CME Japanese Yen Future June 2012
| Trading Metrics calculated at close of trading on 21-Feb-2012 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
17-Feb-2012 |
21-Feb-2012 |
Change |
Change % |
Previous Week |
| Open |
1.2658 |
1.2577 |
-0.0081 |
-0.6% |
1.2887 |
| High |
1.2673 |
1.2612 |
-0.0061 |
-0.5% |
1.2938 |
| Low |
1.2593 |
1.2539 |
-0.0054 |
-0.4% |
1.2593 |
| Close |
1.2603 |
1.2562 |
-0.0041 |
-0.3% |
1.2603 |
| Range |
0.0080 |
0.0073 |
-0.0007 |
-8.8% |
0.0345 |
| ATR |
0.0072 |
0.0072 |
0.0000 |
0.1% |
0.0000 |
| Volume |
375 |
331 |
-44 |
-11.7% |
1,803 |
|
| Daily Pivots for day following 21-Feb-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.2790 |
1.2749 |
1.2602 |
|
| R3 |
1.2717 |
1.2676 |
1.2582 |
|
| R2 |
1.2644 |
1.2644 |
1.2575 |
|
| R1 |
1.2603 |
1.2603 |
1.2569 |
1.2587 |
| PP |
1.2571 |
1.2571 |
1.2571 |
1.2563 |
| S1 |
1.2530 |
1.2530 |
1.2555 |
1.2514 |
| S2 |
1.2498 |
1.2498 |
1.2549 |
|
| S3 |
1.2425 |
1.2457 |
1.2542 |
|
| S4 |
1.2352 |
1.2384 |
1.2522 |
|
|
| 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 |
1.2926 |
1.2539 |
0.0387 |
3.1% |
0.0096 |
0.8% |
6% |
False |
True |
362 |
| 10 |
1.3067 |
1.2539 |
0.0528 |
4.2% |
0.0078 |
0.6% |
4% |
False |
True |
358 |
| 20 |
1.3174 |
1.2539 |
0.0635 |
5.1% |
0.0078 |
0.6% |
4% |
False |
True |
247 |
| 40 |
1.3174 |
1.2539 |
0.0635 |
5.1% |
0.0055 |
0.4% |
4% |
False |
True |
137 |
| 60 |
1.3174 |
1.2539 |
0.0635 |
5.1% |
0.0040 |
0.3% |
4% |
False |
True |
98 |
| 80 |
1.3257 |
1.2539 |
0.0718 |
5.7% |
0.0033 |
0.3% |
3% |
False |
True |
74 |
| 100 |
1.3257 |
1.2539 |
0.0718 |
5.7% |
0.0027 |
0.2% |
3% |
False |
True |
59 |
| 120 |
1.3257 |
1.2539 |
0.0718 |
5.7% |
0.0023 |
0.2% |
3% |
False |
True |
50 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.2922 |
|
2.618 |
1.2803 |
|
1.618 |
1.2730 |
|
1.000 |
1.2685 |
|
0.618 |
1.2657 |
|
HIGH |
1.2612 |
|
0.618 |
1.2584 |
|
0.500 |
1.2576 |
|
0.382 |
1.2567 |
|
LOW |
1.2539 |
|
0.618 |
1.2494 |
|
1.000 |
1.2466 |
|
1.618 |
1.2421 |
|
2.618 |
1.2348 |
|
4.250 |
1.2229 |
|
|
| Fisher Pivots for day following 21-Feb-2012 |
| Pivot |
1 day |
3 day |
| R1 |
1.2576 |
1.2658 |
| PP |
1.2571 |
1.2626 |
| S1 |
1.2567 |
1.2594 |
|