CME Japanese Yen Future June 2012
| Trading Metrics calculated at close of trading on 28-Feb-2012 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
27-Feb-2012 |
28-Feb-2012 |
Change |
Change % |
Previous Week |
| Open |
1.2276 |
1.2444 |
0.0168 |
1.4% |
1.2577 |
| High |
1.2495 |
1.2512 |
0.0017 |
0.1% |
1.2612 |
| Low |
1.2272 |
1.2392 |
0.0120 |
1.0% |
1.2332 |
| Close |
1.2443 |
1.2428 |
-0.0015 |
-0.1% |
1.2364 |
| Range |
0.0223 |
0.0120 |
-0.0103 |
-46.2% |
0.0280 |
| ATR |
0.0092 |
0.0094 |
0.0002 |
2.1% |
0.0000 |
| Volume |
853 |
1,218 |
365 |
42.8% |
2,063 |
|
| Daily Pivots for day following 28-Feb-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.2804 |
1.2736 |
1.2494 |
|
| R3 |
1.2684 |
1.2616 |
1.2461 |
|
| R2 |
1.2564 |
1.2564 |
1.2450 |
|
| R1 |
1.2496 |
1.2496 |
1.2439 |
1.2470 |
| PP |
1.2444 |
1.2444 |
1.2444 |
1.2431 |
| S1 |
1.2376 |
1.2376 |
1.2417 |
1.2350 |
| S2 |
1.2324 |
1.2324 |
1.2406 |
|
| S3 |
1.2204 |
1.2256 |
1.2395 |
|
| S4 |
1.2084 |
1.2136 |
1.2362 |
|
|
| 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 |
1.2549 |
1.2272 |
0.0277 |
2.2% |
0.0139 |
1.1% |
56% |
False |
False |
760 |
| 10 |
1.2926 |
1.2272 |
0.0654 |
5.3% |
0.0118 |
0.9% |
24% |
False |
False |
561 |
| 20 |
1.3174 |
1.2272 |
0.0902 |
7.3% |
0.0086 |
0.7% |
17% |
False |
False |
408 |
| 40 |
1.3174 |
1.2272 |
0.0902 |
7.3% |
0.0071 |
0.6% |
17% |
False |
False |
230 |
| 60 |
1.3174 |
1.2272 |
0.0902 |
7.3% |
0.0052 |
0.4% |
17% |
False |
False |
161 |
| 80 |
1.3174 |
1.2272 |
0.0902 |
7.3% |
0.0040 |
0.3% |
17% |
False |
False |
121 |
| 100 |
1.3257 |
1.2272 |
0.0985 |
7.9% |
0.0033 |
0.3% |
16% |
False |
False |
97 |
| 120 |
1.3257 |
1.2272 |
0.0985 |
7.9% |
0.0028 |
0.2% |
16% |
False |
False |
82 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.3022 |
|
2.618 |
1.2826 |
|
1.618 |
1.2706 |
|
1.000 |
1.2632 |
|
0.618 |
1.2586 |
|
HIGH |
1.2512 |
|
0.618 |
1.2466 |
|
0.500 |
1.2452 |
|
0.382 |
1.2438 |
|
LOW |
1.2392 |
|
0.618 |
1.2318 |
|
1.000 |
1.2272 |
|
1.618 |
1.2198 |
|
2.618 |
1.2078 |
|
4.250 |
1.1882 |
|
|
| Fisher Pivots for day following 28-Feb-2012 |
| Pivot |
1 day |
3 day |
| R1 |
1.2452 |
1.2418 |
| PP |
1.2444 |
1.2408 |
| S1 |
1.2436 |
1.2398 |
|