CME Japanese Yen Future June 2012
| Trading Metrics calculated at close of trading on 17-Feb-2012 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
16-Feb-2012 |
17-Feb-2012 |
Change |
Change % |
Previous Week |
| Open |
1.2770 |
1.2658 |
-0.0112 |
-0.9% |
1.2887 |
| High |
1.2776 |
1.2673 |
-0.0103 |
-0.8% |
1.2938 |
| Low |
1.2683 |
1.2593 |
-0.0090 |
-0.7% |
1.2593 |
| Close |
1.2690 |
1.2603 |
-0.0087 |
-0.7% |
1.2603 |
| Range |
0.0093 |
0.0080 |
-0.0013 |
-14.0% |
0.0345 |
| ATR |
0.0070 |
0.0072 |
0.0002 |
2.7% |
0.0000 |
| Volume |
194 |
375 |
181 |
93.3% |
1,803 |
|
| Daily Pivots for day following 17-Feb-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.2863 |
1.2813 |
1.2647 |
|
| R3 |
1.2783 |
1.2733 |
1.2625 |
|
| R2 |
1.2703 |
1.2703 |
1.2618 |
|
| R1 |
1.2653 |
1.2653 |
1.2610 |
1.2638 |
| PP |
1.2623 |
1.2623 |
1.2623 |
1.2616 |
| S1 |
1.2573 |
1.2573 |
1.2596 |
1.2558 |
| S2 |
1.2543 |
1.2543 |
1.2588 |
|
| S3 |
1.2463 |
1.2493 |
1.2581 |
|
| S4 |
1.2383 |
1.2413 |
1.2559 |
|
|
| Weekly Pivots for week ending 17-Feb-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.3746 |
1.3520 |
1.2793 |
|
| R3 |
1.3401 |
1.3175 |
1.2698 |
|
| R2 |
1.3056 |
1.3056 |
1.2666 |
|
| R1 |
1.2830 |
1.2830 |
1.2635 |
1.2771 |
| PP |
1.2711 |
1.2711 |
1.2711 |
1.2682 |
| S1 |
1.2485 |
1.2485 |
1.2571 |
1.2426 |
| S2 |
1.2366 |
1.2366 |
1.2540 |
|
| S3 |
1.2021 |
1.2140 |
1.2508 |
|
| S4 |
1.1676 |
1.1795 |
1.2413 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1.2938 |
1.2593 |
0.0345 |
2.7% |
0.0093 |
0.7% |
3% |
False |
True |
360 |
| 10 |
1.3084 |
1.2593 |
0.0491 |
3.9% |
0.0075 |
0.6% |
2% |
False |
True |
334 |
| 20 |
1.3174 |
1.2593 |
0.0581 |
4.6% |
0.0076 |
0.6% |
2% |
False |
True |
231 |
| 40 |
1.3174 |
1.2593 |
0.0581 |
4.6% |
0.0056 |
0.4% |
2% |
False |
True |
129 |
| 60 |
1.3174 |
1.2593 |
0.0581 |
4.6% |
0.0039 |
0.3% |
2% |
False |
True |
92 |
| 80 |
1.3257 |
1.2593 |
0.0664 |
5.3% |
0.0032 |
0.3% |
2% |
False |
True |
70 |
| 100 |
1.3257 |
1.2593 |
0.0664 |
5.3% |
0.0026 |
0.2% |
2% |
False |
True |
56 |
| 120 |
1.3257 |
1.2593 |
0.0664 |
5.3% |
0.0022 |
0.2% |
2% |
False |
True |
47 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.3013 |
|
2.618 |
1.2882 |
|
1.618 |
1.2802 |
|
1.000 |
1.2753 |
|
0.618 |
1.2722 |
|
HIGH |
1.2673 |
|
0.618 |
1.2642 |
|
0.500 |
1.2633 |
|
0.382 |
1.2624 |
|
LOW |
1.2593 |
|
0.618 |
1.2544 |
|
1.000 |
1.2513 |
|
1.618 |
1.2464 |
|
2.618 |
1.2384 |
|
4.250 |
1.2253 |
|
|
| Fisher Pivots for day following 17-Feb-2012 |
| Pivot |
1 day |
3 day |
| R1 |
1.2633 |
1.2698 |
| PP |
1.2623 |
1.2666 |
| S1 |
1.2613 |
1.2635 |
|