CME Japanese Yen Future June 2012
| Trading Metrics calculated at close of trading on 27-Feb-2012 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
24-Feb-2012 |
27-Feb-2012 |
Change |
Change % |
Previous Week |
| Open |
1.2523 |
1.2276 |
-0.0247 |
-2.0% |
1.2577 |
| High |
1.2523 |
1.2495 |
-0.0028 |
-0.2% |
1.2612 |
| Low |
1.2332 |
1.2272 |
-0.0060 |
-0.5% |
1.2332 |
| Close |
1.2364 |
1.2443 |
0.0079 |
0.6% |
1.2364 |
| Range |
0.0191 |
0.0223 |
0.0032 |
16.8% |
0.0280 |
| ATR |
0.0082 |
0.0092 |
0.0010 |
12.2% |
0.0000 |
| Volume |
605 |
853 |
248 |
41.0% |
2,063 |
|
| Daily Pivots for day following 27-Feb-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.3072 |
1.2981 |
1.2566 |
|
| R3 |
1.2849 |
1.2758 |
1.2504 |
|
| R2 |
1.2626 |
1.2626 |
1.2484 |
|
| R1 |
1.2535 |
1.2535 |
1.2463 |
1.2581 |
| PP |
1.2403 |
1.2403 |
1.2403 |
1.2426 |
| S1 |
1.2312 |
1.2312 |
1.2423 |
1.2358 |
| S2 |
1.2180 |
1.2180 |
1.2402 |
|
| S3 |
1.1957 |
1.2089 |
1.2382 |
|
| S4 |
1.1734 |
1.1866 |
1.2320 |
|
|
| 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 |
1.2612 |
1.2272 |
0.0340 |
2.7% |
0.0129 |
1.0% |
50% |
False |
True |
583 |
| 10 |
1.2938 |
1.2272 |
0.0666 |
5.4% |
0.0111 |
0.9% |
26% |
False |
True |
471 |
| 20 |
1.3174 |
1.2272 |
0.0902 |
7.2% |
0.0084 |
0.7% |
19% |
False |
True |
361 |
| 40 |
1.3174 |
1.2272 |
0.0902 |
7.2% |
0.0069 |
0.6% |
19% |
False |
True |
200 |
| 60 |
1.3174 |
1.2272 |
0.0902 |
7.2% |
0.0050 |
0.4% |
19% |
False |
True |
141 |
| 80 |
1.3174 |
1.2272 |
0.0902 |
7.2% |
0.0038 |
0.3% |
19% |
False |
True |
106 |
| 100 |
1.3257 |
1.2272 |
0.0985 |
7.9% |
0.0032 |
0.3% |
17% |
False |
True |
85 |
| 120 |
1.3257 |
1.2272 |
0.0985 |
7.9% |
0.0027 |
0.2% |
17% |
False |
True |
71 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.3443 |
|
2.618 |
1.3079 |
|
1.618 |
1.2856 |
|
1.000 |
1.2718 |
|
0.618 |
1.2633 |
|
HIGH |
1.2495 |
|
0.618 |
1.2410 |
|
0.500 |
1.2384 |
|
0.382 |
1.2357 |
|
LOW |
1.2272 |
|
0.618 |
1.2134 |
|
1.000 |
1.2049 |
|
1.618 |
1.1911 |
|
2.618 |
1.1688 |
|
4.250 |
1.1324 |
|
|
| Fisher Pivots for day following 27-Feb-2012 |
| Pivot |
1 day |
3 day |
| R1 |
1.2423 |
1.2429 |
| PP |
1.2403 |
1.2415 |
| S1 |
1.2384 |
1.2402 |
|