CME Japanese Yen Future June 2012
| Trading Metrics calculated at close of trading on 24-Feb-2012 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
23-Feb-2012 |
24-Feb-2012 |
Change |
Change % |
Previous Week |
| Open |
1.2464 |
1.2523 |
0.0059 |
0.5% |
1.2577 |
| High |
1.2531 |
1.2523 |
-0.0008 |
-0.1% |
1.2612 |
| Low |
1.2464 |
1.2332 |
-0.0132 |
-1.1% |
1.2332 |
| Close |
1.2502 |
1.2364 |
-0.0138 |
-1.1% |
1.2364 |
| Range |
0.0067 |
0.0191 |
0.0124 |
185.1% |
0.0280 |
| ATR |
0.0074 |
0.0082 |
0.0008 |
11.3% |
0.0000 |
| Volume |
653 |
605 |
-48 |
-7.4% |
2,063 |
|
| Daily Pivots for day following 24-Feb-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.2979 |
1.2863 |
1.2469 |
|
| R3 |
1.2788 |
1.2672 |
1.2417 |
|
| R2 |
1.2597 |
1.2597 |
1.2399 |
|
| R1 |
1.2481 |
1.2481 |
1.2382 |
1.2444 |
| PP |
1.2406 |
1.2406 |
1.2406 |
1.2388 |
| S1 |
1.2290 |
1.2290 |
1.2346 |
1.2253 |
| S2 |
1.2215 |
1.2215 |
1.2329 |
|
| S3 |
1.2024 |
1.2099 |
1.2311 |
|
| S4 |
1.1833 |
1.1908 |
1.2259 |
|
|
| Weekly Pivots for week ending 24-Feb-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.3276 |
1.3100 |
1.2518 |
|
| R3 |
1.2996 |
1.2820 |
1.2441 |
|
| R2 |
1.2716 |
1.2716 |
1.2415 |
|
| R1 |
1.2540 |
1.2540 |
1.2390 |
1.2488 |
| PP |
1.2436 |
1.2436 |
1.2436 |
1.2410 |
| S1 |
1.2260 |
1.2260 |
1.2338 |
1.2208 |
| S2 |
1.2156 |
1.2156 |
1.2313 |
|
| S3 |
1.1876 |
1.1980 |
1.2287 |
|
| S4 |
1.1596 |
1.1700 |
1.2210 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1.2673 |
1.2332 |
0.0341 |
2.8% |
0.0101 |
0.8% |
9% |
False |
True |
487 |
| 10 |
1.2938 |
1.2332 |
0.0606 |
4.9% |
0.0092 |
0.7% |
5% |
False |
True |
504 |
| 20 |
1.3174 |
1.2332 |
0.0842 |
6.8% |
0.0080 |
0.6% |
4% |
False |
True |
322 |
| 40 |
1.3174 |
1.2332 |
0.0842 |
6.8% |
0.0063 |
0.5% |
4% |
False |
True |
179 |
| 60 |
1.3174 |
1.2332 |
0.0842 |
6.8% |
0.0046 |
0.4% |
4% |
False |
True |
127 |
| 80 |
1.3174 |
1.2332 |
0.0842 |
6.8% |
0.0037 |
0.3% |
4% |
False |
True |
95 |
| 100 |
1.3257 |
1.2332 |
0.0925 |
7.5% |
0.0030 |
0.2% |
3% |
False |
True |
77 |
| 120 |
1.3257 |
1.2332 |
0.0925 |
7.5% |
0.0026 |
0.2% |
3% |
False |
True |
64 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.3335 |
|
2.618 |
1.3023 |
|
1.618 |
1.2832 |
|
1.000 |
1.2714 |
|
0.618 |
1.2641 |
|
HIGH |
1.2523 |
|
0.618 |
1.2450 |
|
0.500 |
1.2428 |
|
0.382 |
1.2405 |
|
LOW |
1.2332 |
|
0.618 |
1.2214 |
|
1.000 |
1.2141 |
|
1.618 |
1.2023 |
|
2.618 |
1.1832 |
|
4.250 |
1.1520 |
|
|
| Fisher Pivots for day following 24-Feb-2012 |
| Pivot |
1 day |
3 day |
| R1 |
1.2428 |
1.2441 |
| PP |
1.2406 |
1.2415 |
| S1 |
1.2385 |
1.2390 |
|