CME Japanese Yen Future June 2012
| Trading Metrics calculated at close of trading on 29-Feb-2012 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
28-Feb-2012 |
29-Feb-2012 |
Change |
Change % |
Previous Week |
| Open |
1.2444 |
1.2435 |
-0.0009 |
-0.1% |
1.2577 |
| High |
1.2512 |
1.2473 |
-0.0039 |
-0.3% |
1.2612 |
| Low |
1.2392 |
1.2312 |
-0.0080 |
-0.6% |
1.2332 |
| Close |
1.2428 |
1.2332 |
-0.0096 |
-0.8% |
1.2364 |
| Range |
0.0120 |
0.0161 |
0.0041 |
34.2% |
0.0280 |
| ATR |
0.0094 |
0.0099 |
0.0005 |
5.0% |
0.0000 |
| Volume |
1,218 |
512 |
-706 |
-58.0% |
2,063 |
|
| Daily Pivots for day following 29-Feb-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.2855 |
1.2755 |
1.2421 |
|
| R3 |
1.2694 |
1.2594 |
1.2376 |
|
| R2 |
1.2533 |
1.2533 |
1.2362 |
|
| R1 |
1.2433 |
1.2433 |
1.2347 |
1.2403 |
| PP |
1.2372 |
1.2372 |
1.2372 |
1.2357 |
| S1 |
1.2272 |
1.2272 |
1.2317 |
1.2242 |
| S2 |
1.2211 |
1.2211 |
1.2302 |
|
| S3 |
1.2050 |
1.2111 |
1.2288 |
|
| S4 |
1.1889 |
1.1950 |
1.2243 |
|
|
| 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 |
1.2531 |
1.2272 |
0.0259 |
2.1% |
0.0152 |
1.2% |
23% |
False |
False |
768 |
| 10 |
1.2803 |
1.2272 |
0.0531 |
4.3% |
0.0116 |
0.9% |
11% |
False |
False |
599 |
| 20 |
1.3174 |
1.2272 |
0.0902 |
7.3% |
0.0091 |
0.7% |
7% |
False |
False |
415 |
| 40 |
1.3174 |
1.2272 |
0.0902 |
7.3% |
0.0073 |
0.6% |
7% |
False |
False |
243 |
| 60 |
1.3174 |
1.2272 |
0.0902 |
7.3% |
0.0054 |
0.4% |
7% |
False |
False |
169 |
| 80 |
1.3174 |
1.2272 |
0.0902 |
7.3% |
0.0042 |
0.3% |
7% |
False |
False |
127 |
| 100 |
1.3257 |
1.2272 |
0.0985 |
8.0% |
0.0035 |
0.3% |
6% |
False |
False |
102 |
| 120 |
1.3257 |
1.2272 |
0.0985 |
8.0% |
0.0030 |
0.2% |
6% |
False |
False |
86 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.3157 |
|
2.618 |
1.2894 |
|
1.618 |
1.2733 |
|
1.000 |
1.2634 |
|
0.618 |
1.2572 |
|
HIGH |
1.2473 |
|
0.618 |
1.2411 |
|
0.500 |
1.2393 |
|
0.382 |
1.2374 |
|
LOW |
1.2312 |
|
0.618 |
1.2213 |
|
1.000 |
1.2151 |
|
1.618 |
1.2052 |
|
2.618 |
1.1891 |
|
4.250 |
1.1628 |
|
|
| Fisher Pivots for day following 29-Feb-2012 |
| Pivot |
1 day |
3 day |
| R1 |
1.2393 |
1.2392 |
| PP |
1.2372 |
1.2372 |
| S1 |
1.2352 |
1.2352 |
|