0.0434 |
3.4% |
0.0074 |
0.6% |
4% |
False |
True |
208 |
| 40 |
1.3174 |
1.2740 |
0.0434 |
3.4% |
0.0053 |
0.4% |
4% |
False |
True |
118 |
| 60 |
1.3174 |
1.2740 |
0.0434 |
3.4% |
0.0036 |
0.3% |
4% |
False |
True |
83 |
| 80 |
1.3257 |
1.2740 |
0.0517 |
4.1% |
0.0029 |
0.2% |
4% |
False |
True |
63 |
| 100 |
1.3257 |
1.2740 |
0.0517 |
4.1% |
0.0024 |
0.2% |
4% |
False |
True |
50 |
| 120 |
1.3257 |
1.2740 |
0.0517 |
4.1% |
0.0021 |
0.2% |
4% |
False |
True |
42 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.3071 |
|
2.618 |
1.2968 |
|
1.618 |
1.2905 |
|
1.000 |
1.2866 |
|
0.618 |
1.2842 |
|
HIGH |
1.2803 |
|
0.618 |
1.2779 |
|
0.500 |
1.2772 |
|
0.382 |
1.2764 |
|
LOW |
1.2740 |
|
0.618 |
1.2701 |
|
1.000 |
1.2677 |
|
1.618 |
1.2638 |
|
2.618 |
1.2575 |
|
4.250 |
1.2472 |
|
|
| Fisher Pivots for day following 15-Feb-2012 |
| Pivot |
1 day |
3 day |
| R1 |
1.2772 |
1.2839 |
| PP |
1.2767 |
1.2812 |
| S1 |
1.2763 |
1.2786 |
|