CME Japanese Yen Future June 2012
| Trading Metrics calculated at close of trading on 16-Feb-2012 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
15-Feb-2012 |
16-Feb-2012 |
Change |
Change % |
Previous Week |
| Open |
1.2761 |
1.2770 |
0.0009 |
0.1% |
1.3060 |
| High |
1.2803 |
1.2776 |
-0.0027 |
-0.2% |
1.3084 |
| Low |
1.2740 |
1.2683 |
-0.0057 |
-0.4% |
1.2878 |
| Close |
1.2759 |
1.2690 |
-0.0069 |
-0.5% |
1.2906 |
| Range |
0.0063 |
0.0093 |
0.0030 |
47.6% |
0.0206 |
| ATR |
0.0069 |
0.0070 |
0.0002 |
2.5% |
0.0000 |
| Volume |
781 |
194 |
-587 |
-75.2% |
1,545 |
|
| Daily Pivots for day following 16-Feb-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.2995 |
1.2936 |
1.2741 |
|
| R3 |
1.2902 |
1.2843 |
1.2716 |
|
| R2 |
1.2809 |
1.2809 |
1.2707 |
|
| R1 |
1.2750 |
1.2750 |
1.2699 |
1.2733 |
| PP |
1.2716 |
1.2716 |
1.2716 |
1.2708 |
| S1 |
1.2657 |
1.2657 |
1.2681 |
1.2640 |
| S2 |
1.2623 |
1.2623 |
1.2673 |
|
| S3 |
1.2530 |
1.2564 |
1.2664 |
|
| S4 |
1.2437 |
1.2471 |
1.2639 |
|
|
| 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 |
1.2938 |
1.2683 |
0.0255 |
2.0% |
0.0084 |
0.7% |
3% |
False |
True |
521 |
| 10 |
1.3142 |
1.2683 |
0.0459 |
3.6% |
0.0076 |
0.6% |
2% |
False |
True |
302 |
| 20 |
1.3174 |
1.2683 |
0.0491 |
3.9% |
0.0075 |
0.6% |
1% |
False |
True |
215 |
| 40 |
1.3174 |
1.2683 |
0.0491 |
3.9% |
0.0055 |
0.4% |
1% |
False |
True |
123 |
| 60 |
1.3174 |
1.2683 |
0.0491 |
3.9% |
0.0038 |
0.3% |
1% |
False |
True |
86 |
| 80 |
1.3257 |
1.2683 |
0.0574 |
4.5% |
0.0031 |
0.2% |
1% |
False |
True |
65 |
| 100 |
1.3257 |
1.2683 |
0.0574 |
4.5% |
0.0025 |
0.2% |
1% |
False |
True |
52 |
| 120 |
1.3257 |
1.2683 |
0.0574 |
4.5% |
0.0021 |
0.2% |
1% |
False |
True |
44 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.3171 |
|
2.618 |
1.3019 |
|
1.618 |
1.2926 |
|
1.000 |
1.2869 |
|
0.618 |
1.2833 |
|
HIGH |
1.2776 |
|
0.618 |
1.2740 |
|
0.500 |
1.2730 |
|
0.382 |
1.2719 |
|
LOW |
1.2683 |
|
0.618 |
1.2626 |
|
1.000 |
1.2590 |
|
1.618 |
1.2533 |
|
2.618 |
1.2440 |
|
4.250 |
1.2288 |
|
|
| Fisher Pivots for day following 16-Feb-2012 |
| Pivot |
1 day |
3 day |
| R1 |
1.2730 |
1.2805 |
| PP |
1.2716 |
1.2766 |
| S1 |
1.2703 |
1.2728 |
|